CME Japanese Yen Future September 2015
Trading Metrics calculated at close of trading on 20-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
0.8520 |
0.8493 |
-0.0027 |
-0.3% |
0.8803 |
High |
0.8520 |
0.8513 |
-0.0007 |
-0.1% |
0.8803 |
Low |
0.8520 |
0.8493 |
-0.0027 |
-0.3% |
0.8639 |
Close |
0.8520 |
0.8513 |
-0.0007 |
-0.1% |
0.8639 |
Range |
0.0000 |
0.0020 |
0.0020 |
|
0.0164 |
ATR |
0.0058 |
0.0056 |
-0.0002 |
-3.8% |
0.0000 |
Volume |
11 |
11 |
0 |
0.0% |
13 |
|
Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8566 |
0.8560 |
0.8524 |
|
R3 |
0.8546 |
0.8540 |
0.8519 |
|
R2 |
0.8526 |
0.8526 |
0.8517 |
|
R1 |
0.8520 |
0.8520 |
0.8515 |
0.8523 |
PP |
0.8506 |
0.8506 |
0.8506 |
0.8508 |
S1 |
0.8500 |
0.8500 |
0.8511 |
0.8503 |
S2 |
0.8486 |
0.8486 |
0.8509 |
|
S3 |
0.8466 |
0.8480 |
0.8508 |
|
S4 |
0.8446 |
0.8460 |
0.8502 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9186 |
0.9076 |
0.8729 |
|
R3 |
0.9022 |
0.8912 |
0.8684 |
|
R2 |
0.8858 |
0.8858 |
0.8669 |
|
R1 |
0.8748 |
0.8748 |
0.8654 |
0.8721 |
PP |
0.8694 |
0.8694 |
0.8694 |
0.8680 |
S1 |
0.8584 |
0.8584 |
0.8624 |
0.8557 |
S2 |
0.8530 |
0.8530 |
0.8609 |
|
S3 |
0.8366 |
0.8420 |
0.8594 |
|
S4 |
0.8202 |
0.8256 |
0.8549 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8598 |
2.618 |
0.8565 |
1.618 |
0.8545 |
1.000 |
0.8533 |
0.618 |
0.8525 |
HIGH |
0.8513 |
0.618 |
0.8505 |
0.500 |
0.8503 |
0.382 |
0.8501 |
LOW |
0.8493 |
0.618 |
0.8481 |
1.000 |
0.8473 |
1.618 |
0.8461 |
2.618 |
0.8441 |
4.250 |
0.8408 |
|
|
Fisher Pivots for day following 20-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8510 |
0.8554 |
PP |
0.8506 |
0.8540 |
S1 |
0.8503 |
0.8527 |
|