CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 31-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2014 |
31-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9191 |
0.9154 |
-0.0037 |
-0.4% |
0.9241 |
| High |
0.9197 |
0.9162 |
-0.0035 |
-0.4% |
0.9297 |
| Low |
0.9137 |
0.8893 |
-0.0244 |
-2.7% |
0.8893 |
| Close |
0.9149 |
0.8908 |
-0.0241 |
-2.6% |
0.8908 |
| Range |
0.0060 |
0.0269 |
0.0209 |
348.3% |
0.0404 |
| ATR |
0.0074 |
0.0088 |
0.0014 |
18.7% |
0.0000 |
| Volume |
187,457 |
433,547 |
246,090 |
131.3% |
1,002,852 |
|
| Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9795 |
0.9620 |
0.9056 |
|
| R3 |
0.9526 |
0.9351 |
0.8982 |
|
| R2 |
0.9257 |
0.9257 |
0.8957 |
|
| R1 |
0.9082 |
0.9082 |
0.8933 |
0.9035 |
| PP |
0.8988 |
0.8988 |
0.8988 |
0.8964 |
| S1 |
0.8813 |
0.8813 |
0.8883 |
0.8766 |
| S2 |
0.8719 |
0.8719 |
0.8859 |
|
| S3 |
0.8450 |
0.8544 |
0.8834 |
|
| S4 |
0.8181 |
0.8275 |
0.8760 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0245 |
0.9980 |
0.9130 |
|
| R3 |
0.9841 |
0.9576 |
0.9019 |
|
| R2 |
0.9437 |
0.9437 |
0.8982 |
|
| R1 |
0.9172 |
0.9172 |
0.8945 |
0.9103 |
| PP |
0.9033 |
0.9033 |
0.9033 |
0.8998 |
| S1 |
0.8768 |
0.8768 |
0.8871 |
0.8699 |
| S2 |
0.8629 |
0.8629 |
0.8834 |
|
| S3 |
0.8225 |
0.8364 |
0.8797 |
|
| S4 |
0.7821 |
0.7960 |
0.8686 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9297 |
0.8893 |
0.0404 |
4.5% |
0.0104 |
1.2% |
4% |
False |
True |
200,570 |
| 10 |
0.9416 |
0.8893 |
0.0523 |
5.9% |
0.0085 |
0.9% |
3% |
False |
True |
176,001 |
| 20 |
0.9510 |
0.8893 |
0.0617 |
6.9% |
0.0088 |
1.0% |
2% |
False |
True |
200,500 |
| 40 |
0.9531 |
0.8893 |
0.0638 |
7.2% |
0.0079 |
0.9% |
2% |
False |
True |
175,752 |
| 60 |
0.9860 |
0.8893 |
0.0967 |
10.9% |
0.0068 |
0.8% |
2% |
False |
True |
118,081 |
| 80 |
0.9900 |
0.8893 |
0.1007 |
11.3% |
0.0059 |
0.7% |
1% |
False |
True |
88,624 |
| 100 |
0.9902 |
0.8893 |
0.1009 |
11.3% |
0.0052 |
0.6% |
1% |
False |
True |
70,921 |
| 120 |
0.9930 |
0.8893 |
0.1037 |
11.6% |
0.0048 |
0.5% |
1% |
False |
True |
59,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0305 |
|
2.618 |
0.9866 |
|
1.618 |
0.9597 |
|
1.000 |
0.9431 |
|
0.618 |
0.9328 |
|
HIGH |
0.9162 |
|
0.618 |
0.9059 |
|
0.500 |
0.9028 |
|
0.382 |
0.8996 |
|
LOW |
0.8893 |
|
0.618 |
0.8727 |
|
1.000 |
0.8624 |
|
1.618 |
0.8458 |
|
2.618 |
0.8189 |
|
4.250 |
0.7750 |
|
|
| Fisher Pivots for day following 31-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9028 |
0.9081 |
| PP |
0.8988 |
0.9023 |
| S1 |
0.8948 |
0.8966 |
|