CME Japanese Yen Future December 2014
Trading Metrics calculated at close of trading on 06-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2014 |
06-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
0.8817 |
0.8719 |
-0.0098 |
-1.1% |
0.9241 |
High |
0.8819 |
0.8770 |
-0.0049 |
-0.6% |
0.9297 |
Low |
0.8710 |
0.8659 |
-0.0051 |
-0.6% |
0.8893 |
Close |
0.8720 |
0.8701 |
-0.0019 |
-0.2% |
0.8908 |
Range |
0.0109 |
0.0111 |
0.0002 |
1.8% |
0.0404 |
ATR |
0.0091 |
0.0093 |
0.0001 |
1.5% |
0.0000 |
Volume |
235,205 |
260,342 |
25,137 |
10.7% |
1,002,852 |
|
Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9043 |
0.8983 |
0.8762 |
|
R3 |
0.8932 |
0.8872 |
0.8732 |
|
R2 |
0.8821 |
0.8821 |
0.8721 |
|
R1 |
0.8761 |
0.8761 |
0.8711 |
0.8736 |
PP |
0.8710 |
0.8710 |
0.8710 |
0.8697 |
S1 |
0.8650 |
0.8650 |
0.8691 |
0.8625 |
S2 |
0.8599 |
0.8599 |
0.8681 |
|
S3 |
0.8488 |
0.8539 |
0.8670 |
|
S4 |
0.8377 |
0.8428 |
0.8640 |
|
|
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 |
0.9162 |
0.8659 |
0.0503 |
5.8% |
0.0134 |
1.5% |
8% |
False |
True |
277,366 |
10 |
0.9297 |
0.8659 |
0.0638 |
7.3% |
0.0097 |
1.1% |
7% |
False |
True |
210,409 |
20 |
0.9510 |
0.8659 |
0.0851 |
9.8% |
0.0089 |
1.0% |
5% |
False |
True |
205,717 |
40 |
0.9510 |
0.8659 |
0.0851 |
9.8% |
0.0082 |
0.9% |
5% |
False |
True |
191,072 |
60 |
0.9796 |
0.8659 |
0.1137 |
13.1% |
0.0073 |
0.8% |
4% |
False |
True |
133,949 |
80 |
0.9900 |
0.8659 |
0.1241 |
14.3% |
0.0063 |
0.7% |
3% |
False |
True |
100,535 |
100 |
0.9902 |
0.8659 |
0.1243 |
14.3% |
0.0056 |
0.6% |
3% |
False |
True |
80,452 |
120 |
0.9930 |
0.8659 |
0.1271 |
14.6% |
0.0050 |
0.6% |
3% |
False |
True |
67,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9242 |
2.618 |
0.9061 |
1.618 |
0.8950 |
1.000 |
0.8881 |
0.618 |
0.8839 |
HIGH |
0.8770 |
0.618 |
0.8728 |
0.500 |
0.8715 |
0.382 |
0.8701 |
LOW |
0.8659 |
0.618 |
0.8590 |
1.000 |
0.8548 |
1.618 |
0.8479 |
2.618 |
0.8368 |
4.250 |
0.8187 |
|
|
Fisher Pivots for day following 06-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8715 |
0.8749 |
PP |
0.8710 |
0.8733 |
S1 |
0.8706 |
0.8717 |
|