CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 12-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8710 |
0.8635 |
-0.0075 |
-0.9% |
0.8874 |
| High |
0.8725 |
0.8706 |
-0.0019 |
-0.2% |
0.8887 |
| Low |
0.8613 |
0.8628 |
0.0015 |
0.2% |
0.8652 |
| Close |
0.8643 |
0.8656 |
0.0013 |
0.2% |
0.8733 |
| Range |
0.0112 |
0.0078 |
-0.0034 |
-30.4% |
0.0235 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
206,251 |
209,039 |
2,788 |
1.4% |
1,231,917 |
|
| Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8897 |
0.8855 |
0.8699 |
|
| R3 |
0.8819 |
0.8777 |
0.8677 |
|
| R2 |
0.8741 |
0.8741 |
0.8670 |
|
| R1 |
0.8699 |
0.8699 |
0.8663 |
0.8720 |
| PP |
0.8663 |
0.8663 |
0.8663 |
0.8674 |
| S1 |
0.8621 |
0.8621 |
0.8649 |
0.8642 |
| S2 |
0.8585 |
0.8585 |
0.8642 |
|
| S3 |
0.8507 |
0.8543 |
0.8635 |
|
| S4 |
0.8429 |
0.8465 |
0.8613 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9462 |
0.9333 |
0.8862 |
|
| R3 |
0.9227 |
0.9098 |
0.8798 |
|
| R2 |
0.8992 |
0.8992 |
0.8776 |
|
| R1 |
0.8863 |
0.8863 |
0.8755 |
0.8810 |
| PP |
0.8757 |
0.8757 |
0.8757 |
0.8731 |
| S1 |
0.8628 |
0.8628 |
0.8711 |
0.8575 |
| S2 |
0.8522 |
0.8522 |
0.8690 |
|
| S3 |
0.8287 |
0.8393 |
0.8668 |
|
| S4 |
0.8052 |
0.8158 |
0.8604 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8784 |
0.8613 |
0.0171 |
2.0% |
0.0097 |
1.1% |
25% |
False |
False |
221,673 |
| 10 |
0.9197 |
0.8613 |
0.0584 |
6.7% |
0.0110 |
1.3% |
7% |
False |
False |
242,231 |
| 20 |
0.9483 |
0.8613 |
0.0870 |
10.1% |
0.0089 |
1.0% |
5% |
False |
False |
202,032 |
| 40 |
0.9510 |
0.8613 |
0.0897 |
10.4% |
0.0086 |
1.0% |
5% |
False |
False |
198,705 |
| 60 |
0.9725 |
0.8613 |
0.1112 |
12.8% |
0.0076 |
0.9% |
4% |
False |
False |
148,045 |
| 80 |
0.9876 |
0.8613 |
0.1263 |
14.6% |
0.0066 |
0.8% |
3% |
False |
False |
111,131 |
| 100 |
0.9902 |
0.8613 |
0.1289 |
14.9% |
0.0059 |
0.7% |
3% |
False |
False |
88,932 |
| 120 |
0.9902 |
0.8613 |
0.1289 |
14.9% |
0.0052 |
0.6% |
3% |
False |
False |
74,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9038 |
|
2.618 |
0.8910 |
|
1.618 |
0.8832 |
|
1.000 |
0.8784 |
|
0.618 |
0.8754 |
|
HIGH |
0.8706 |
|
0.618 |
0.8676 |
|
0.500 |
0.8667 |
|
0.382 |
0.8658 |
|
LOW |
0.8628 |
|
0.618 |
0.8580 |
|
1.000 |
0.8550 |
|
1.618 |
0.8502 |
|
2.618 |
0.8424 |
|
4.250 |
0.8297 |
|
|
| Fisher Pivots for day following 12-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8667 |
0.8699 |
| PP |
0.8663 |
0.8684 |
| S1 |
0.8660 |
0.8670 |
|