CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 26-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2014 |
26-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8452 |
0.8481 |
0.0029 |
0.3% |
0.8580 |
| High |
0.8498 |
0.8516 |
0.0018 |
0.2% |
0.8663 |
| Low |
0.8431 |
0.8480 |
0.0049 |
0.6% |
0.8406 |
| Close |
0.8481 |
0.8496 |
0.0015 |
0.2% |
0.8491 |
| Range |
0.0067 |
0.0036 |
-0.0031 |
-46.3% |
0.0257 |
| ATR |
0.0084 |
0.0081 |
-0.0003 |
-4.1% |
0.0000 |
| Volume |
155,144 |
115,548 |
-39,596 |
-25.5% |
1,051,495 |
|
| Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8605 |
0.8587 |
0.8516 |
|
| R3 |
0.8569 |
0.8551 |
0.8506 |
|
| R2 |
0.8533 |
0.8533 |
0.8503 |
|
| R1 |
0.8515 |
0.8515 |
0.8499 |
0.8524 |
| PP |
0.8497 |
0.8497 |
0.8497 |
0.8502 |
| S1 |
0.8479 |
0.8479 |
0.8493 |
0.8488 |
| S2 |
0.8461 |
0.8461 |
0.8489 |
|
| S3 |
0.8425 |
0.8443 |
0.8486 |
|
| S4 |
0.8389 |
0.8407 |
0.8476 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9291 |
0.9148 |
0.8632 |
|
| R3 |
0.9034 |
0.8891 |
0.8562 |
|
| R2 |
0.8777 |
0.8777 |
0.8538 |
|
| R1 |
0.8634 |
0.8634 |
0.8515 |
0.8577 |
| PP |
0.8520 |
0.8520 |
0.8520 |
0.8492 |
| S1 |
0.8377 |
0.8377 |
0.8467 |
0.8320 |
| S2 |
0.8263 |
0.8263 |
0.8444 |
|
| S3 |
0.8006 |
0.8120 |
0.8420 |
|
| S4 |
0.7749 |
0.7863 |
0.8350 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8522 |
0.8406 |
0.0116 |
1.4% |
0.0066 |
0.8% |
78% |
False |
False |
169,941 |
| 10 |
0.8674 |
0.8406 |
0.0268 |
3.2% |
0.0072 |
0.8% |
34% |
False |
False |
179,504 |
| 20 |
0.9197 |
0.8406 |
0.0791 |
9.3% |
0.0091 |
1.1% |
11% |
False |
False |
210,868 |
| 40 |
0.9510 |
0.8406 |
0.1104 |
13.0% |
0.0087 |
1.0% |
8% |
False |
False |
202,601 |
| 60 |
0.9560 |
0.8406 |
0.1154 |
13.6% |
0.0080 |
0.9% |
8% |
False |
False |
177,575 |
| 80 |
0.9860 |
0.8406 |
0.1454 |
17.1% |
0.0071 |
0.8% |
6% |
False |
False |
133,532 |
| 100 |
0.9902 |
0.8406 |
0.1496 |
17.6% |
0.0062 |
0.7% |
6% |
False |
False |
106,864 |
| 120 |
0.9902 |
0.8406 |
0.1496 |
17.6% |
0.0056 |
0.7% |
6% |
False |
False |
89,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8669 |
|
2.618 |
0.8610 |
|
1.618 |
0.8574 |
|
1.000 |
0.8552 |
|
0.618 |
0.8538 |
|
HIGH |
0.8516 |
|
0.618 |
0.8502 |
|
0.500 |
0.8498 |
|
0.382 |
0.8494 |
|
LOW |
0.8480 |
|
0.618 |
0.8458 |
|
1.000 |
0.8444 |
|
1.618 |
0.8422 |
|
2.618 |
0.8386 |
|
4.250 |
0.8327 |
|
|
| Fisher Pivots for day following 26-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8498 |
0.8489 |
| PP |
0.8497 |
0.8481 |
| S1 |
0.8497 |
0.8474 |
|