CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 07-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2014 |
07-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8720 |
0.8692 |
-0.0028 |
-0.3% |
0.8866 |
| High |
0.8781 |
0.8753 |
-0.0028 |
-0.3% |
0.8866 |
| Low |
0.8720 |
0.8692 |
-0.0028 |
-0.3% |
0.8692 |
| Close |
0.8721 |
0.8753 |
0.0032 |
0.4% |
0.8753 |
| Range |
0.0061 |
0.0061 |
0.0000 |
0.0% |
0.0174 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
5 |
9 |
4 |
80.0% |
42 |
|
| Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8916 |
0.8895 |
0.8787 |
|
| R3 |
0.8855 |
0.8834 |
0.8770 |
|
| R2 |
0.8794 |
0.8794 |
0.8764 |
|
| R1 |
0.8773 |
0.8773 |
0.8759 |
0.8784 |
| PP |
0.8733 |
0.8733 |
0.8733 |
0.8738 |
| S1 |
0.8712 |
0.8712 |
0.8747 |
0.8723 |
| S2 |
0.8672 |
0.8672 |
0.8742 |
|
| S3 |
0.8611 |
0.8651 |
0.8736 |
|
| S4 |
0.8550 |
0.8590 |
0.8719 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9292 |
0.9197 |
0.8849 |
|
| R3 |
0.9118 |
0.9023 |
0.8801 |
|
| R2 |
0.8944 |
0.8944 |
0.8785 |
|
| R1 |
0.8849 |
0.8849 |
0.8769 |
0.8810 |
| PP |
0.8770 |
0.8770 |
0.8770 |
0.8751 |
| S1 |
0.8675 |
0.8675 |
0.8737 |
0.8636 |
| S2 |
0.8596 |
0.8596 |
0.8721 |
|
| S3 |
0.8422 |
0.8501 |
0.8705 |
|
| S4 |
0.8248 |
0.8327 |
0.8657 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8866 |
0.8692 |
0.0174 |
2.0% |
0.0069 |
0.8% |
35% |
False |
True |
8 |
| 10 |
0.9310 |
0.8692 |
0.0618 |
7.1% |
0.0052 |
0.6% |
10% |
False |
True |
8 |
| 20 |
0.9489 |
0.8692 |
0.0797 |
9.1% |
0.0039 |
0.4% |
8% |
False |
True |
6 |
| 40 |
0.9489 |
0.8692 |
0.0797 |
9.1% |
0.0026 |
0.3% |
8% |
False |
True |
4 |
| 60 |
0.9801 |
0.8692 |
0.1109 |
12.7% |
0.0020 |
0.2% |
6% |
False |
True |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9012 |
|
2.618 |
0.8913 |
|
1.618 |
0.8852 |
|
1.000 |
0.8814 |
|
0.618 |
0.8791 |
|
HIGH |
0.8753 |
|
0.618 |
0.8730 |
|
0.500 |
0.8723 |
|
0.382 |
0.8715 |
|
LOW |
0.8692 |
|
0.618 |
0.8654 |
|
1.000 |
0.8631 |
|
1.618 |
0.8593 |
|
2.618 |
0.8532 |
|
4.250 |
0.8433 |
|
|
| Fisher Pivots for day following 07-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8743 |
0.8753 |
| PP |
0.8733 |
0.8752 |
| S1 |
0.8723 |
0.8752 |
|