CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 18-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8608 |
0.8605 |
-0.0003 |
0.0% |
0.8784 |
| High |
0.8608 |
0.8612 |
0.0004 |
0.0% |
0.8784 |
| Low |
0.8608 |
0.8576 |
-0.0032 |
-0.4% |
0.8614 |
| Close |
0.8608 |
0.8579 |
-0.0029 |
-0.3% |
0.8625 |
| Range |
0.0000 |
0.0036 |
0.0036 |
|
0.0170 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
7 |
7 |
0 |
0.0% |
30 |
|
| Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8697 |
0.8674 |
0.8599 |
|
| R3 |
0.8661 |
0.8638 |
0.8589 |
|
| R2 |
0.8625 |
0.8625 |
0.8586 |
|
| R1 |
0.8602 |
0.8602 |
0.8582 |
0.8596 |
| PP |
0.8589 |
0.8589 |
0.8589 |
0.8586 |
| S1 |
0.8566 |
0.8566 |
0.8576 |
0.8560 |
| S2 |
0.8553 |
0.8553 |
0.8572 |
|
| S3 |
0.8517 |
0.8530 |
0.8569 |
|
| S4 |
0.8481 |
0.8494 |
0.8559 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9184 |
0.9075 |
0.8719 |
|
| R3 |
0.9014 |
0.8905 |
0.8672 |
|
| R2 |
0.8844 |
0.8844 |
0.8656 |
|
| R1 |
0.8735 |
0.8735 |
0.8641 |
0.8705 |
| PP |
0.8674 |
0.8674 |
0.8674 |
0.8659 |
| S1 |
0.8565 |
0.8565 |
0.8609 |
0.8535 |
| S2 |
0.8504 |
0.8504 |
0.8594 |
|
| S3 |
0.8334 |
0.8395 |
0.8578 |
|
| S4 |
0.8164 |
0.8225 |
0.8532 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8719 |
0.8576 |
0.0143 |
1.7% |
0.0020 |
0.2% |
2% |
False |
True |
6 |
| 10 |
0.8812 |
0.8576 |
0.0236 |
2.8% |
0.0038 |
0.4% |
1% |
False |
True |
6 |
| 20 |
0.9355 |
0.8576 |
0.0779 |
9.1% |
0.0040 |
0.5% |
0% |
False |
True |
7 |
| 40 |
0.9489 |
0.8576 |
0.0913 |
10.6% |
0.0030 |
0.3% |
0% |
False |
True |
4 |
| 60 |
0.9674 |
0.8576 |
0.1098 |
12.8% |
0.0022 |
0.3% |
0% |
False |
True |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8765 |
|
2.618 |
0.8706 |
|
1.618 |
0.8670 |
|
1.000 |
0.8648 |
|
0.618 |
0.8634 |
|
HIGH |
0.8612 |
|
0.618 |
0.8598 |
|
0.500 |
0.8594 |
|
0.382 |
0.8590 |
|
LOW |
0.8576 |
|
0.618 |
0.8554 |
|
1.000 |
0.8540 |
|
1.618 |
0.8518 |
|
2.618 |
0.8482 |
|
4.250 |
0.8423 |
|
|
| Fisher Pivots for day following 18-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8594 |
0.8602 |
| PP |
0.8589 |
0.8594 |
| S1 |
0.8584 |
0.8587 |
|