CME Japanese Yen Future June 2015
Trading Metrics calculated at close of trading on 25-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
0.8509 |
0.8509 |
0.0000 |
0.0% |
0.8608 |
High |
0.8509 |
0.8515 |
0.0006 |
0.1% |
0.8612 |
Low |
0.8465 |
0.8500 |
0.0035 |
0.4% |
0.8439 |
Close |
0.8474 |
0.8500 |
0.0026 |
0.3% |
0.8511 |
Range |
0.0044 |
0.0015 |
-0.0029 |
-65.9% |
0.0173 |
ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
4 |
41 |
37 |
925.0% |
76 |
|
Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8550 |
0.8540 |
0.8508 |
|
R3 |
0.8535 |
0.8525 |
0.8504 |
|
R2 |
0.8520 |
0.8520 |
0.8503 |
|
R1 |
0.8510 |
0.8510 |
0.8501 |
0.8508 |
PP |
0.8505 |
0.8505 |
0.8505 |
0.8504 |
S1 |
0.8495 |
0.8495 |
0.8499 |
0.8493 |
S2 |
0.8490 |
0.8490 |
0.8497 |
|
S3 |
0.8475 |
0.8480 |
0.8496 |
|
S4 |
0.8460 |
0.8465 |
0.8492 |
|
|
Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9040 |
0.8948 |
0.8606 |
|
R3 |
0.8867 |
0.8775 |
0.8559 |
|
R2 |
0.8694 |
0.8694 |
0.8543 |
|
R1 |
0.8602 |
0.8602 |
0.8527 |
0.8562 |
PP |
0.8521 |
0.8521 |
0.8521 |
0.8500 |
S1 |
0.8429 |
0.8429 |
0.8495 |
0.8389 |
S2 |
0.8348 |
0.8348 |
0.8479 |
|
S3 |
0.8175 |
0.8256 |
0.8463 |
|
S4 |
0.8002 |
0.8083 |
0.8416 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8532 |
0.8439 |
0.0093 |
1.1% |
0.0038 |
0.4% |
66% |
False |
False |
21 |
10 |
0.8719 |
0.8439 |
0.0280 |
3.3% |
0.0029 |
0.3% |
22% |
False |
False |
13 |
20 |
0.9246 |
0.8439 |
0.0807 |
9.5% |
0.0044 |
0.5% |
8% |
False |
False |
11 |
40 |
0.9489 |
0.8439 |
0.1050 |
12.4% |
0.0032 |
0.4% |
6% |
False |
False |
7 |
60 |
0.9566 |
0.8439 |
0.1127 |
13.3% |
0.0025 |
0.3% |
5% |
False |
False |
5 |
80 |
0.9849 |
0.8439 |
0.1410 |
16.6% |
0.0020 |
0.2% |
4% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8579 |
2.618 |
0.8554 |
1.618 |
0.8539 |
1.000 |
0.8530 |
0.618 |
0.8524 |
HIGH |
0.8515 |
0.618 |
0.8509 |
0.500 |
0.8508 |
0.382 |
0.8506 |
LOW |
0.8500 |
0.618 |
0.8491 |
1.000 |
0.8485 |
1.618 |
0.8476 |
2.618 |
0.8461 |
4.250 |
0.8436 |
|
|
Fisher Pivots for day following 25-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8508 |
0.8499 |
PP |
0.8505 |
0.8497 |
S1 |
0.8503 |
0.8496 |
|