CME Japanese Yen Future June 2015
| 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 |
0.8509 |
0.8506 |
-0.0003 |
0.0% |
0.8608 |
| High |
0.8515 |
0.8529 |
0.0014 |
0.2% |
0.8612 |
| Low |
0.8500 |
0.8506 |
0.0006 |
0.1% |
0.8439 |
| Close |
0.8500 |
0.8515 |
0.0015 |
0.2% |
0.8511 |
| Range |
0.0015 |
0.0023 |
0.0008 |
53.3% |
0.0173 |
| ATR |
0.0055 |
0.0053 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
41 |
7 |
-34 |
-82.9% |
76 |
|
| Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8586 |
0.8573 |
0.8528 |
|
| R3 |
0.8563 |
0.8550 |
0.8521 |
|
| R2 |
0.8540 |
0.8540 |
0.8519 |
|
| R1 |
0.8527 |
0.8527 |
0.8517 |
0.8534 |
| PP |
0.8517 |
0.8517 |
0.8517 |
0.8520 |
| S1 |
0.8504 |
0.8504 |
0.8513 |
0.8511 |
| S2 |
0.8494 |
0.8494 |
0.8511 |
|
| S3 |
0.8471 |
0.8481 |
0.8509 |
|
| S4 |
0.8448 |
0.8458 |
0.8502 |
|
|
| 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 |
0.8529 |
0.8439 |
0.0090 |
1.1% |
0.0035 |
0.4% |
84% |
True |
False |
19 |
| 10 |
0.8671 |
0.8439 |
0.0232 |
2.7% |
0.0027 |
0.3% |
33% |
False |
False |
13 |
| 20 |
0.9190 |
0.8439 |
0.0751 |
8.8% |
0.0044 |
0.5% |
10% |
False |
False |
11 |
| 40 |
0.9489 |
0.8439 |
0.1050 |
12.3% |
0.0031 |
0.4% |
7% |
False |
False |
7 |
| 60 |
0.9553 |
0.8439 |
0.1114 |
13.1% |
0.0025 |
0.3% |
7% |
False |
False |
5 |
| 80 |
0.9849 |
0.8439 |
0.1410 |
16.6% |
0.0021 |
0.2% |
5% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8627 |
|
2.618 |
0.8589 |
|
1.618 |
0.8566 |
|
1.000 |
0.8552 |
|
0.618 |
0.8543 |
|
HIGH |
0.8529 |
|
0.618 |
0.8520 |
|
0.500 |
0.8518 |
|
0.382 |
0.8515 |
|
LOW |
0.8506 |
|
0.618 |
0.8492 |
|
1.000 |
0.8483 |
|
1.618 |
0.8469 |
|
2.618 |
0.8446 |
|
4.250 |
0.8408 |
|
|
| Fisher Pivots for day following 26-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8518 |
0.8509 |
| PP |
0.8517 |
0.8503 |
| S1 |
0.8516 |
0.8497 |
|