CME Japanese Yen Future September 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 |
0.8706 |
0.8715 |
0.0009 |
0.1% |
0.8883 |
| High |
0.8789 |
0.8766 |
-0.0023 |
-0.3% |
0.8883 |
| Low |
0.8706 |
0.8714 |
0.0008 |
0.1% |
0.8706 |
| Close |
0.8735 |
0.8766 |
0.0031 |
0.4% |
0.8766 |
| Range |
0.0083 |
0.0052 |
-0.0031 |
-37.3% |
0.0177 |
| ATR |
|
|
|
|
|
| Volume |
4 |
18 |
14 |
350.0% |
26 |
|
| Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8905 |
0.8887 |
0.8795 |
|
| R3 |
0.8853 |
0.8835 |
0.8780 |
|
| R2 |
0.8801 |
0.8801 |
0.8776 |
|
| R1 |
0.8783 |
0.8783 |
0.8771 |
0.8792 |
| PP |
0.8749 |
0.8749 |
0.8749 |
0.8753 |
| S1 |
0.8731 |
0.8731 |
0.8761 |
0.8740 |
| S2 |
0.8697 |
0.8697 |
0.8756 |
|
| S3 |
0.8645 |
0.8679 |
0.8752 |
|
| S4 |
0.8593 |
0.8627 |
0.8737 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9316 |
0.9218 |
0.8863 |
|
| R3 |
0.9139 |
0.9041 |
0.8815 |
|
| R2 |
0.8962 |
0.8962 |
0.8798 |
|
| R1 |
0.8864 |
0.8864 |
0.8782 |
0.8825 |
| PP |
0.8785 |
0.8785 |
0.8785 |
0.8765 |
| S1 |
0.8687 |
0.8687 |
0.8750 |
0.8648 |
| S2 |
0.8608 |
0.8608 |
0.8734 |
|
| S3 |
0.8431 |
0.8510 |
0.8717 |
|
| S4 |
0.8254 |
0.8333 |
0.8669 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8987 |
|
2.618 |
0.8902 |
|
1.618 |
0.8850 |
|
1.000 |
0.8818 |
|
0.618 |
0.8798 |
|
HIGH |
0.8766 |
|
0.618 |
0.8746 |
|
0.500 |
0.8740 |
|
0.382 |
0.8734 |
|
LOW |
0.8714 |
|
0.618 |
0.8682 |
|
1.000 |
0.8662 |
|
1.618 |
0.8630 |
|
2.618 |
0.8578 |
|
4.250 |
0.8493 |
|
|
| Fisher Pivots for day following 07-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8757 |
0.8763 |
| PP |
0.8749 |
0.8760 |
| S1 |
0.8740 |
0.8758 |
|