CME Japanese Yen Future September 2014
Trading Metrics calculated at close of trading on 08-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.9497 |
0.9513 |
0.0016 |
0.2% |
0.9602 |
High |
0.9553 |
0.9524 |
-0.0029 |
-0.3% |
0.9606 |
Low |
0.9461 |
0.9426 |
-0.0035 |
-0.4% |
0.9461 |
Close |
0.9518 |
0.9445 |
-0.0073 |
-0.8% |
0.9518 |
Range |
0.0092 |
0.0098 |
0.0006 |
6.5% |
0.0145 |
ATR |
0.0051 |
0.0054 |
0.0003 |
6.6% |
0.0000 |
Volume |
177,594 |
183,481 |
5,887 |
3.3% |
652,102 |
|
Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9759 |
0.9700 |
0.9499 |
|
R3 |
0.9661 |
0.9602 |
0.9472 |
|
R2 |
0.9563 |
0.9563 |
0.9463 |
|
R1 |
0.9504 |
0.9504 |
0.9454 |
0.9485 |
PP |
0.9465 |
0.9465 |
0.9465 |
0.9455 |
S1 |
0.9406 |
0.9406 |
0.9436 |
0.9387 |
S2 |
0.9367 |
0.9367 |
0.9427 |
|
S3 |
0.9269 |
0.9308 |
0.9418 |
|
S4 |
0.9171 |
0.9210 |
0.9391 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9963 |
0.9886 |
0.9598 |
|
R3 |
0.9818 |
0.9741 |
0.9558 |
|
R2 |
0.9673 |
0.9673 |
0.9545 |
|
R1 |
0.9596 |
0.9596 |
0.9531 |
0.9562 |
PP |
0.9528 |
0.9528 |
0.9528 |
0.9512 |
S1 |
0.9451 |
0.9451 |
0.9505 |
0.9417 |
S2 |
0.9383 |
0.9383 |
0.9491 |
|
S3 |
0.9238 |
0.9306 |
0.9478 |
|
S4 |
0.9093 |
0.9161 |
0.9438 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9606 |
0.9426 |
0.0180 |
1.9% |
0.0080 |
0.8% |
11% |
False |
True |
167,116 |
10 |
0.9657 |
0.9426 |
0.0231 |
2.4% |
0.0059 |
0.6% |
8% |
False |
True |
128,062 |
20 |
0.9804 |
0.9426 |
0.0378 |
4.0% |
0.0051 |
0.5% |
5% |
False |
True |
115,026 |
40 |
0.9896 |
0.9426 |
0.0470 |
5.0% |
0.0046 |
0.5% |
4% |
False |
True |
113,172 |
60 |
0.9956 |
0.9426 |
0.0530 |
5.6% |
0.0046 |
0.5% |
4% |
False |
True |
107,266 |
80 |
0.9956 |
0.9426 |
0.0530 |
5.6% |
0.0045 |
0.5% |
4% |
False |
True |
83,813 |
100 |
0.9956 |
0.9426 |
0.0530 |
5.6% |
0.0044 |
0.5% |
4% |
False |
True |
67,105 |
120 |
0.9956 |
0.9426 |
0.0530 |
5.6% |
0.0046 |
0.5% |
4% |
False |
True |
55,943 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9941 |
2.618 |
0.9781 |
1.618 |
0.9683 |
1.000 |
0.9622 |
0.618 |
0.9585 |
HIGH |
0.9524 |
0.618 |
0.9487 |
0.500 |
0.9475 |
0.382 |
0.9463 |
LOW |
0.9426 |
0.618 |
0.9365 |
1.000 |
0.9328 |
1.618 |
0.9267 |
2.618 |
0.9169 |
4.250 |
0.9010 |
|
|
Fisher Pivots for day following 08-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9475 |
0.9490 |
PP |
0.9465 |
0.9475 |
S1 |
0.9455 |
0.9460 |
|