CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 09-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9513 |
0.9438 |
-0.0075 |
-0.8% |
0.9602 |
| High |
0.9524 |
0.9440 |
-0.0084 |
-0.9% |
0.9606 |
| Low |
0.9426 |
0.9392 |
-0.0034 |
-0.4% |
0.9461 |
| Close |
0.9445 |
0.9405 |
-0.0040 |
-0.4% |
0.9518 |
| Range |
0.0098 |
0.0048 |
-0.0050 |
-51.0% |
0.0145 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
183,481 |
227,108 |
43,627 |
23.8% |
652,102 |
|
| Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9556 |
0.9529 |
0.9431 |
|
| R3 |
0.9508 |
0.9481 |
0.9418 |
|
| R2 |
0.9460 |
0.9460 |
0.9414 |
|
| R1 |
0.9433 |
0.9433 |
0.9409 |
0.9423 |
| PP |
0.9412 |
0.9412 |
0.9412 |
0.9407 |
| S1 |
0.9385 |
0.9385 |
0.9401 |
0.9375 |
| S2 |
0.9364 |
0.9364 |
0.9396 |
|
| S3 |
0.9316 |
0.9337 |
0.9392 |
|
| S4 |
0.9268 |
0.9289 |
0.9379 |
|
|
| 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 |
0.9553 |
0.9392 |
0.0161 |
1.7% |
0.0069 |
0.7% |
8% |
False |
True |
176,778 |
| 10 |
0.9657 |
0.9392 |
0.0265 |
2.8% |
0.0060 |
0.6% |
5% |
False |
True |
143,811 |
| 20 |
0.9797 |
0.9392 |
0.0405 |
4.3% |
0.0052 |
0.6% |
3% |
False |
True |
122,702 |
| 40 |
0.9896 |
0.9392 |
0.0504 |
5.4% |
0.0046 |
0.5% |
3% |
False |
True |
117,156 |
| 60 |
0.9956 |
0.9392 |
0.0564 |
6.0% |
0.0046 |
0.5% |
2% |
False |
True |
109,011 |
| 80 |
0.9956 |
0.9392 |
0.0564 |
6.0% |
0.0045 |
0.5% |
2% |
False |
True |
86,648 |
| 100 |
0.9956 |
0.9392 |
0.0564 |
6.0% |
0.0045 |
0.5% |
2% |
False |
True |
69,375 |
| 120 |
0.9956 |
0.9392 |
0.0564 |
6.0% |
0.0045 |
0.5% |
2% |
False |
True |
57,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9644 |
|
2.618 |
0.9566 |
|
1.618 |
0.9518 |
|
1.000 |
0.9488 |
|
0.618 |
0.9470 |
|
HIGH |
0.9440 |
|
0.618 |
0.9422 |
|
0.500 |
0.9416 |
|
0.382 |
0.9410 |
|
LOW |
0.9392 |
|
0.618 |
0.9362 |
|
1.000 |
0.9344 |
|
1.618 |
0.9314 |
|
2.618 |
0.9266 |
|
4.250 |
0.9188 |
|
|
| Fisher Pivots for day following 09-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9416 |
0.9473 |
| PP |
0.9412 |
0.9450 |
| S1 |
0.9409 |
0.9428 |
|