CME Japanese Yen Future September 2014
Trading Metrics calculated at close of trading on 10-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.9438 |
0.9416 |
-0.0022 |
-0.2% |
0.9602 |
High |
0.9440 |
0.9431 |
-0.0009 |
-0.1% |
0.9606 |
Low |
0.9392 |
0.9356 |
-0.0036 |
-0.4% |
0.9461 |
Close |
0.9405 |
0.9361 |
-0.0044 |
-0.5% |
0.9518 |
Range |
0.0048 |
0.0075 |
0.0027 |
56.3% |
0.0145 |
ATR |
0.0054 |
0.0056 |
0.0001 |
2.7% |
0.0000 |
Volume |
227,108 |
226,837 |
-271 |
-0.1% |
652,102 |
|
Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9608 |
0.9559 |
0.9402 |
|
R3 |
0.9533 |
0.9484 |
0.9382 |
|
R2 |
0.9458 |
0.9458 |
0.9375 |
|
R1 |
0.9409 |
0.9409 |
0.9368 |
0.9396 |
PP |
0.9383 |
0.9383 |
0.9383 |
0.9376 |
S1 |
0.9334 |
0.9334 |
0.9354 |
0.9321 |
S2 |
0.9308 |
0.9308 |
0.9347 |
|
S3 |
0.9233 |
0.9259 |
0.9340 |
|
S4 |
0.9158 |
0.9184 |
0.9320 |
|
|
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 |
0.9356 |
0.0197 |
2.1% |
0.0074 |
0.8% |
3% |
False |
True |
194,635 |
10 |
0.9657 |
0.9356 |
0.0301 |
3.2% |
0.0064 |
0.7% |
2% |
False |
True |
157,415 |
20 |
0.9792 |
0.9356 |
0.0436 |
4.7% |
0.0054 |
0.6% |
1% |
False |
True |
130,036 |
40 |
0.9896 |
0.9356 |
0.0540 |
5.8% |
0.0047 |
0.5% |
1% |
False |
True |
120,127 |
60 |
0.9956 |
0.9356 |
0.0600 |
6.4% |
0.0046 |
0.5% |
1% |
False |
True |
111,564 |
80 |
0.9956 |
0.9356 |
0.0600 |
6.4% |
0.0045 |
0.5% |
1% |
False |
True |
89,479 |
100 |
0.9956 |
0.9356 |
0.0600 |
6.4% |
0.0045 |
0.5% |
1% |
False |
True |
71,639 |
120 |
0.9956 |
0.9356 |
0.0600 |
6.4% |
0.0046 |
0.5% |
1% |
False |
True |
59,725 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9750 |
2.618 |
0.9627 |
1.618 |
0.9552 |
1.000 |
0.9506 |
0.618 |
0.9477 |
HIGH |
0.9431 |
0.618 |
0.9402 |
0.500 |
0.9394 |
0.382 |
0.9385 |
LOW |
0.9356 |
0.618 |
0.9310 |
1.000 |
0.9281 |
1.618 |
0.9235 |
2.618 |
0.9160 |
4.250 |
0.9037 |
|
|
Fisher Pivots for day following 10-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9394 |
0.9440 |
PP |
0.9383 |
0.9414 |
S1 |
0.9372 |
0.9387 |
|