CME Japanese Yen Future September 2014
Trading Metrics calculated at close of trading on 15-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.9342 |
0.9319 |
-0.0023 |
-0.2% |
0.9513 |
High |
0.9344 |
0.9343 |
-0.0001 |
0.0% |
0.9524 |
Low |
0.9311 |
0.9315 |
0.0004 |
0.0% |
0.9311 |
Close |
0.9318 |
0.9335 |
0.0017 |
0.2% |
0.9318 |
Range |
0.0033 |
0.0028 |
-0.0005 |
-15.2% |
0.0213 |
ATR |
0.0054 |
0.0052 |
-0.0002 |
-3.4% |
0.0000 |
Volume |
31,736 |
2,982 |
-28,754 |
-90.6% |
898,429 |
|
Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9415 |
0.9403 |
0.9350 |
|
R3 |
0.9387 |
0.9375 |
0.9343 |
|
R2 |
0.9359 |
0.9359 |
0.9340 |
|
R1 |
0.9347 |
0.9347 |
0.9338 |
0.9353 |
PP |
0.9331 |
0.9331 |
0.9331 |
0.9334 |
S1 |
0.9319 |
0.9319 |
0.9332 |
0.9325 |
S2 |
0.9303 |
0.9303 |
0.9330 |
|
S3 |
0.9275 |
0.9291 |
0.9327 |
|
S4 |
0.9247 |
0.9263 |
0.9320 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0023 |
0.9884 |
0.9435 |
|
R3 |
0.9810 |
0.9671 |
0.9377 |
|
R2 |
0.9597 |
0.9597 |
0.9357 |
|
R1 |
0.9458 |
0.9458 |
0.9338 |
0.9421 |
PP |
0.9384 |
0.9384 |
0.9384 |
0.9366 |
S1 |
0.9245 |
0.9245 |
0.9298 |
0.9208 |
S2 |
0.9171 |
0.9171 |
0.9279 |
|
S3 |
0.8958 |
0.9032 |
0.9259 |
|
S4 |
0.8745 |
0.8819 |
0.9201 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9440 |
0.9311 |
0.0129 |
1.4% |
0.0046 |
0.5% |
19% |
False |
False |
143,586 |
10 |
0.9606 |
0.9311 |
0.0295 |
3.2% |
0.0063 |
0.7% |
8% |
False |
False |
155,351 |
20 |
0.9782 |
0.9311 |
0.0471 |
5.0% |
0.0054 |
0.6% |
5% |
False |
False |
126,719 |
40 |
0.9887 |
0.9311 |
0.0576 |
6.2% |
0.0047 |
0.5% |
4% |
False |
False |
119,722 |
60 |
0.9956 |
0.9311 |
0.0645 |
6.9% |
0.0046 |
0.5% |
4% |
False |
False |
111,237 |
80 |
0.9956 |
0.9311 |
0.0645 |
6.9% |
0.0045 |
0.5% |
4% |
False |
False |
92,759 |
100 |
0.9956 |
0.9311 |
0.0645 |
6.9% |
0.0045 |
0.5% |
4% |
False |
False |
74,277 |
120 |
0.9956 |
0.9311 |
0.0645 |
6.9% |
0.0046 |
0.5% |
4% |
False |
False |
61,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9462 |
2.618 |
0.9416 |
1.618 |
0.9388 |
1.000 |
0.9371 |
0.618 |
0.9360 |
HIGH |
0.9343 |
0.618 |
0.9332 |
0.500 |
0.9329 |
0.382 |
0.9326 |
LOW |
0.9315 |
0.618 |
0.9298 |
1.000 |
0.9287 |
1.618 |
0.9270 |
2.618 |
0.9242 |
4.250 |
0.9196 |
|
|
Fisher Pivots for day following 15-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9333 |
0.9344 |
PP |
0.9331 |
0.9341 |
S1 |
0.9329 |
0.9338 |
|