CME Japanese Yen Future December 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 |
0.9504 |
0.9519 |
0.0015 |
0.2% |
0.9607 |
High |
0.9560 |
0.9531 |
-0.0029 |
-0.3% |
0.9613 |
Low |
0.9468 |
0.9433 |
-0.0035 |
-0.4% |
0.9468 |
Close |
0.9525 |
0.9452 |
-0.0073 |
-0.8% |
0.9525 |
Range |
0.0092 |
0.0098 |
0.0006 |
6.5% |
0.0145 |
ATR |
0.0048 |
0.0052 |
0.0004 |
7.4% |
0.0000 |
Volume |
13,661 |
54,861 |
41,200 |
301.6% |
40,580 |
|
Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9766 |
0.9707 |
0.9506 |
|
R3 |
0.9668 |
0.9609 |
0.9479 |
|
R2 |
0.9570 |
0.9570 |
0.9470 |
|
R1 |
0.9511 |
0.9511 |
0.9461 |
0.9492 |
PP |
0.9472 |
0.9472 |
0.9472 |
0.9462 |
S1 |
0.9413 |
0.9413 |
0.9443 |
0.9394 |
S2 |
0.9374 |
0.9374 |
0.9434 |
|
S3 |
0.9276 |
0.9315 |
0.9425 |
|
S4 |
0.9178 |
0.9217 |
0.9398 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9970 |
0.9893 |
0.9605 |
|
R3 |
0.9825 |
0.9748 |
0.9565 |
|
R2 |
0.9680 |
0.9680 |
0.9552 |
|
R1 |
0.9603 |
0.9603 |
0.9538 |
0.9569 |
PP |
0.9535 |
0.9535 |
0.9535 |
0.9519 |
S1 |
0.9458 |
0.9458 |
0.9512 |
0.9424 |
S2 |
0.9390 |
0.9390 |
0.9498 |
|
S3 |
0.9245 |
0.9313 |
0.9485 |
|
S4 |
0.9100 |
0.9168 |
0.9445 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9613 |
0.9433 |
0.0180 |
1.9% |
0.0082 |
0.9% |
11% |
False |
True |
19,088 |
10 |
0.9662 |
0.9433 |
0.0229 |
2.4% |
0.0058 |
0.6% |
8% |
False |
True |
10,210 |
20 |
0.9806 |
0.9433 |
0.0373 |
3.9% |
0.0048 |
0.5% |
5% |
False |
True |
5,475 |
40 |
0.9900 |
0.9433 |
0.0467 |
4.9% |
0.0041 |
0.4% |
4% |
False |
True |
2,864 |
60 |
0.9902 |
0.9433 |
0.0469 |
5.0% |
0.0035 |
0.4% |
4% |
False |
True |
1,947 |
80 |
0.9930 |
0.9433 |
0.0497 |
5.3% |
0.0033 |
0.4% |
4% |
False |
True |
1,465 |
100 |
0.9930 |
0.9433 |
0.0497 |
5.3% |
0.0030 |
0.3% |
4% |
False |
True |
1,173 |
120 |
0.9930 |
0.9433 |
0.0497 |
5.3% |
0.0028 |
0.3% |
4% |
False |
True |
978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9948 |
2.618 |
0.9788 |
1.618 |
0.9690 |
1.000 |
0.9629 |
0.618 |
0.9592 |
HIGH |
0.9531 |
0.618 |
0.9494 |
0.500 |
0.9482 |
0.382 |
0.9470 |
LOW |
0.9433 |
0.618 |
0.9372 |
1.000 |
0.9335 |
1.618 |
0.9274 |
2.618 |
0.9176 |
4.250 |
0.9017 |
|
|
Fisher Pivots for day following 08-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9482 |
0.9497 |
PP |
0.9472 |
0.9482 |
S1 |
0.9462 |
0.9467 |
|