CME Japanese Yen Future December 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 |
0.9441 |
0.9424 |
-0.0017 |
-0.2% |
0.9607 |
| High |
0.9446 |
0.9439 |
-0.0007 |
-0.1% |
0.9613 |
| Low |
0.9400 |
0.9365 |
-0.0035 |
-0.4% |
0.9468 |
| Close |
0.9413 |
0.9369 |
-0.0044 |
-0.5% |
0.9525 |
| Range |
0.0046 |
0.0074 |
0.0028 |
60.9% |
0.0145 |
| ATR |
0.0052 |
0.0053 |
0.0002 |
3.1% |
0.0000 |
| Volume |
68,276 |
107,317 |
39,041 |
57.2% |
40,580 |
|
| Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9613 |
0.9565 |
0.9410 |
|
| R3 |
0.9539 |
0.9491 |
0.9389 |
|
| R2 |
0.9465 |
0.9465 |
0.9383 |
|
| R1 |
0.9417 |
0.9417 |
0.9376 |
0.9404 |
| PP |
0.9391 |
0.9391 |
0.9391 |
0.9385 |
| S1 |
0.9343 |
0.9343 |
0.9362 |
0.9330 |
| S2 |
0.9317 |
0.9317 |
0.9355 |
|
| S3 |
0.9243 |
0.9269 |
0.9349 |
|
| S4 |
0.9169 |
0.9195 |
0.9328 |
|
|
| 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 |
0.9560 |
0.9365 |
0.0195 |
2.1% |
0.0073 |
0.8% |
2% |
False |
True |
51,704 |
| 10 |
0.9662 |
0.9365 |
0.0297 |
3.2% |
0.0063 |
0.7% |
1% |
False |
True |
27,544 |
| 20 |
0.9796 |
0.9365 |
0.0431 |
4.6% |
0.0052 |
0.6% |
1% |
False |
True |
14,224 |
| 40 |
0.9900 |
0.9365 |
0.0535 |
5.7% |
0.0043 |
0.5% |
1% |
False |
True |
7,251 |
| 60 |
0.9902 |
0.9365 |
0.0537 |
5.7% |
0.0037 |
0.4% |
1% |
False |
True |
4,872 |
| 80 |
0.9930 |
0.9365 |
0.0565 |
6.0% |
0.0034 |
0.4% |
1% |
False |
True |
3,660 |
| 100 |
0.9930 |
0.9365 |
0.0565 |
6.0% |
0.0031 |
0.3% |
1% |
False |
True |
2,929 |
| 120 |
0.9930 |
0.9365 |
0.0565 |
6.0% |
0.0028 |
0.3% |
1% |
False |
True |
2,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9754 |
|
2.618 |
0.9633 |
|
1.618 |
0.9559 |
|
1.000 |
0.9513 |
|
0.618 |
0.9485 |
|
HIGH |
0.9439 |
|
0.618 |
0.9411 |
|
0.500 |
0.9402 |
|
0.382 |
0.9393 |
|
LOW |
0.9365 |
|
0.618 |
0.9319 |
|
1.000 |
0.9291 |
|
1.618 |
0.9245 |
|
2.618 |
0.9171 |
|
4.250 |
0.9051 |
|
|
| Fisher Pivots for day following 10-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9402 |
0.9448 |
| PP |
0.9391 |
0.9422 |
| S1 |
0.9380 |
0.9395 |
|