CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 12-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9372 |
0.9352 |
-0.0020 |
-0.2% |
0.9519 |
| High |
0.9385 |
0.9352 |
-0.0033 |
-0.4% |
0.9531 |
| Low |
0.9335 |
0.9318 |
-0.0017 |
-0.2% |
0.9318 |
| Close |
0.9347 |
0.9324 |
-0.0023 |
-0.2% |
0.9324 |
| Range |
0.0050 |
0.0034 |
-0.0016 |
-32.0% |
0.0213 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
110,021 |
129,059 |
19,038 |
17.3% |
469,534 |
|
| Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9433 |
0.9413 |
0.9343 |
|
| R3 |
0.9399 |
0.9379 |
0.9333 |
|
| R2 |
0.9365 |
0.9365 |
0.9330 |
|
| R1 |
0.9345 |
0.9345 |
0.9327 |
0.9338 |
| PP |
0.9331 |
0.9331 |
0.9331 |
0.9328 |
| S1 |
0.9311 |
0.9311 |
0.9321 |
0.9304 |
| S2 |
0.9297 |
0.9297 |
0.9318 |
|
| S3 |
0.9263 |
0.9277 |
0.9315 |
|
| S4 |
0.9229 |
0.9243 |
0.9305 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0030 |
0.9890 |
0.9441 |
|
| R3 |
0.9817 |
0.9677 |
0.9383 |
|
| R2 |
0.9604 |
0.9604 |
0.9363 |
|
| R1 |
0.9464 |
0.9464 |
0.9344 |
0.9428 |
| PP |
0.9391 |
0.9391 |
0.9391 |
0.9373 |
| S1 |
0.9251 |
0.9251 |
0.9304 |
0.9215 |
| S2 |
0.9178 |
0.9178 |
0.9285 |
|
| S3 |
0.8965 |
0.9038 |
0.9265 |
|
| S4 |
0.8752 |
0.8825 |
0.9207 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9531 |
0.9318 |
0.0213 |
2.3% |
0.0060 |
0.6% |
3% |
False |
True |
93,906 |
| 10 |
0.9648 |
0.9318 |
0.0330 |
3.5% |
0.0065 |
0.7% |
2% |
False |
True |
51,298 |
| 20 |
0.9796 |
0.9318 |
0.0478 |
5.1% |
0.0054 |
0.6% |
1% |
False |
True |
26,117 |
| 40 |
0.9900 |
0.9318 |
0.0582 |
6.2% |
0.0044 |
0.5% |
1% |
False |
True |
13,223 |
| 60 |
0.9902 |
0.9318 |
0.0584 |
6.3% |
0.0038 |
0.4% |
1% |
False |
True |
8,857 |
| 80 |
0.9930 |
0.9318 |
0.0612 |
6.6% |
0.0034 |
0.4% |
1% |
False |
True |
6,648 |
| 100 |
0.9930 |
0.9318 |
0.0612 |
6.6% |
0.0031 |
0.3% |
1% |
False |
True |
5,319 |
| 120 |
0.9930 |
0.9318 |
0.0612 |
6.6% |
0.0029 |
0.3% |
1% |
False |
True |
4,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9497 |
|
2.618 |
0.9441 |
|
1.618 |
0.9407 |
|
1.000 |
0.9386 |
|
0.618 |
0.9373 |
|
HIGH |
0.9352 |
|
0.618 |
0.9339 |
|
0.500 |
0.9335 |
|
0.382 |
0.9331 |
|
LOW |
0.9318 |
|
0.618 |
0.9297 |
|
1.000 |
0.9284 |
|
1.618 |
0.9263 |
|
2.618 |
0.9229 |
|
4.250 |
0.9174 |
|
|
| Fisher Pivots for day following 12-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9335 |
0.9379 |
| PP |
0.9331 |
0.9360 |
| S1 |
0.9328 |
0.9342 |
|