CME Japanese Yen Future December 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 |
0.9352 |
0.9326 |
-0.0026 |
-0.3% |
0.9519 |
| High |
0.9352 |
0.9351 |
-0.0001 |
0.0% |
0.9531 |
| Low |
0.9318 |
0.9320 |
0.0002 |
0.0% |
0.9318 |
| Close |
0.9324 |
0.9335 |
0.0011 |
0.1% |
0.9324 |
| Range |
0.0034 |
0.0031 |
-0.0003 |
-8.8% |
0.0213 |
| ATR |
0.0052 |
0.0050 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
129,059 |
85,154 |
-43,905 |
-34.0% |
469,534 |
|
| Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9428 |
0.9413 |
0.9352 |
|
| R3 |
0.9397 |
0.9382 |
0.9344 |
|
| R2 |
0.9366 |
0.9366 |
0.9341 |
|
| R1 |
0.9351 |
0.9351 |
0.9338 |
0.9359 |
| PP |
0.9335 |
0.9335 |
0.9335 |
0.9339 |
| S1 |
0.9320 |
0.9320 |
0.9332 |
0.9328 |
| S2 |
0.9304 |
0.9304 |
0.9329 |
|
| S3 |
0.9273 |
0.9289 |
0.9326 |
|
| S4 |
0.9242 |
0.9258 |
0.9318 |
|
|
| 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 |
0.9446 |
0.9318 |
0.0128 |
1.4% |
0.0047 |
0.5% |
13% |
False |
False |
99,965 |
| 10 |
0.9613 |
0.9318 |
0.0295 |
3.2% |
0.0064 |
0.7% |
6% |
False |
False |
59,526 |
| 20 |
0.9786 |
0.9318 |
0.0468 |
5.0% |
0.0053 |
0.6% |
4% |
False |
False |
30,358 |
| 40 |
0.9886 |
0.9318 |
0.0568 |
6.1% |
0.0044 |
0.5% |
3% |
False |
False |
15,351 |
| 60 |
0.9902 |
0.9318 |
0.0584 |
6.3% |
0.0038 |
0.4% |
3% |
False |
False |
10,275 |
| 80 |
0.9902 |
0.9318 |
0.0584 |
6.3% |
0.0034 |
0.4% |
3% |
False |
False |
7,712 |
| 100 |
0.9930 |
0.9318 |
0.0612 |
6.6% |
0.0032 |
0.3% |
3% |
False |
False |
6,171 |
| 120 |
0.9930 |
0.9318 |
0.0612 |
6.6% |
0.0029 |
0.3% |
3% |
False |
False |
5,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9483 |
|
2.618 |
0.9432 |
|
1.618 |
0.9401 |
|
1.000 |
0.9382 |
|
0.618 |
0.9370 |
|
HIGH |
0.9351 |
|
0.618 |
0.9339 |
|
0.500 |
0.9336 |
|
0.382 |
0.9332 |
|
LOW |
0.9320 |
|
0.618 |
0.9301 |
|
1.000 |
0.9289 |
|
1.618 |
0.9270 |
|
2.618 |
0.9239 |
|
4.250 |
0.9188 |
|
|
| Fisher Pivots for day following 15-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9336 |
0.9352 |
| PP |
0.9335 |
0.9346 |
| S1 |
0.9335 |
0.9341 |
|