CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 16-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9326 |
0.9335 |
0.0009 |
0.1% |
0.9519 |
| High |
0.9351 |
0.9369 |
0.0018 |
0.2% |
0.9531 |
| Low |
0.9320 |
0.9323 |
0.0003 |
0.0% |
0.9318 |
| Close |
0.9335 |
0.9338 |
0.0003 |
0.0% |
0.9324 |
| Range |
0.0031 |
0.0046 |
0.0015 |
48.4% |
0.0213 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
85,154 |
137,478 |
52,324 |
61.4% |
469,534 |
|
| Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9481 |
0.9456 |
0.9363 |
|
| R3 |
0.9435 |
0.9410 |
0.9351 |
|
| R2 |
0.9389 |
0.9389 |
0.9346 |
|
| R1 |
0.9364 |
0.9364 |
0.9342 |
0.9377 |
| PP |
0.9343 |
0.9343 |
0.9343 |
0.9350 |
| S1 |
0.9318 |
0.9318 |
0.9334 |
0.9331 |
| S2 |
0.9297 |
0.9297 |
0.9330 |
|
| S3 |
0.9251 |
0.9272 |
0.9325 |
|
| S4 |
0.9205 |
0.9226 |
0.9313 |
|
|
| 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 |
0.9439 |
0.9318 |
0.0121 |
1.3% |
0.0047 |
0.5% |
17% |
False |
False |
113,805 |
| 10 |
0.9560 |
0.9318 |
0.0242 |
2.6% |
0.0058 |
0.6% |
8% |
False |
False |
72,633 |
| 20 |
0.9762 |
0.9318 |
0.0444 |
4.8% |
0.0053 |
0.6% |
5% |
False |
False |
37,201 |
| 40 |
0.9877 |
0.9318 |
0.0559 |
6.0% |
0.0045 |
0.5% |
4% |
False |
False |
18,785 |
| 60 |
0.9902 |
0.9318 |
0.0584 |
6.3% |
0.0039 |
0.4% |
3% |
False |
False |
12,566 |
| 80 |
0.9902 |
0.9318 |
0.0584 |
6.3% |
0.0034 |
0.4% |
3% |
False |
False |
9,430 |
| 100 |
0.9930 |
0.9318 |
0.0612 |
6.6% |
0.0032 |
0.3% |
3% |
False |
False |
7,546 |
| 120 |
0.9930 |
0.9318 |
0.0612 |
6.6% |
0.0029 |
0.3% |
3% |
False |
False |
6,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9565 |
|
2.618 |
0.9489 |
|
1.618 |
0.9443 |
|
1.000 |
0.9415 |
|
0.618 |
0.9397 |
|
HIGH |
0.9369 |
|
0.618 |
0.9351 |
|
0.500 |
0.9346 |
|
0.382 |
0.9341 |
|
LOW |
0.9323 |
|
0.618 |
0.9295 |
|
1.000 |
0.9277 |
|
1.618 |
0.9249 |
|
2.618 |
0.9203 |
|
4.250 |
0.9128 |
|
|
| Fisher Pivots for day following 16-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9346 |
0.9344 |
| PP |
0.9343 |
0.9342 |
| S1 |
0.9341 |
0.9340 |
|