CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 19-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9228 |
0.9200 |
-0.0028 |
-0.3% |
0.9326 |
| High |
0.9234 |
0.9217 |
-0.0017 |
-0.2% |
0.9369 |
| Low |
0.9185 |
0.9143 |
-0.0042 |
-0.5% |
0.9143 |
| Close |
0.9202 |
0.9186 |
-0.0016 |
-0.2% |
0.9186 |
| Range |
0.0049 |
0.0074 |
0.0025 |
51.0% |
0.0226 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
2.3% |
0.0000 |
| Volume |
165,348 |
198,678 |
33,330 |
20.2% |
777,666 |
|
| Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9404 |
0.9369 |
0.9227 |
|
| R3 |
0.9330 |
0.9295 |
0.9206 |
|
| R2 |
0.9256 |
0.9256 |
0.9200 |
|
| R1 |
0.9221 |
0.9221 |
0.9193 |
0.9202 |
| PP |
0.9182 |
0.9182 |
0.9182 |
0.9172 |
| S1 |
0.9147 |
0.9147 |
0.9179 |
0.9128 |
| S2 |
0.9108 |
0.9108 |
0.9172 |
|
| S3 |
0.9034 |
0.9073 |
0.9166 |
|
| S4 |
0.8960 |
0.8999 |
0.9145 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9911 |
0.9774 |
0.9310 |
|
| R3 |
0.9685 |
0.9548 |
0.9248 |
|
| R2 |
0.9459 |
0.9459 |
0.9227 |
|
| R1 |
0.9322 |
0.9322 |
0.9207 |
0.9278 |
| PP |
0.9233 |
0.9233 |
0.9233 |
0.9210 |
| S1 |
0.9096 |
0.9096 |
0.9165 |
0.9052 |
| S2 |
0.9007 |
0.9007 |
0.9145 |
|
| S3 |
0.8781 |
0.8870 |
0.9124 |
|
| S4 |
0.8555 |
0.8644 |
0.9062 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9369 |
0.9143 |
0.0226 |
2.5% |
0.0062 |
0.7% |
19% |
False |
True |
155,533 |
| 10 |
0.9531 |
0.9143 |
0.0388 |
4.2% |
0.0061 |
0.7% |
11% |
False |
True |
124,720 |
| 20 |
0.9665 |
0.9143 |
0.0522 |
5.7% |
0.0057 |
0.6% |
8% |
False |
True |
64,799 |
| 40 |
0.9860 |
0.9143 |
0.0717 |
7.8% |
0.0048 |
0.5% |
6% |
False |
True |
32,644 |
| 60 |
0.9902 |
0.9143 |
0.0759 |
8.3% |
0.0041 |
0.4% |
6% |
False |
True |
21,816 |
| 80 |
0.9902 |
0.9143 |
0.0759 |
8.3% |
0.0036 |
0.4% |
6% |
False |
True |
16,367 |
| 100 |
0.9930 |
0.9143 |
0.0787 |
8.6% |
0.0034 |
0.4% |
5% |
False |
True |
13,096 |
| 120 |
0.9930 |
0.9143 |
0.0787 |
8.6% |
0.0031 |
0.3% |
5% |
False |
True |
10,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9532 |
|
2.618 |
0.9411 |
|
1.618 |
0.9337 |
|
1.000 |
0.9291 |
|
0.618 |
0.9263 |
|
HIGH |
0.9217 |
|
0.618 |
0.9189 |
|
0.500 |
0.9180 |
|
0.382 |
0.9171 |
|
LOW |
0.9143 |
|
0.618 |
0.9097 |
|
1.000 |
0.9069 |
|
1.618 |
0.9023 |
|
2.618 |
0.8949 |
|
4.250 |
0.8829 |
|
|
| Fisher Pivots for day following 19-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9184 |
0.9243 |
| PP |
0.9182 |
0.9224 |
| S1 |
0.9180 |
0.9205 |
|