CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 25-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2014 |
25-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9191 |
0.9175 |
-0.0016 |
-0.2% |
0.9326 |
| High |
0.9227 |
0.9221 |
-0.0006 |
-0.1% |
0.9369 |
| Low |
0.9167 |
0.9149 |
-0.0018 |
-0.2% |
0.9143 |
| Close |
0.9182 |
0.9207 |
0.0025 |
0.3% |
0.9186 |
| Range |
0.0060 |
0.0072 |
0.0012 |
20.0% |
0.0226 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
1.8% |
0.0000 |
| Volume |
122,400 |
185,590 |
63,190 |
51.6% |
777,666 |
|
| Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9408 |
0.9380 |
0.9247 |
|
| R3 |
0.9336 |
0.9308 |
0.9227 |
|
| R2 |
0.9264 |
0.9264 |
0.9220 |
|
| R1 |
0.9236 |
0.9236 |
0.9214 |
0.9250 |
| PP |
0.9192 |
0.9192 |
0.9192 |
0.9200 |
| S1 |
0.9164 |
0.9164 |
0.9200 |
0.9178 |
| S2 |
0.9120 |
0.9120 |
0.9194 |
|
| S3 |
0.9048 |
0.9092 |
0.9187 |
|
| S4 |
0.8976 |
0.9020 |
0.9167 |
|
|
| 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 |
0.9245 |
0.9143 |
0.0102 |
1.1% |
0.0063 |
0.7% |
63% |
False |
False |
152,603 |
| 10 |
0.9369 |
0.9143 |
0.0226 |
2.5% |
0.0059 |
0.6% |
28% |
False |
False |
147,106 |
| 20 |
0.9662 |
0.9143 |
0.0519 |
5.6% |
0.0062 |
0.7% |
12% |
False |
False |
92,790 |
| 40 |
0.9860 |
0.9143 |
0.0717 |
7.8% |
0.0051 |
0.6% |
9% |
False |
False |
46,726 |
| 60 |
0.9902 |
0.9143 |
0.0759 |
8.2% |
0.0043 |
0.5% |
8% |
False |
False |
31,199 |
| 80 |
0.9902 |
0.9143 |
0.0759 |
8.2% |
0.0038 |
0.4% |
8% |
False |
False |
23,421 |
| 100 |
0.9930 |
0.9143 |
0.0787 |
8.5% |
0.0035 |
0.4% |
8% |
False |
False |
18,739 |
| 120 |
0.9930 |
0.9143 |
0.0787 |
8.5% |
0.0033 |
0.4% |
8% |
False |
False |
15,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9527 |
|
2.618 |
0.9409 |
|
1.618 |
0.9337 |
|
1.000 |
0.9293 |
|
0.618 |
0.9265 |
|
HIGH |
0.9221 |
|
0.618 |
0.9193 |
|
0.500 |
0.9185 |
|
0.382 |
0.9177 |
|
LOW |
0.9149 |
|
0.618 |
0.9105 |
|
1.000 |
0.9077 |
|
1.618 |
0.9033 |
|
2.618 |
0.8961 |
|
4.250 |
0.8843 |
|
|
| Fisher Pivots for day following 25-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9200 |
0.9204 |
| PP |
0.9192 |
0.9200 |
| S1 |
0.9185 |
0.9197 |
|