CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 26-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9175 |
0.9200 |
0.0025 |
0.3% |
0.9176 |
| High |
0.9221 |
0.9225 |
0.0004 |
0.0% |
0.9245 |
| Low |
0.9149 |
0.9130 |
-0.0019 |
-0.2% |
0.9130 |
| Close |
0.9207 |
0.9149 |
-0.0058 |
-0.6% |
0.9149 |
| Range |
0.0072 |
0.0095 |
0.0023 |
31.9% |
0.0115 |
| ATR |
0.0058 |
0.0061 |
0.0003 |
4.5% |
0.0000 |
| Volume |
185,590 |
173,542 |
-12,048 |
-6.5% |
737,880 |
|
| Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9453 |
0.9396 |
0.9201 |
|
| R3 |
0.9358 |
0.9301 |
0.9175 |
|
| R2 |
0.9263 |
0.9263 |
0.9166 |
|
| R1 |
0.9206 |
0.9206 |
0.9158 |
0.9187 |
| PP |
0.9168 |
0.9168 |
0.9168 |
0.9159 |
| S1 |
0.9111 |
0.9111 |
0.9140 |
0.9092 |
| S2 |
0.9073 |
0.9073 |
0.9132 |
|
| S3 |
0.8978 |
0.9016 |
0.9123 |
|
| S4 |
0.8883 |
0.8921 |
0.9097 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9520 |
0.9449 |
0.9212 |
|
| R3 |
0.9405 |
0.9334 |
0.9181 |
|
| R2 |
0.9290 |
0.9290 |
0.9170 |
|
| R1 |
0.9219 |
0.9219 |
0.9160 |
0.9197 |
| PP |
0.9175 |
0.9175 |
0.9175 |
0.9164 |
| S1 |
0.9104 |
0.9104 |
0.9138 |
0.9082 |
| S2 |
0.9060 |
0.9060 |
0.9128 |
|
| S3 |
0.8945 |
0.8989 |
0.9117 |
|
| S4 |
0.8830 |
0.8874 |
0.9086 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9245 |
0.9130 |
0.0115 |
1.3% |
0.0067 |
0.7% |
17% |
False |
True |
147,576 |
| 10 |
0.9369 |
0.9130 |
0.0239 |
2.6% |
0.0065 |
0.7% |
8% |
False |
True |
151,554 |
| 20 |
0.9648 |
0.9130 |
0.0518 |
5.7% |
0.0065 |
0.7% |
4% |
False |
True |
101,426 |
| 40 |
0.9860 |
0.9130 |
0.0730 |
8.0% |
0.0053 |
0.6% |
3% |
False |
True |
51,054 |
| 60 |
0.9902 |
0.9130 |
0.0772 |
8.4% |
0.0044 |
0.5% |
2% |
False |
True |
34,090 |
| 80 |
0.9902 |
0.9130 |
0.0772 |
8.4% |
0.0039 |
0.4% |
2% |
False |
True |
25,590 |
| 100 |
0.9930 |
0.9130 |
0.0800 |
8.7% |
0.0036 |
0.4% |
2% |
False |
True |
20,475 |
| 120 |
0.9930 |
0.9130 |
0.0800 |
8.7% |
0.0033 |
0.4% |
2% |
False |
True |
17,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9629 |
|
2.618 |
0.9474 |
|
1.618 |
0.9379 |
|
1.000 |
0.9320 |
|
0.618 |
0.9284 |
|
HIGH |
0.9225 |
|
0.618 |
0.9189 |
|
0.500 |
0.9178 |
|
0.382 |
0.9166 |
|
LOW |
0.9130 |
|
0.618 |
0.9071 |
|
1.000 |
0.9035 |
|
1.618 |
0.8976 |
|
2.618 |
0.8881 |
|
4.250 |
0.8726 |
|
|
| Fisher Pivots for day following 26-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9178 |
0.9179 |
| PP |
0.9168 |
0.9169 |
| S1 |
0.9159 |
0.9159 |
|