CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 29-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9200 |
0.9150 |
-0.0050 |
-0.5% |
0.9176 |
| High |
0.9225 |
0.9168 |
-0.0057 |
-0.6% |
0.9245 |
| Low |
0.9130 |
0.9117 |
-0.0013 |
-0.1% |
0.9130 |
| Close |
0.9149 |
0.9143 |
-0.0006 |
-0.1% |
0.9149 |
| Range |
0.0095 |
0.0051 |
-0.0044 |
-46.3% |
0.0115 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
173,542 |
154,588 |
-18,954 |
-10.9% |
737,880 |
|
| Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9296 |
0.9270 |
0.9171 |
|
| R3 |
0.9245 |
0.9219 |
0.9157 |
|
| R2 |
0.9194 |
0.9194 |
0.9152 |
|
| R1 |
0.9168 |
0.9168 |
0.9148 |
0.9156 |
| PP |
0.9143 |
0.9143 |
0.9143 |
0.9136 |
| S1 |
0.9117 |
0.9117 |
0.9138 |
0.9105 |
| S2 |
0.9092 |
0.9092 |
0.9134 |
|
| S3 |
0.9041 |
0.9066 |
0.9129 |
|
| S4 |
0.8990 |
0.9015 |
0.9115 |
|
|
| 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 |
0.9117 |
0.0128 |
1.4% |
0.0068 |
0.7% |
20% |
False |
True |
153,975 |
| 10 |
0.9369 |
0.9117 |
0.0252 |
2.8% |
0.0067 |
0.7% |
10% |
False |
True |
158,498 |
| 20 |
0.9613 |
0.9117 |
0.0496 |
5.4% |
0.0066 |
0.7% |
5% |
False |
True |
109,012 |
| 40 |
0.9860 |
0.9117 |
0.0743 |
8.1% |
0.0053 |
0.6% |
3% |
False |
True |
54,905 |
| 60 |
0.9902 |
0.9117 |
0.0785 |
8.6% |
0.0044 |
0.5% |
3% |
False |
True |
36,664 |
| 80 |
0.9902 |
0.9117 |
0.0785 |
8.6% |
0.0039 |
0.4% |
3% |
False |
True |
27,522 |
| 100 |
0.9930 |
0.9117 |
0.0813 |
8.9% |
0.0036 |
0.4% |
3% |
False |
True |
22,020 |
| 120 |
0.9930 |
0.9117 |
0.0813 |
8.9% |
0.0033 |
0.4% |
3% |
False |
True |
18,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9385 |
|
2.618 |
0.9302 |
|
1.618 |
0.9251 |
|
1.000 |
0.9219 |
|
0.618 |
0.9200 |
|
HIGH |
0.9168 |
|
0.618 |
0.9149 |
|
0.500 |
0.9143 |
|
0.382 |
0.9136 |
|
LOW |
0.9117 |
|
0.618 |
0.9085 |
|
1.000 |
0.9066 |
|
1.618 |
0.9034 |
|
2.618 |
0.8983 |
|
4.250 |
0.8900 |
|
|
| Fisher Pivots for day following 29-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9143 |
0.9171 |
| PP |
0.9143 |
0.9162 |
| S1 |
0.9143 |
0.9152 |
|