CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 30-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2014 |
30-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9150 |
0.9139 |
-0.0011 |
-0.1% |
0.9176 |
| High |
0.9168 |
0.9163 |
-0.0005 |
-0.1% |
0.9245 |
| Low |
0.9117 |
0.9107 |
-0.0010 |
-0.1% |
0.9130 |
| Close |
0.9143 |
0.9120 |
-0.0023 |
-0.3% |
0.9149 |
| Range |
0.0051 |
0.0056 |
0.0005 |
9.8% |
0.0115 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
154,588 |
167,717 |
13,129 |
8.5% |
737,880 |
|
| Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9298 |
0.9265 |
0.9151 |
|
| R3 |
0.9242 |
0.9209 |
0.9135 |
|
| R2 |
0.9186 |
0.9186 |
0.9130 |
|
| R1 |
0.9153 |
0.9153 |
0.9125 |
0.9142 |
| PP |
0.9130 |
0.9130 |
0.9130 |
0.9124 |
| S1 |
0.9097 |
0.9097 |
0.9115 |
0.9086 |
| S2 |
0.9074 |
0.9074 |
0.9110 |
|
| S3 |
0.9018 |
0.9041 |
0.9105 |
|
| S4 |
0.8962 |
0.8985 |
0.9089 |
|
|
| 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 |
0.9227 |
0.9107 |
0.0120 |
1.3% |
0.0067 |
0.7% |
11% |
False |
True |
160,767 |
| 10 |
0.9343 |
0.9107 |
0.0236 |
2.6% |
0.0068 |
0.7% |
6% |
False |
True |
161,521 |
| 20 |
0.9560 |
0.9107 |
0.0453 |
5.0% |
0.0063 |
0.7% |
3% |
False |
True |
117,077 |
| 40 |
0.9860 |
0.9107 |
0.0753 |
8.3% |
0.0054 |
0.6% |
2% |
False |
True |
59,089 |
| 60 |
0.9902 |
0.9107 |
0.0795 |
8.7% |
0.0045 |
0.5% |
2% |
False |
True |
39,456 |
| 80 |
0.9902 |
0.9107 |
0.0795 |
8.7% |
0.0040 |
0.4% |
2% |
False |
True |
29,618 |
| 100 |
0.9930 |
0.9107 |
0.0823 |
9.0% |
0.0037 |
0.4% |
2% |
False |
True |
23,698 |
| 120 |
0.9930 |
0.9107 |
0.0823 |
9.0% |
0.0033 |
0.4% |
2% |
False |
True |
19,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9401 |
|
2.618 |
0.9310 |
|
1.618 |
0.9254 |
|
1.000 |
0.9219 |
|
0.618 |
0.9198 |
|
HIGH |
0.9163 |
|
0.618 |
0.9142 |
|
0.500 |
0.9135 |
|
0.382 |
0.9128 |
|
LOW |
0.9107 |
|
0.618 |
0.9072 |
|
1.000 |
0.9051 |
|
1.618 |
0.9016 |
|
2.618 |
0.8960 |
|
4.250 |
0.8869 |
|
|
| Fisher Pivots for day following 30-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9135 |
0.9166 |
| PP |
0.9130 |
0.9151 |
| S1 |
0.9125 |
0.9135 |
|