CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 01-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9139 |
0.9126 |
-0.0013 |
-0.1% |
0.9176 |
| High |
0.9163 |
0.9190 |
0.0027 |
0.3% |
0.9245 |
| Low |
0.9107 |
0.9088 |
-0.0019 |
-0.2% |
0.9130 |
| Close |
0.9120 |
0.9164 |
0.0044 |
0.5% |
0.9149 |
| Range |
0.0056 |
0.0102 |
0.0046 |
82.1% |
0.0115 |
| ATR |
0.0060 |
0.0063 |
0.0003 |
5.0% |
0.0000 |
| Volume |
167,717 |
215,024 |
47,307 |
28.2% |
737,880 |
|
| Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9453 |
0.9411 |
0.9220 |
|
| R3 |
0.9351 |
0.9309 |
0.9192 |
|
| R2 |
0.9249 |
0.9249 |
0.9183 |
|
| R1 |
0.9207 |
0.9207 |
0.9173 |
0.9228 |
| PP |
0.9147 |
0.9147 |
0.9147 |
0.9158 |
| S1 |
0.9105 |
0.9105 |
0.9155 |
0.9126 |
| S2 |
0.9045 |
0.9045 |
0.9145 |
|
| S3 |
0.8943 |
0.9003 |
0.9136 |
|
| S4 |
0.8841 |
0.8901 |
0.9108 |
|
|
| 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 |
0.9225 |
0.9088 |
0.0137 |
1.5% |
0.0075 |
0.8% |
55% |
False |
True |
179,292 |
| 10 |
0.9245 |
0.9088 |
0.0157 |
1.7% |
0.0067 |
0.7% |
48% |
False |
True |
163,923 |
| 20 |
0.9560 |
0.9088 |
0.0472 |
5.2% |
0.0065 |
0.7% |
16% |
False |
True |
127,523 |
| 40 |
0.9860 |
0.9088 |
0.0772 |
8.4% |
0.0055 |
0.6% |
10% |
False |
True |
64,463 |
| 60 |
0.9902 |
0.9088 |
0.0814 |
8.9% |
0.0046 |
0.5% |
9% |
False |
True |
43,039 |
| 80 |
0.9902 |
0.9088 |
0.0814 |
8.9% |
0.0041 |
0.4% |
9% |
False |
True |
32,306 |
| 100 |
0.9930 |
0.9088 |
0.0842 |
9.2% |
0.0038 |
0.4% |
9% |
False |
True |
25,848 |
| 120 |
0.9930 |
0.9088 |
0.0842 |
9.2% |
0.0034 |
0.4% |
9% |
False |
True |
21,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9624 |
|
2.618 |
0.9457 |
|
1.618 |
0.9355 |
|
1.000 |
0.9292 |
|
0.618 |
0.9253 |
|
HIGH |
0.9190 |
|
0.618 |
0.9151 |
|
0.500 |
0.9139 |
|
0.382 |
0.9127 |
|
LOW |
0.9088 |
|
0.618 |
0.9025 |
|
1.000 |
0.8986 |
|
1.618 |
0.8923 |
|
2.618 |
0.8821 |
|
4.250 |
0.8655 |
|
|
| Fisher Pivots for day following 01-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9156 |
0.9156 |
| PP |
0.9147 |
0.9147 |
| S1 |
0.9139 |
0.9139 |
|