CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 03-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2014 |
03-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9181 |
0.9233 |
0.0052 |
0.6% |
0.9150 |
| High |
0.9263 |
0.9234 |
-0.0029 |
-0.3% |
0.9263 |
| Low |
0.9168 |
0.9103 |
-0.0065 |
-0.7% |
0.9088 |
| Close |
0.9229 |
0.9107 |
-0.0122 |
-1.3% |
0.9107 |
| Range |
0.0095 |
0.0131 |
0.0036 |
37.9% |
0.0175 |
| ATR |
0.0066 |
0.0070 |
0.0005 |
7.1% |
0.0000 |
| Volume |
294,525 |
203,148 |
-91,377 |
-31.0% |
1,035,002 |
|
| Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9541 |
0.9455 |
0.9179 |
|
| R3 |
0.9410 |
0.9324 |
0.9143 |
|
| R2 |
0.9279 |
0.9279 |
0.9131 |
|
| R1 |
0.9193 |
0.9193 |
0.9119 |
0.9171 |
| PP |
0.9148 |
0.9148 |
0.9148 |
0.9137 |
| S1 |
0.9062 |
0.9062 |
0.9095 |
0.9040 |
| S2 |
0.9017 |
0.9017 |
0.9083 |
|
| S3 |
0.8886 |
0.8931 |
0.9071 |
|
| S4 |
0.8755 |
0.8800 |
0.9035 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9678 |
0.9567 |
0.9203 |
|
| R3 |
0.9503 |
0.9392 |
0.9155 |
|
| R2 |
0.9328 |
0.9328 |
0.9139 |
|
| R1 |
0.9217 |
0.9217 |
0.9123 |
0.9185 |
| PP |
0.9153 |
0.9153 |
0.9153 |
0.9137 |
| S1 |
0.9042 |
0.9042 |
0.9091 |
0.9010 |
| S2 |
0.8978 |
0.8978 |
0.9075 |
|
| S3 |
0.8803 |
0.8867 |
0.9059 |
|
| S4 |
0.8628 |
0.8692 |
0.9011 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9263 |
0.9088 |
0.0175 |
1.9% |
0.0087 |
1.0% |
11% |
False |
False |
207,000 |
| 10 |
0.9263 |
0.9088 |
0.0175 |
1.9% |
0.0077 |
0.8% |
11% |
False |
False |
177,288 |
| 20 |
0.9531 |
0.9088 |
0.0443 |
4.9% |
0.0069 |
0.8% |
4% |
False |
False |
151,004 |
| 40 |
0.9860 |
0.9088 |
0.0772 |
8.5% |
0.0058 |
0.6% |
2% |
False |
False |
76,872 |
| 60 |
0.9900 |
0.9088 |
0.0812 |
8.9% |
0.0049 |
0.5% |
2% |
False |
False |
51,332 |
| 80 |
0.9902 |
0.9088 |
0.0814 |
8.9% |
0.0043 |
0.5% |
2% |
False |
False |
38,526 |
| 100 |
0.9930 |
0.9088 |
0.0842 |
9.2% |
0.0040 |
0.4% |
2% |
False |
False |
30,824 |
| 120 |
0.9930 |
0.9088 |
0.0842 |
9.2% |
0.0036 |
0.4% |
2% |
False |
False |
25,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9791 |
|
2.618 |
0.9577 |
|
1.618 |
0.9446 |
|
1.000 |
0.9365 |
|
0.618 |
0.9315 |
|
HIGH |
0.9234 |
|
0.618 |
0.9184 |
|
0.500 |
0.9169 |
|
0.382 |
0.9153 |
|
LOW |
0.9103 |
|
0.618 |
0.9022 |
|
1.000 |
0.8972 |
|
1.618 |
0.8891 |
|
2.618 |
0.8760 |
|
4.250 |
0.8546 |
|
|
| Fisher Pivots for day following 03-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9169 |
0.9176 |
| PP |
0.9148 |
0.9153 |
| S1 |
0.9128 |
0.9130 |
|