CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 06-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2014 |
06-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9233 |
0.9118 |
-0.0115 |
-1.2% |
0.9150 |
| High |
0.9234 |
0.9208 |
-0.0026 |
-0.3% |
0.9263 |
| Low |
0.9103 |
0.9107 |
0.0004 |
0.0% |
0.9088 |
| Close |
0.9107 |
0.9181 |
0.0074 |
0.8% |
0.9107 |
| Range |
0.0131 |
0.0101 |
-0.0030 |
-22.9% |
0.0175 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
3.1% |
0.0000 |
| Volume |
203,148 |
159,770 |
-43,378 |
-21.4% |
1,035,002 |
|
| Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9468 |
0.9426 |
0.9237 |
|
| R3 |
0.9367 |
0.9325 |
0.9209 |
|
| R2 |
0.9266 |
0.9266 |
0.9200 |
|
| R1 |
0.9224 |
0.9224 |
0.9190 |
0.9245 |
| PP |
0.9165 |
0.9165 |
0.9165 |
0.9176 |
| S1 |
0.9123 |
0.9123 |
0.9172 |
0.9144 |
| S2 |
0.9064 |
0.9064 |
0.9162 |
|
| S3 |
0.8963 |
0.9022 |
0.9153 |
|
| S4 |
0.8862 |
0.8921 |
0.9125 |
|
|
| 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% |
0.0097 |
1.1% |
53% |
False |
False |
208,036 |
| 10 |
0.9263 |
0.9088 |
0.0175 |
1.9% |
0.0083 |
0.9% |
53% |
False |
False |
181,006 |
| 20 |
0.9446 |
0.9088 |
0.0358 |
3.9% |
0.0069 |
0.8% |
26% |
False |
False |
156,249 |
| 40 |
0.9806 |
0.9088 |
0.0718 |
7.8% |
0.0059 |
0.6% |
13% |
False |
False |
80,862 |
| 60 |
0.9900 |
0.9088 |
0.0812 |
8.8% |
0.0050 |
0.5% |
11% |
False |
False |
53,993 |
| 80 |
0.9902 |
0.9088 |
0.0814 |
8.9% |
0.0044 |
0.5% |
11% |
False |
False |
40,522 |
| 100 |
0.9930 |
0.9088 |
0.0842 |
9.2% |
0.0041 |
0.4% |
11% |
False |
False |
32,422 |
| 120 |
0.9930 |
0.9088 |
0.0842 |
9.2% |
0.0036 |
0.4% |
11% |
False |
False |
27,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9637 |
|
2.618 |
0.9472 |
|
1.618 |
0.9371 |
|
1.000 |
0.9309 |
|
0.618 |
0.9270 |
|
HIGH |
0.9208 |
|
0.618 |
0.9169 |
|
0.500 |
0.9158 |
|
0.382 |
0.9146 |
|
LOW |
0.9107 |
|
0.618 |
0.9045 |
|
1.000 |
0.9006 |
|
1.618 |
0.8944 |
|
2.618 |
0.8843 |
|
4.250 |
0.8678 |
|
|
| Fisher Pivots for day following 06-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9173 |
0.9183 |
| PP |
0.9165 |
0.9182 |
| S1 |
0.9158 |
0.9182 |
|