CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 07-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2014 |
07-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9118 |
0.9203 |
0.0085 |
0.9% |
0.9150 |
| High |
0.9208 |
0.9280 |
0.0072 |
0.8% |
0.9263 |
| Low |
0.9107 |
0.9159 |
0.0052 |
0.6% |
0.9088 |
| Close |
0.9181 |
0.9258 |
0.0077 |
0.8% |
0.9107 |
| Range |
0.0101 |
0.0121 |
0.0020 |
19.8% |
0.0175 |
| ATR |
0.0072 |
0.0076 |
0.0003 |
4.8% |
0.0000 |
| Volume |
159,770 |
208,723 |
48,953 |
30.6% |
1,035,002 |
|
| Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9595 |
0.9548 |
0.9325 |
|
| R3 |
0.9474 |
0.9427 |
0.9291 |
|
| R2 |
0.9353 |
0.9353 |
0.9280 |
|
| R1 |
0.9306 |
0.9306 |
0.9269 |
0.9330 |
| PP |
0.9232 |
0.9232 |
0.9232 |
0.9244 |
| S1 |
0.9185 |
0.9185 |
0.9247 |
0.9209 |
| S2 |
0.9111 |
0.9111 |
0.9236 |
|
| S3 |
0.8990 |
0.9064 |
0.9225 |
|
| S4 |
0.8869 |
0.8943 |
0.9191 |
|
|
| 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 |
0.9280 |
0.9088 |
0.0192 |
2.1% |
0.0110 |
1.2% |
89% |
True |
False |
216,238 |
| 10 |
0.9280 |
0.9088 |
0.0192 |
2.1% |
0.0088 |
1.0% |
89% |
True |
False |
188,502 |
| 20 |
0.9439 |
0.9088 |
0.0351 |
3.8% |
0.0073 |
0.8% |
48% |
False |
False |
163,271 |
| 40 |
0.9800 |
0.9088 |
0.0712 |
7.7% |
0.0061 |
0.7% |
24% |
False |
False |
86,067 |
| 60 |
0.9900 |
0.9088 |
0.0812 |
8.8% |
0.0052 |
0.6% |
21% |
False |
False |
57,471 |
| 80 |
0.9902 |
0.9088 |
0.0814 |
8.8% |
0.0045 |
0.5% |
21% |
False |
False |
43,131 |
| 100 |
0.9930 |
0.9088 |
0.0842 |
9.1% |
0.0041 |
0.4% |
20% |
False |
False |
34,509 |
| 120 |
0.9930 |
0.9088 |
0.0842 |
9.1% |
0.0037 |
0.4% |
20% |
False |
False |
28,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9794 |
|
2.618 |
0.9597 |
|
1.618 |
0.9476 |
|
1.000 |
0.9401 |
|
0.618 |
0.9355 |
|
HIGH |
0.9280 |
|
0.618 |
0.9234 |
|
0.500 |
0.9220 |
|
0.382 |
0.9205 |
|
LOW |
0.9159 |
|
0.618 |
0.9084 |
|
1.000 |
0.9038 |
|
1.618 |
0.8963 |
|
2.618 |
0.8842 |
|
4.250 |
0.8645 |
|
|
| Fisher Pivots for day following 07-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9245 |
0.9236 |
| PP |
0.9232 |
0.9214 |
| S1 |
0.9220 |
0.9192 |
|