CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 09-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9255 |
0.9251 |
-0.0004 |
0.0% |
0.9150 |
| High |
0.9285 |
0.9304 |
0.0019 |
0.2% |
0.9263 |
| Low |
0.9200 |
0.9236 |
0.0036 |
0.4% |
0.9088 |
| Close |
0.9250 |
0.9283 |
0.0033 |
0.4% |
0.9107 |
| Range |
0.0085 |
0.0068 |
-0.0017 |
-20.0% |
0.0175 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
247,529 |
232,917 |
-14,612 |
-5.9% |
1,035,002 |
|
| Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9478 |
0.9449 |
0.9320 |
|
| R3 |
0.9410 |
0.9381 |
0.9302 |
|
| R2 |
0.9342 |
0.9342 |
0.9295 |
|
| R1 |
0.9313 |
0.9313 |
0.9289 |
0.9328 |
| PP |
0.9274 |
0.9274 |
0.9274 |
0.9282 |
| S1 |
0.9245 |
0.9245 |
0.9277 |
0.9260 |
| S2 |
0.9206 |
0.9206 |
0.9271 |
|
| S3 |
0.9138 |
0.9177 |
0.9264 |
|
| S4 |
0.9070 |
0.9109 |
0.9246 |
|
|
| 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 |
0.9304 |
0.9103 |
0.0201 |
2.2% |
0.0101 |
1.1% |
90% |
True |
False |
210,417 |
| 10 |
0.9304 |
0.9088 |
0.0216 |
2.3% |
0.0091 |
1.0% |
90% |
True |
False |
205,748 |
| 20 |
0.9369 |
0.9088 |
0.0281 |
3.0% |
0.0075 |
0.8% |
69% |
False |
False |
176,427 |
| 40 |
0.9796 |
0.9088 |
0.0708 |
7.6% |
0.0064 |
0.7% |
28% |
False |
False |
98,064 |
| 60 |
0.9900 |
0.9088 |
0.0812 |
8.7% |
0.0054 |
0.6% |
24% |
False |
False |
65,475 |
| 80 |
0.9902 |
0.9088 |
0.0814 |
8.8% |
0.0047 |
0.5% |
24% |
False |
False |
49,136 |
| 100 |
0.9930 |
0.9088 |
0.0842 |
9.1% |
0.0042 |
0.5% |
23% |
False |
False |
39,313 |
| 120 |
0.9930 |
0.9088 |
0.0842 |
9.1% |
0.0038 |
0.4% |
23% |
False |
False |
32,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9593 |
|
2.618 |
0.9482 |
|
1.618 |
0.9414 |
|
1.000 |
0.9372 |
|
0.618 |
0.9346 |
|
HIGH |
0.9304 |
|
0.618 |
0.9278 |
|
0.500 |
0.9270 |
|
0.382 |
0.9262 |
|
LOW |
0.9236 |
|
0.618 |
0.9194 |
|
1.000 |
0.9168 |
|
1.618 |
0.9126 |
|
2.618 |
0.9058 |
|
4.250 |
0.8947 |
|
|
| Fisher Pivots for day following 09-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9279 |
0.9266 |
| PP |
0.9274 |
0.9249 |
| S1 |
0.9270 |
0.9232 |
|