CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 10-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9251 |
0.9280 |
0.0029 |
0.3% |
0.9118 |
| High |
0.9304 |
0.9297 |
-0.0007 |
-0.1% |
0.9304 |
| Low |
0.9236 |
0.9251 |
0.0015 |
0.2% |
0.9107 |
| Close |
0.9283 |
0.9279 |
-0.0004 |
0.0% |
0.9279 |
| Range |
0.0068 |
0.0046 |
-0.0022 |
-32.4% |
0.0197 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
232,917 |
168,019 |
-64,898 |
-27.9% |
1,016,958 |
|
| Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9414 |
0.9392 |
0.9304 |
|
| R3 |
0.9368 |
0.9346 |
0.9292 |
|
| R2 |
0.9322 |
0.9322 |
0.9287 |
|
| R1 |
0.9300 |
0.9300 |
0.9283 |
0.9288 |
| PP |
0.9276 |
0.9276 |
0.9276 |
0.9270 |
| S1 |
0.9254 |
0.9254 |
0.9275 |
0.9242 |
| S2 |
0.9230 |
0.9230 |
0.9271 |
|
| S3 |
0.9184 |
0.9208 |
0.9266 |
|
| S4 |
0.9138 |
0.9162 |
0.9254 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9821 |
0.9747 |
0.9387 |
|
| R3 |
0.9624 |
0.9550 |
0.9333 |
|
| R2 |
0.9427 |
0.9427 |
0.9315 |
|
| R1 |
0.9353 |
0.9353 |
0.9297 |
0.9390 |
| PP |
0.9230 |
0.9230 |
0.9230 |
0.9249 |
| S1 |
0.9156 |
0.9156 |
0.9261 |
0.9193 |
| S2 |
0.9033 |
0.9033 |
0.9243 |
|
| S3 |
0.8836 |
0.8959 |
0.9225 |
|
| S4 |
0.8639 |
0.8762 |
0.9171 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9304 |
0.9107 |
0.0197 |
2.1% |
0.0084 |
0.9% |
87% |
False |
False |
203,391 |
| 10 |
0.9304 |
0.9088 |
0.0216 |
2.3% |
0.0086 |
0.9% |
88% |
False |
False |
205,196 |
| 20 |
0.9369 |
0.9088 |
0.0281 |
3.0% |
0.0075 |
0.8% |
68% |
False |
False |
178,375 |
| 40 |
0.9796 |
0.9088 |
0.0708 |
7.6% |
0.0064 |
0.7% |
27% |
False |
False |
102,246 |
| 60 |
0.9900 |
0.9088 |
0.0812 |
8.8% |
0.0054 |
0.6% |
24% |
False |
False |
68,274 |
| 80 |
0.9902 |
0.9088 |
0.0814 |
8.8% |
0.0047 |
0.5% |
23% |
False |
False |
51,236 |
| 100 |
0.9930 |
0.9088 |
0.0842 |
9.1% |
0.0043 |
0.5% |
23% |
False |
False |
40,993 |
| 120 |
0.9930 |
0.9088 |
0.0842 |
9.1% |
0.0039 |
0.4% |
23% |
False |
False |
34,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9493 |
|
2.618 |
0.9417 |
|
1.618 |
0.9371 |
|
1.000 |
0.9343 |
|
0.618 |
0.9325 |
|
HIGH |
0.9297 |
|
0.618 |
0.9279 |
|
0.500 |
0.9274 |
|
0.382 |
0.9269 |
|
LOW |
0.9251 |
|
0.618 |
0.9223 |
|
1.000 |
0.9205 |
|
1.618 |
0.9177 |
|
2.618 |
0.9131 |
|
4.250 |
0.9056 |
|
|
| Fisher Pivots for day following 10-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9277 |
0.9270 |
| PP |
0.9276 |
0.9261 |
| S1 |
0.9274 |
0.9252 |
|