CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 15-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9354 |
0.9339 |
-0.0015 |
-0.2% |
0.9118 |
| High |
0.9378 |
0.9510 |
0.0132 |
1.4% |
0.9304 |
| Low |
0.9322 |
0.9306 |
-0.0016 |
-0.2% |
0.9107 |
| Close |
0.9355 |
0.9437 |
0.0082 |
0.9% |
0.9279 |
| Range |
0.0056 |
0.0204 |
0.0148 |
264.3% |
0.0197 |
| ATR |
0.0075 |
0.0084 |
0.0009 |
12.3% |
0.0000 |
| Volume |
190,697 |
434,847 |
244,150 |
128.0% |
1,016,958 |
|
| Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0030 |
0.9937 |
0.9549 |
|
| R3 |
0.9826 |
0.9733 |
0.9493 |
|
| R2 |
0.9622 |
0.9622 |
0.9474 |
|
| R1 |
0.9529 |
0.9529 |
0.9456 |
0.9576 |
| PP |
0.9418 |
0.9418 |
0.9418 |
0.9441 |
| S1 |
0.9325 |
0.9325 |
0.9418 |
0.9372 |
| S2 |
0.9214 |
0.9214 |
0.9400 |
|
| S3 |
0.9010 |
0.9121 |
0.9381 |
|
| S4 |
0.8806 |
0.8917 |
0.9325 |
|
|
| 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 |
0.9510 |
0.9236 |
0.0274 |
2.9% |
0.0090 |
1.0% |
73% |
True |
False |
230,928 |
| 10 |
0.9510 |
0.9103 |
0.0407 |
4.3% |
0.0099 |
1.0% |
82% |
True |
False |
226,833 |
| 20 |
0.9510 |
0.9088 |
0.0422 |
4.5% |
0.0083 |
0.9% |
83% |
True |
False |
195,378 |
| 40 |
0.9725 |
0.9088 |
0.0637 |
6.8% |
0.0070 |
0.7% |
55% |
False |
False |
121,052 |
| 60 |
0.9876 |
0.9088 |
0.0788 |
8.4% |
0.0059 |
0.6% |
44% |
False |
False |
80,831 |
| 80 |
0.9902 |
0.9088 |
0.0814 |
8.6% |
0.0051 |
0.5% |
43% |
False |
False |
60,657 |
| 100 |
0.9902 |
0.9088 |
0.0814 |
8.6% |
0.0045 |
0.5% |
43% |
False |
False |
48,530 |
| 120 |
0.9930 |
0.9088 |
0.0842 |
8.9% |
0.0041 |
0.4% |
41% |
False |
False |
40,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0377 |
|
2.618 |
1.0044 |
|
1.618 |
0.9840 |
|
1.000 |
0.9714 |
|
0.618 |
0.9636 |
|
HIGH |
0.9510 |
|
0.618 |
0.9432 |
|
0.500 |
0.9408 |
|
0.382 |
0.9384 |
|
LOW |
0.9306 |
|
0.618 |
0.9180 |
|
1.000 |
0.9102 |
|
1.618 |
0.8976 |
|
2.618 |
0.8772 |
|
4.250 |
0.8439 |
|
|
| Fisher Pivots for day following 15-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9427 |
0.9426 |
| PP |
0.9418 |
0.9416 |
| S1 |
0.9408 |
0.9405 |
|