CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 16-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9339 |
0.9437 |
0.0098 |
1.0% |
0.9118 |
| High |
0.9510 |
0.9483 |
-0.0027 |
-0.3% |
0.9304 |
| Low |
0.9306 |
0.9397 |
0.0091 |
1.0% |
0.9107 |
| Close |
0.9437 |
0.9424 |
-0.0013 |
-0.1% |
0.9279 |
| Range |
0.0204 |
0.0086 |
-0.0118 |
-57.8% |
0.0197 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
0.1% |
0.0000 |
| Volume |
434,847 |
308,177 |
-126,670 |
-29.1% |
1,016,958 |
|
| Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9693 |
0.9644 |
0.9471 |
|
| R3 |
0.9607 |
0.9558 |
0.9448 |
|
| R2 |
0.9521 |
0.9521 |
0.9440 |
|
| R1 |
0.9472 |
0.9472 |
0.9432 |
0.9454 |
| PP |
0.9435 |
0.9435 |
0.9435 |
0.9425 |
| S1 |
0.9386 |
0.9386 |
0.9416 |
0.9368 |
| S2 |
0.9349 |
0.9349 |
0.9408 |
|
| S3 |
0.9263 |
0.9300 |
0.9400 |
|
| S4 |
0.9177 |
0.9214 |
0.9377 |
|
|
| 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 |
0.9251 |
0.0259 |
2.7% |
0.0094 |
1.0% |
67% |
False |
False |
245,980 |
| 10 |
0.9510 |
0.9103 |
0.0407 |
4.3% |
0.0098 |
1.0% |
79% |
False |
False |
228,198 |
| 20 |
0.9510 |
0.9088 |
0.0422 |
4.5% |
0.0085 |
0.9% |
80% |
False |
False |
202,520 |
| 40 |
0.9665 |
0.9088 |
0.0577 |
6.1% |
0.0070 |
0.7% |
58% |
False |
False |
128,725 |
| 60 |
0.9869 |
0.9088 |
0.0781 |
8.3% |
0.0060 |
0.6% |
43% |
False |
False |
85,963 |
| 80 |
0.9902 |
0.9088 |
0.0814 |
8.6% |
0.0052 |
0.5% |
41% |
False |
False |
64,509 |
| 100 |
0.9902 |
0.9088 |
0.0814 |
8.6% |
0.0045 |
0.5% |
41% |
False |
False |
51,612 |
| 120 |
0.9930 |
0.9088 |
0.0842 |
8.9% |
0.0042 |
0.4% |
40% |
False |
False |
43,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9849 |
|
2.618 |
0.9708 |
|
1.618 |
0.9622 |
|
1.000 |
0.9569 |
|
0.618 |
0.9536 |
|
HIGH |
0.9483 |
|
0.618 |
0.9450 |
|
0.500 |
0.9440 |
|
0.382 |
0.9430 |
|
LOW |
0.9397 |
|
0.618 |
0.9344 |
|
1.000 |
0.9311 |
|
1.618 |
0.9258 |
|
2.618 |
0.9172 |
|
4.250 |
0.9032 |
|
|
| Fisher Pivots for day following 16-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9440 |
0.9419 |
| PP |
0.9435 |
0.9413 |
| S1 |
0.9429 |
0.9408 |
|