CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 17-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9437 |
0.9414 |
-0.0023 |
-0.2% |
0.9310 |
| High |
0.9483 |
0.9426 |
-0.0057 |
-0.6% |
0.9510 |
| Low |
0.9397 |
0.9354 |
-0.0043 |
-0.5% |
0.9300 |
| Close |
0.9424 |
0.9378 |
-0.0046 |
-0.5% |
0.9378 |
| Range |
0.0086 |
0.0072 |
-0.0014 |
-16.3% |
0.0210 |
| ATR |
0.0084 |
0.0084 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
308,177 |
171,153 |
-137,024 |
-44.5% |
1,233,036 |
|
| Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9602 |
0.9562 |
0.9418 |
|
| R3 |
0.9530 |
0.9490 |
0.9398 |
|
| R2 |
0.9458 |
0.9458 |
0.9391 |
|
| R1 |
0.9418 |
0.9418 |
0.9385 |
0.9402 |
| PP |
0.9386 |
0.9386 |
0.9386 |
0.9378 |
| S1 |
0.9346 |
0.9346 |
0.9371 |
0.9330 |
| S2 |
0.9314 |
0.9314 |
0.9365 |
|
| S3 |
0.9242 |
0.9274 |
0.9358 |
|
| S4 |
0.9170 |
0.9202 |
0.9338 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0026 |
0.9912 |
0.9494 |
|
| R3 |
0.9816 |
0.9702 |
0.9436 |
|
| R2 |
0.9606 |
0.9606 |
0.9417 |
|
| R1 |
0.9492 |
0.9492 |
0.9397 |
0.9549 |
| PP |
0.9396 |
0.9396 |
0.9396 |
0.9425 |
| S1 |
0.9282 |
0.9282 |
0.9359 |
0.9339 |
| S2 |
0.9186 |
0.9186 |
0.9340 |
|
| S3 |
0.8976 |
0.9072 |
0.9320 |
|
| S4 |
0.8766 |
0.8862 |
0.9263 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9510 |
0.9300 |
0.0210 |
2.2% |
0.0099 |
1.1% |
37% |
False |
False |
246,607 |
| 10 |
0.9510 |
0.9107 |
0.0403 |
4.3% |
0.0092 |
1.0% |
67% |
False |
False |
224,999 |
| 20 |
0.9510 |
0.9088 |
0.0422 |
4.5% |
0.0084 |
0.9% |
69% |
False |
False |
201,143 |
| 40 |
0.9665 |
0.9088 |
0.0577 |
6.2% |
0.0071 |
0.8% |
50% |
False |
False |
132,971 |
| 60 |
0.9860 |
0.9088 |
0.0772 |
8.2% |
0.0060 |
0.6% |
38% |
False |
False |
88,810 |
| 80 |
0.9902 |
0.9088 |
0.0814 |
8.7% |
0.0052 |
0.6% |
36% |
False |
False |
66,647 |
| 100 |
0.9902 |
0.9088 |
0.0814 |
8.7% |
0.0046 |
0.5% |
36% |
False |
False |
53,323 |
| 120 |
0.9930 |
0.9088 |
0.0842 |
9.0% |
0.0042 |
0.5% |
34% |
False |
False |
44,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9732 |
|
2.618 |
0.9614 |
|
1.618 |
0.9542 |
|
1.000 |
0.9498 |
|
0.618 |
0.9470 |
|
HIGH |
0.9426 |
|
0.618 |
0.9398 |
|
0.500 |
0.9390 |
|
0.382 |
0.9382 |
|
LOW |
0.9354 |
|
0.618 |
0.9310 |
|
1.000 |
0.9282 |
|
1.618 |
0.9238 |
|
2.618 |
0.9166 |
|
4.250 |
0.9048 |
|
|
| Fisher Pivots for day following 17-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9390 |
0.9408 |
| PP |
0.9386 |
0.9398 |
| S1 |
0.9382 |
0.9388 |
|