CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 20-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9414 |
0.9347 |
-0.0067 |
-0.7% |
0.9310 |
| High |
0.9426 |
0.9369 |
-0.0057 |
-0.6% |
0.9510 |
| Low |
0.9354 |
0.9315 |
-0.0039 |
-0.4% |
0.9300 |
| Close |
0.9378 |
0.9364 |
-0.0014 |
-0.1% |
0.9378 |
| Range |
0.0072 |
0.0054 |
-0.0018 |
-25.0% |
0.0210 |
| ATR |
0.0084 |
0.0082 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
171,153 |
148,784 |
-22,369 |
-13.1% |
1,233,036 |
|
| Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9511 |
0.9492 |
0.9394 |
|
| R3 |
0.9457 |
0.9438 |
0.9379 |
|
| R2 |
0.9403 |
0.9403 |
0.9374 |
|
| R1 |
0.9384 |
0.9384 |
0.9369 |
0.9394 |
| PP |
0.9349 |
0.9349 |
0.9349 |
0.9354 |
| S1 |
0.9330 |
0.9330 |
0.9359 |
0.9340 |
| S2 |
0.9295 |
0.9295 |
0.9354 |
|
| S3 |
0.9241 |
0.9276 |
0.9349 |
|
| S4 |
0.9187 |
0.9222 |
0.9334 |
|
|
| 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 |
0.9306 |
0.0204 |
2.2% |
0.0094 |
1.0% |
28% |
False |
False |
250,731 |
| 10 |
0.9510 |
0.9159 |
0.0351 |
3.7% |
0.0087 |
0.9% |
58% |
False |
False |
223,900 |
| 20 |
0.9510 |
0.9088 |
0.0422 |
4.5% |
0.0085 |
0.9% |
65% |
False |
False |
202,453 |
| 40 |
0.9662 |
0.9088 |
0.0574 |
6.1% |
0.0071 |
0.8% |
48% |
False |
False |
136,652 |
| 60 |
0.9860 |
0.9088 |
0.0772 |
8.2% |
0.0061 |
0.7% |
36% |
False |
False |
91,284 |
| 80 |
0.9902 |
0.9088 |
0.0814 |
8.7% |
0.0052 |
0.6% |
34% |
False |
False |
68,498 |
| 100 |
0.9902 |
0.9088 |
0.0814 |
8.7% |
0.0046 |
0.5% |
34% |
False |
False |
54,810 |
| 120 |
0.9930 |
0.9088 |
0.0842 |
9.0% |
0.0042 |
0.5% |
33% |
False |
False |
45,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9599 |
|
2.618 |
0.9510 |
|
1.618 |
0.9456 |
|
1.000 |
0.9423 |
|
0.618 |
0.9402 |
|
HIGH |
0.9369 |
|
0.618 |
0.9348 |
|
0.500 |
0.9342 |
|
0.382 |
0.9336 |
|
LOW |
0.9315 |
|
0.618 |
0.9282 |
|
1.000 |
0.9261 |
|
1.618 |
0.9228 |
|
2.618 |
0.9174 |
|
4.250 |
0.9086 |
|
|
| Fisher Pivots for day following 20-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9357 |
0.9399 |
| PP |
0.9349 |
0.9387 |
| S1 |
0.9342 |
0.9376 |
|