CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 22-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2014 |
22-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9351 |
0.9344 |
-0.0007 |
-0.1% |
0.9310 |
| High |
0.9416 |
0.9369 |
-0.0047 |
-0.5% |
0.9510 |
| Low |
0.9347 |
0.9317 |
-0.0030 |
-0.3% |
0.9300 |
| Close |
0.9363 |
0.9333 |
-0.0030 |
-0.3% |
0.9378 |
| Range |
0.0069 |
0.0052 |
-0.0017 |
-24.6% |
0.0210 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
162,494 |
131,225 |
-31,269 |
-19.2% |
1,233,036 |
|
| Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9496 |
0.9466 |
0.9362 |
|
| R3 |
0.9444 |
0.9414 |
0.9347 |
|
| R2 |
0.9392 |
0.9392 |
0.9343 |
|
| R1 |
0.9362 |
0.9362 |
0.9338 |
0.9351 |
| PP |
0.9340 |
0.9340 |
0.9340 |
0.9334 |
| S1 |
0.9310 |
0.9310 |
0.9328 |
0.9299 |
| S2 |
0.9288 |
0.9288 |
0.9323 |
|
| S3 |
0.9236 |
0.9258 |
0.9319 |
|
| S4 |
0.9184 |
0.9206 |
0.9304 |
|
|
| 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 |
0.9483 |
0.9315 |
0.0168 |
1.8% |
0.0067 |
0.7% |
11% |
False |
False |
184,366 |
| 10 |
0.9510 |
0.9236 |
0.0274 |
2.9% |
0.0079 |
0.8% |
35% |
False |
False |
207,647 |
| 20 |
0.9510 |
0.9088 |
0.0422 |
4.5% |
0.0085 |
0.9% |
58% |
False |
False |
204,331 |
| 40 |
0.9662 |
0.9088 |
0.0574 |
6.2% |
0.0072 |
0.8% |
43% |
False |
False |
143,939 |
| 60 |
0.9860 |
0.9088 |
0.0772 |
8.3% |
0.0062 |
0.7% |
32% |
False |
False |
96,172 |
| 80 |
0.9902 |
0.9088 |
0.0814 |
8.7% |
0.0053 |
0.6% |
30% |
False |
False |
72,165 |
| 100 |
0.9902 |
0.9088 |
0.0814 |
8.7% |
0.0047 |
0.5% |
30% |
False |
False |
57,747 |
| 120 |
0.9930 |
0.9088 |
0.0842 |
9.0% |
0.0043 |
0.5% |
29% |
False |
False |
48,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9590 |
|
2.618 |
0.9505 |
|
1.618 |
0.9453 |
|
1.000 |
0.9421 |
|
0.618 |
0.9401 |
|
HIGH |
0.9369 |
|
0.618 |
0.9349 |
|
0.500 |
0.9343 |
|
0.382 |
0.9337 |
|
LOW |
0.9317 |
|
0.618 |
0.9285 |
|
1.000 |
0.9265 |
|
1.618 |
0.9233 |
|
2.618 |
0.9181 |
|
4.250 |
0.9096 |
|
|
| Fisher Pivots for day following 22-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9343 |
0.9366 |
| PP |
0.9340 |
0.9355 |
| S1 |
0.9336 |
0.9344 |
|