CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 23-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9344 |
0.9333 |
-0.0011 |
-0.1% |
0.9310 |
| High |
0.9369 |
0.9340 |
-0.0029 |
-0.3% |
0.9510 |
| Low |
0.9317 |
0.9233 |
-0.0084 |
-0.9% |
0.9300 |
| Close |
0.9333 |
0.9245 |
-0.0088 |
-0.9% |
0.9378 |
| Range |
0.0052 |
0.0107 |
0.0055 |
105.8% |
0.0210 |
| ATR |
0.0079 |
0.0081 |
0.0002 |
2.5% |
0.0000 |
| Volume |
131,225 |
166,700 |
35,475 |
27.0% |
1,233,036 |
|
| Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9594 |
0.9526 |
0.9304 |
|
| R3 |
0.9487 |
0.9419 |
0.9274 |
|
| R2 |
0.9380 |
0.9380 |
0.9265 |
|
| R1 |
0.9312 |
0.9312 |
0.9255 |
0.9293 |
| PP |
0.9273 |
0.9273 |
0.9273 |
0.9263 |
| S1 |
0.9205 |
0.9205 |
0.9235 |
0.9186 |
| S2 |
0.9166 |
0.9166 |
0.9225 |
|
| S3 |
0.9059 |
0.9098 |
0.9216 |
|
| S4 |
0.8952 |
0.8991 |
0.9186 |
|
|
| 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 |
0.9426 |
0.9233 |
0.0193 |
2.1% |
0.0071 |
0.8% |
6% |
False |
True |
156,071 |
| 10 |
0.9510 |
0.9233 |
0.0277 |
3.0% |
0.0082 |
0.9% |
4% |
False |
True |
201,025 |
| 20 |
0.9510 |
0.9088 |
0.0422 |
4.6% |
0.0086 |
0.9% |
37% |
False |
False |
203,387 |
| 40 |
0.9662 |
0.9088 |
0.0574 |
6.2% |
0.0074 |
0.8% |
27% |
False |
False |
148,088 |
| 60 |
0.9860 |
0.9088 |
0.0772 |
8.4% |
0.0063 |
0.7% |
20% |
False |
False |
98,946 |
| 80 |
0.9902 |
0.9088 |
0.0814 |
8.8% |
0.0054 |
0.6% |
19% |
False |
False |
74,246 |
| 100 |
0.9902 |
0.9088 |
0.0814 |
8.8% |
0.0048 |
0.5% |
19% |
False |
False |
59,414 |
| 120 |
0.9930 |
0.9088 |
0.0842 |
9.1% |
0.0044 |
0.5% |
19% |
False |
False |
49,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9795 |
|
2.618 |
0.9620 |
|
1.618 |
0.9513 |
|
1.000 |
0.9447 |
|
0.618 |
0.9406 |
|
HIGH |
0.9340 |
|
0.618 |
0.9299 |
|
0.500 |
0.9287 |
|
0.382 |
0.9274 |
|
LOW |
0.9233 |
|
0.618 |
0.9167 |
|
1.000 |
0.9126 |
|
1.618 |
0.9060 |
|
2.618 |
0.8953 |
|
4.250 |
0.8778 |
|
|
| Fisher Pivots for day following 23-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9287 |
0.9325 |
| PP |
0.9273 |
0.9298 |
| S1 |
0.9259 |
0.9272 |
|