CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 24-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2014 |
24-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9333 |
0.9238 |
-0.0095 |
-1.0% |
0.9347 |
| High |
0.9340 |
0.9281 |
-0.0059 |
-0.6% |
0.9416 |
| Low |
0.9233 |
0.9237 |
0.0004 |
0.0% |
0.9233 |
| Close |
0.9245 |
0.9256 |
0.0011 |
0.1% |
0.9256 |
| Range |
0.0107 |
0.0044 |
-0.0063 |
-58.9% |
0.0183 |
| ATR |
0.0081 |
0.0078 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
166,700 |
147,963 |
-18,737 |
-11.2% |
757,166 |
|
| Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9390 |
0.9367 |
0.9280 |
|
| R3 |
0.9346 |
0.9323 |
0.9268 |
|
| R2 |
0.9302 |
0.9302 |
0.9264 |
|
| R1 |
0.9279 |
0.9279 |
0.9260 |
0.9291 |
| PP |
0.9258 |
0.9258 |
0.9258 |
0.9264 |
| S1 |
0.9235 |
0.9235 |
0.9252 |
0.9247 |
| S2 |
0.9214 |
0.9214 |
0.9248 |
|
| S3 |
0.9170 |
0.9191 |
0.9244 |
|
| S4 |
0.9126 |
0.9147 |
0.9232 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9851 |
0.9736 |
0.9357 |
|
| R3 |
0.9668 |
0.9553 |
0.9306 |
|
| R2 |
0.9485 |
0.9485 |
0.9290 |
|
| R1 |
0.9370 |
0.9370 |
0.9273 |
0.9336 |
| PP |
0.9302 |
0.9302 |
0.9302 |
0.9285 |
| S1 |
0.9187 |
0.9187 |
0.9239 |
0.9153 |
| S2 |
0.9119 |
0.9119 |
0.9222 |
|
| S3 |
0.8936 |
0.9004 |
0.9206 |
|
| S4 |
0.8753 |
0.8821 |
0.9155 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9416 |
0.9233 |
0.0183 |
2.0% |
0.0065 |
0.7% |
13% |
False |
False |
151,433 |
| 10 |
0.9510 |
0.9233 |
0.0277 |
3.0% |
0.0082 |
0.9% |
8% |
False |
False |
199,020 |
| 20 |
0.9510 |
0.9088 |
0.0422 |
4.6% |
0.0084 |
0.9% |
40% |
False |
False |
202,108 |
| 40 |
0.9648 |
0.9088 |
0.0560 |
6.1% |
0.0074 |
0.8% |
30% |
False |
False |
151,767 |
| 60 |
0.9860 |
0.9088 |
0.0772 |
8.3% |
0.0063 |
0.7% |
22% |
False |
False |
101,405 |
| 80 |
0.9902 |
0.9088 |
0.0814 |
8.8% |
0.0054 |
0.6% |
21% |
False |
False |
76,095 |
| 100 |
0.9902 |
0.9088 |
0.0814 |
8.8% |
0.0048 |
0.5% |
21% |
False |
False |
60,893 |
| 120 |
0.9930 |
0.9088 |
0.0842 |
9.1% |
0.0044 |
0.5% |
20% |
False |
False |
50,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9468 |
|
2.618 |
0.9396 |
|
1.618 |
0.9352 |
|
1.000 |
0.9325 |
|
0.618 |
0.9308 |
|
HIGH |
0.9281 |
|
0.618 |
0.9264 |
|
0.500 |
0.9259 |
|
0.382 |
0.9254 |
|
LOW |
0.9237 |
|
0.618 |
0.9210 |
|
1.000 |
0.9193 |
|
1.618 |
0.9166 |
|
2.618 |
0.9122 |
|
4.250 |
0.9050 |
|
|
| Fisher Pivots for day following 24-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9259 |
0.9301 |
| PP |
0.9258 |
0.9286 |
| S1 |
0.9257 |
0.9271 |
|