CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 28-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9241 |
0.9276 |
0.0035 |
0.4% |
0.9347 |
| High |
0.9297 |
0.9289 |
-0.0008 |
-0.1% |
0.9416 |
| Low |
0.9240 |
0.9245 |
0.0005 |
0.1% |
0.9233 |
| Close |
0.9290 |
0.9255 |
-0.0035 |
-0.4% |
0.9256 |
| Range |
0.0057 |
0.0044 |
-0.0013 |
-22.8% |
0.0183 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
116,082 |
130,159 |
14,077 |
12.1% |
757,166 |
|
| Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9395 |
0.9369 |
0.9279 |
|
| R3 |
0.9351 |
0.9325 |
0.9267 |
|
| R2 |
0.9307 |
0.9307 |
0.9263 |
|
| R1 |
0.9281 |
0.9281 |
0.9259 |
0.9272 |
| PP |
0.9263 |
0.9263 |
0.9263 |
0.9259 |
| S1 |
0.9237 |
0.9237 |
0.9251 |
0.9228 |
| S2 |
0.9219 |
0.9219 |
0.9247 |
|
| S3 |
0.9175 |
0.9193 |
0.9243 |
|
| S4 |
0.9131 |
0.9149 |
0.9231 |
|
|
| 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 |
0.9369 |
0.9233 |
0.0136 |
1.5% |
0.0061 |
0.7% |
16% |
False |
False |
138,425 |
| 10 |
0.9510 |
0.9233 |
0.0277 |
3.0% |
0.0079 |
0.9% |
8% |
False |
False |
191,758 |
| 20 |
0.9510 |
0.9088 |
0.0422 |
4.6% |
0.0084 |
0.9% |
40% |
False |
False |
198,304 |
| 40 |
0.9560 |
0.9088 |
0.0472 |
5.1% |
0.0073 |
0.8% |
35% |
False |
False |
157,691 |
| 60 |
0.9860 |
0.9088 |
0.0772 |
8.3% |
0.0064 |
0.7% |
22% |
False |
False |
105,494 |
| 80 |
0.9902 |
0.9088 |
0.0814 |
8.8% |
0.0054 |
0.6% |
21% |
False |
False |
79,168 |
| 100 |
0.9902 |
0.9088 |
0.0814 |
8.8% |
0.0048 |
0.5% |
21% |
False |
False |
63,355 |
| 120 |
0.9930 |
0.9088 |
0.0842 |
9.1% |
0.0045 |
0.5% |
20% |
False |
False |
52,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9476 |
|
2.618 |
0.9404 |
|
1.618 |
0.9360 |
|
1.000 |
0.9333 |
|
0.618 |
0.9316 |
|
HIGH |
0.9289 |
|
0.618 |
0.9272 |
|
0.500 |
0.9267 |
|
0.382 |
0.9262 |
|
LOW |
0.9245 |
|
0.618 |
0.9218 |
|
1.000 |
0.9201 |
|
1.618 |
0.9174 |
|
2.618 |
0.9130 |
|
4.250 |
0.9058 |
|
|
| Fisher Pivots for day following 28-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9267 |
0.9267 |
| PP |
0.9263 |
0.9263 |
| S1 |
0.9259 |
0.9259 |
|