CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 02-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2014 |
02-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9619 |
0.9553 |
-0.0066 |
-0.7% |
0.9634 |
| High |
0.9621 |
0.9553 |
-0.0068 |
-0.7% |
0.9663 |
| Low |
0.9617 |
0.9527 |
-0.0090 |
-0.9% |
0.9613 |
| Close |
0.9621 |
0.9529 |
-0.0092 |
-1.0% |
0.9621 |
| Range |
0.0004 |
0.0026 |
0.0022 |
550.0% |
0.0050 |
| ATR |
0.0023 |
0.0028 |
0.0005 |
22.3% |
0.0000 |
| Volume |
3 |
8 |
5 |
166.7% |
37 |
|
| Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9614 |
0.9598 |
0.9543 |
|
| R3 |
0.9588 |
0.9572 |
0.9536 |
|
| R2 |
0.9562 |
0.9562 |
0.9534 |
|
| R1 |
0.9546 |
0.9546 |
0.9531 |
0.9541 |
| PP |
0.9536 |
0.9536 |
0.9536 |
0.9534 |
| S1 |
0.9520 |
0.9520 |
0.9527 |
0.9515 |
| S2 |
0.9510 |
0.9510 |
0.9524 |
|
| S3 |
0.9484 |
0.9494 |
0.9522 |
|
| S4 |
0.9458 |
0.9468 |
0.9515 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9782 |
0.9752 |
0.9649 |
|
| R3 |
0.9732 |
0.9702 |
0.9635 |
|
| R2 |
0.9682 |
0.9682 |
0.9630 |
|
| R1 |
0.9652 |
0.9652 |
0.9626 |
0.9642 |
| PP |
0.9632 |
0.9632 |
0.9632 |
0.9628 |
| S1 |
0.9602 |
0.9602 |
0.9616 |
0.9592 |
| S2 |
0.9582 |
0.9582 |
0.9612 |
|
| S3 |
0.9532 |
0.9552 |
0.9607 |
|
| S4 |
0.9482 |
0.9502 |
0.9594 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9663 |
0.9527 |
0.0136 |
1.4% |
0.0011 |
0.1% |
1% |
False |
True |
5 |
| 10 |
0.9760 |
0.9527 |
0.0233 |
2.4% |
0.0014 |
0.1% |
1% |
False |
True |
9 |
| 20 |
0.9836 |
0.9527 |
0.0309 |
3.2% |
0.0010 |
0.1% |
1% |
False |
True |
21 |
| 40 |
0.9896 |
0.9527 |
0.0369 |
3.9% |
0.0006 |
0.1% |
1% |
False |
True |
17 |
| 60 |
0.9921 |
0.9527 |
0.0394 |
4.1% |
0.0008 |
0.1% |
1% |
False |
True |
14 |
| 80 |
0.9921 |
0.9527 |
0.0394 |
4.1% |
0.0007 |
0.1% |
1% |
False |
True |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9664 |
|
2.618 |
0.9621 |
|
1.618 |
0.9595 |
|
1.000 |
0.9579 |
|
0.618 |
0.9569 |
|
HIGH |
0.9553 |
|
0.618 |
0.9543 |
|
0.500 |
0.9540 |
|
0.382 |
0.9537 |
|
LOW |
0.9527 |
|
0.618 |
0.9511 |
|
1.000 |
0.9501 |
|
1.618 |
0.9485 |
|
2.618 |
0.9459 |
|
4.250 |
0.9417 |
|
|
| Fisher Pivots for day following 02-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9540 |
0.9595 |
| PP |
0.9536 |
0.9573 |
| S1 |
0.9533 |
0.9551 |
|