CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 04-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2014 |
04-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9550 |
0.9539 |
-0.0011 |
-0.1% |
0.9634 |
| High |
0.9555 |
0.9548 |
-0.0007 |
-0.1% |
0.9663 |
| Low |
0.9535 |
0.9518 |
-0.0017 |
-0.2% |
0.9613 |
| Close |
0.9555 |
0.9518 |
-0.0037 |
-0.4% |
0.9621 |
| Range |
0.0020 |
0.0030 |
0.0010 |
50.0% |
0.0050 |
| ATR |
0.0028 |
0.0028 |
0.0001 |
2.4% |
0.0000 |
| Volume |
4 |
5 |
1 |
25.0% |
37 |
|
| Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9618 |
0.9598 |
0.9535 |
|
| R3 |
0.9588 |
0.9568 |
0.9526 |
|
| R2 |
0.9558 |
0.9558 |
0.9524 |
|
| R1 |
0.9538 |
0.9538 |
0.9521 |
0.9533 |
| PP |
0.9528 |
0.9528 |
0.9528 |
0.9526 |
| S1 |
0.9508 |
0.9508 |
0.9515 |
0.9503 |
| S2 |
0.9498 |
0.9498 |
0.9513 |
|
| S3 |
0.9468 |
0.9478 |
0.9510 |
|
| S4 |
0.9438 |
0.9448 |
0.9502 |
|
|
| 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 |
0.9518 |
0.0145 |
1.5% |
0.0019 |
0.2% |
0% |
False |
True |
4 |
| 10 |
0.9663 |
0.9518 |
0.0145 |
1.5% |
0.0013 |
0.1% |
0% |
False |
True |
6 |
| 20 |
0.9819 |
0.9518 |
0.0301 |
3.2% |
0.0012 |
0.1% |
0% |
False |
True |
21 |
| 40 |
0.9896 |
0.9518 |
0.0378 |
4.0% |
0.0008 |
0.1% |
0% |
False |
True |
13 |
| 60 |
0.9921 |
0.9518 |
0.0403 |
4.2% |
0.0008 |
0.1% |
0% |
False |
True |
14 |
| 80 |
0.9921 |
0.9518 |
0.0403 |
4.2% |
0.0008 |
0.1% |
0% |
False |
True |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9676 |
|
2.618 |
0.9627 |
|
1.618 |
0.9597 |
|
1.000 |
0.9578 |
|
0.618 |
0.9567 |
|
HIGH |
0.9548 |
|
0.618 |
0.9537 |
|
0.500 |
0.9533 |
|
0.382 |
0.9529 |
|
LOW |
0.9518 |
|
0.618 |
0.9499 |
|
1.000 |
0.9488 |
|
1.618 |
0.9469 |
|
2.618 |
0.9439 |
|
4.250 |
0.9391 |
|
|
| Fisher Pivots for day following 04-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9533 |
0.9537 |
| PP |
0.9528 |
0.9530 |
| S1 |
0.9523 |
0.9524 |
|