CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 08-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9534 |
0.9505 |
-0.0029 |
-0.3% |
0.9553 |
| High |
0.9534 |
0.9505 |
-0.0029 |
-0.3% |
0.9555 |
| Low |
0.9534 |
0.9458 |
-0.0076 |
-0.8% |
0.9518 |
| Close |
0.9534 |
0.9463 |
-0.0071 |
-0.7% |
0.9534 |
| Range |
0.0000 |
0.0047 |
0.0047 |
|
0.0037 |
| ATR |
0.0028 |
0.0031 |
0.0003 |
12.6% |
0.0000 |
| Volume |
8 |
8 |
0 |
0.0% |
25 |
|
| Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9616 |
0.9587 |
0.9489 |
|
| R3 |
0.9569 |
0.9540 |
0.9476 |
|
| R2 |
0.9522 |
0.9522 |
0.9472 |
|
| R1 |
0.9493 |
0.9493 |
0.9467 |
0.9484 |
| PP |
0.9475 |
0.9475 |
0.9475 |
0.9471 |
| S1 |
0.9446 |
0.9446 |
0.9459 |
0.9437 |
| S2 |
0.9428 |
0.9428 |
0.9454 |
|
| S3 |
0.9381 |
0.9399 |
0.9450 |
|
| S4 |
0.9334 |
0.9352 |
0.9437 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9647 |
0.9627 |
0.9554 |
|
| R3 |
0.9610 |
0.9590 |
0.9544 |
|
| R2 |
0.9573 |
0.9573 |
0.9541 |
|
| R1 |
0.9553 |
0.9553 |
0.9537 |
0.9545 |
| PP |
0.9536 |
0.9536 |
0.9536 |
0.9531 |
| S1 |
0.9516 |
0.9516 |
0.9531 |
0.9508 |
| S2 |
0.9499 |
0.9499 |
0.9527 |
|
| S3 |
0.9462 |
0.9479 |
0.9524 |
|
| S4 |
0.9425 |
0.9442 |
0.9514 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9555 |
0.9458 |
0.0097 |
1.0% |
0.0025 |
0.3% |
5% |
False |
True |
6 |
| 10 |
0.9663 |
0.9458 |
0.0205 |
2.2% |
0.0015 |
0.2% |
2% |
False |
True |
7 |
| 20 |
0.9805 |
0.9458 |
0.0347 |
3.7% |
0.0014 |
0.2% |
1% |
False |
True |
15 |
| 40 |
0.9892 |
0.9458 |
0.0434 |
4.6% |
0.0009 |
0.1% |
1% |
False |
True |
13 |
| 60 |
0.9921 |
0.9458 |
0.0463 |
4.9% |
0.0009 |
0.1% |
1% |
False |
True |
14 |
| 80 |
0.9921 |
0.9458 |
0.0463 |
4.9% |
0.0008 |
0.1% |
1% |
False |
True |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9705 |
|
2.618 |
0.9628 |
|
1.618 |
0.9581 |
|
1.000 |
0.9552 |
|
0.618 |
0.9534 |
|
HIGH |
0.9505 |
|
0.618 |
0.9487 |
|
0.500 |
0.9482 |
|
0.382 |
0.9476 |
|
LOW |
0.9458 |
|
0.618 |
0.9429 |
|
1.000 |
0.9411 |
|
1.618 |
0.9382 |
|
2.618 |
0.9335 |
|
4.250 |
0.9258 |
|
|
| Fisher Pivots for day following 08-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9482 |
0.9503 |
| PP |
0.9475 |
0.9490 |
| S1 |
0.9469 |
0.9476 |
|