CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 09-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9505 |
0.9426 |
-0.0079 |
-0.8% |
0.9553 |
| High |
0.9505 |
0.9430 |
-0.0075 |
-0.8% |
0.9555 |
| Low |
0.9458 |
0.9408 |
-0.0050 |
-0.5% |
0.9518 |
| Close |
0.9463 |
0.9425 |
-0.0038 |
-0.4% |
0.9534 |
| Range |
0.0047 |
0.0022 |
-0.0025 |
-53.2% |
0.0037 |
| ATR |
0.0031 |
0.0033 |
0.0002 |
5.5% |
0.0000 |
| Volume |
8 |
18 |
10 |
125.0% |
25 |
|
| Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9487 |
0.9478 |
0.9437 |
|
| R3 |
0.9465 |
0.9456 |
0.9431 |
|
| R2 |
0.9443 |
0.9443 |
0.9429 |
|
| R1 |
0.9434 |
0.9434 |
0.9427 |
0.9428 |
| PP |
0.9421 |
0.9421 |
0.9421 |
0.9418 |
| S1 |
0.9412 |
0.9412 |
0.9423 |
0.9406 |
| S2 |
0.9399 |
0.9399 |
0.9421 |
|
| S3 |
0.9377 |
0.9390 |
0.9419 |
|
| S4 |
0.9355 |
0.9368 |
0.9413 |
|
|
| 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 |
0.9408 |
0.0147 |
1.6% |
0.0024 |
0.3% |
12% |
False |
True |
8 |
| 10 |
0.9663 |
0.9408 |
0.0255 |
2.7% |
0.0017 |
0.2% |
7% |
False |
True |
7 |
| 20 |
0.9803 |
0.9408 |
0.0395 |
4.2% |
0.0015 |
0.2% |
4% |
False |
True |
12 |
| 40 |
0.9892 |
0.9408 |
0.0484 |
5.1% |
0.0009 |
0.1% |
4% |
False |
True |
13 |
| 60 |
0.9921 |
0.9408 |
0.0513 |
5.4% |
0.0009 |
0.1% |
3% |
False |
True |
14 |
| 80 |
0.9921 |
0.9408 |
0.0513 |
5.4% |
0.0008 |
0.1% |
3% |
False |
True |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9524 |
|
2.618 |
0.9488 |
|
1.618 |
0.9466 |
|
1.000 |
0.9452 |
|
0.618 |
0.9444 |
|
HIGH |
0.9430 |
|
0.618 |
0.9422 |
|
0.500 |
0.9419 |
|
0.382 |
0.9416 |
|
LOW |
0.9408 |
|
0.618 |
0.9394 |
|
1.000 |
0.9386 |
|
1.618 |
0.9372 |
|
2.618 |
0.9350 |
|
4.250 |
0.9315 |
|
|
| Fisher Pivots for day following 09-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9423 |
0.9471 |
| PP |
0.9421 |
0.9456 |
| S1 |
0.9419 |
0.9440 |
|