CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 10-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9426 |
0.9412 |
-0.0014 |
-0.1% |
0.9553 |
| High |
0.9430 |
0.9412 |
-0.0018 |
-0.2% |
0.9555 |
| Low |
0.9408 |
0.9380 |
-0.0028 |
-0.3% |
0.9518 |
| Close |
0.9425 |
0.9382 |
-0.0043 |
-0.5% |
0.9534 |
| Range |
0.0022 |
0.0032 |
0.0010 |
45.5% |
0.0037 |
| ATR |
0.0033 |
0.0034 |
0.0001 |
2.7% |
0.0000 |
| Volume |
18 |
13 |
-5 |
-27.8% |
25 |
|
| Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9487 |
0.9467 |
0.9400 |
|
| R3 |
0.9455 |
0.9435 |
0.9391 |
|
| R2 |
0.9423 |
0.9423 |
0.9388 |
|
| R1 |
0.9403 |
0.9403 |
0.9385 |
0.9397 |
| PP |
0.9391 |
0.9391 |
0.9391 |
0.9389 |
| S1 |
0.9371 |
0.9371 |
0.9379 |
0.9365 |
| S2 |
0.9359 |
0.9359 |
0.9376 |
|
| S3 |
0.9327 |
0.9339 |
0.9373 |
|
| S4 |
0.9295 |
0.9307 |
0.9364 |
|
|
| 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 |
0.9548 |
0.9380 |
0.0168 |
1.8% |
0.0026 |
0.3% |
1% |
False |
True |
10 |
| 10 |
0.9663 |
0.9380 |
0.0283 |
3.0% |
0.0020 |
0.2% |
1% |
False |
True |
6 |
| 20 |
0.9790 |
0.9380 |
0.0410 |
4.4% |
0.0016 |
0.2% |
0% |
False |
True |
9 |
| 40 |
0.9892 |
0.9380 |
0.0512 |
5.5% |
0.0010 |
0.1% |
0% |
False |
True |
13 |
| 60 |
0.9921 |
0.9380 |
0.0541 |
5.8% |
0.0010 |
0.1% |
0% |
False |
True |
15 |
| 80 |
0.9921 |
0.9380 |
0.0541 |
5.8% |
0.0009 |
0.1% |
0% |
False |
True |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9548 |
|
2.618 |
0.9496 |
|
1.618 |
0.9464 |
|
1.000 |
0.9444 |
|
0.618 |
0.9432 |
|
HIGH |
0.9412 |
|
0.618 |
0.9400 |
|
0.500 |
0.9396 |
|
0.382 |
0.9392 |
|
LOW |
0.9380 |
|
0.618 |
0.9360 |
|
1.000 |
0.9348 |
|
1.618 |
0.9328 |
|
2.618 |
0.9296 |
|
4.250 |
0.9244 |
|
|
| Fisher Pivots for day following 10-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9396 |
0.9443 |
| PP |
0.9391 |
0.9422 |
| S1 |
0.9387 |
0.9402 |
|