CME Japanese Yen Future March 2015
Trading Metrics calculated at close of trading on 12-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.9360 |
0.9350 |
-0.0010 |
-0.1% |
0.9505 |
High |
0.9370 |
0.9350 |
-0.0020 |
-0.2% |
0.9505 |
Low |
0.9359 |
0.9331 |
-0.0028 |
-0.3% |
0.9331 |
Close |
0.9359 |
0.9336 |
-0.0023 |
-0.2% |
0.9336 |
Range |
0.0011 |
0.0019 |
0.0008 |
72.7% |
0.0174 |
ATR |
0.0033 |
0.0032 |
0.0000 |
-1.1% |
0.0000 |
Volume |
225 |
13 |
-212 |
-94.2% |
277 |
|
Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9396 |
0.9385 |
0.9346 |
|
R3 |
0.9377 |
0.9366 |
0.9341 |
|
R2 |
0.9358 |
0.9358 |
0.9339 |
|
R1 |
0.9347 |
0.9347 |
0.9338 |
0.9343 |
PP |
0.9339 |
0.9339 |
0.9339 |
0.9337 |
S1 |
0.9328 |
0.9328 |
0.9334 |
0.9324 |
S2 |
0.9320 |
0.9320 |
0.9333 |
|
S3 |
0.9301 |
0.9309 |
0.9331 |
|
S4 |
0.9282 |
0.9290 |
0.9326 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9913 |
0.9798 |
0.9432 |
|
R3 |
0.9739 |
0.9624 |
0.9384 |
|
R2 |
0.9565 |
0.9565 |
0.9368 |
|
R1 |
0.9450 |
0.9450 |
0.9352 |
0.9421 |
PP |
0.9391 |
0.9391 |
0.9391 |
0.9376 |
S1 |
0.9276 |
0.9276 |
0.9320 |
0.9247 |
S2 |
0.9217 |
0.9217 |
0.9304 |
|
S3 |
0.9043 |
0.9102 |
0.9288 |
|
S4 |
0.8869 |
0.8928 |
0.9240 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9505 |
0.9331 |
0.0174 |
1.9% |
0.0026 |
0.3% |
3% |
False |
True |
55 |
10 |
0.9621 |
0.9331 |
0.0290 |
3.1% |
0.0021 |
0.2% |
2% |
False |
True |
30 |
20 |
0.9790 |
0.9331 |
0.0459 |
4.9% |
0.0017 |
0.2% |
1% |
False |
True |
20 |
40 |
0.9887 |
0.9331 |
0.0556 |
6.0% |
0.0011 |
0.1% |
1% |
False |
True |
19 |
60 |
0.9921 |
0.9331 |
0.0590 |
6.3% |
0.0010 |
0.1% |
1% |
False |
True |
18 |
80 |
0.9921 |
0.9331 |
0.0590 |
6.3% |
0.0009 |
0.1% |
1% |
False |
True |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9431 |
2.618 |
0.9400 |
1.618 |
0.9381 |
1.000 |
0.9369 |
0.618 |
0.9362 |
HIGH |
0.9350 |
0.618 |
0.9343 |
0.500 |
0.9341 |
0.382 |
0.9338 |
LOW |
0.9331 |
0.618 |
0.9319 |
1.000 |
0.9312 |
1.618 |
0.9300 |
2.618 |
0.9281 |
4.250 |
0.9250 |
|
|
Fisher Pivots for day following 12-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9341 |
0.9372 |
PP |
0.9339 |
0.9360 |
S1 |
0.9338 |
0.9348 |
|