CME Japanese Yen Future March 2015
Trading Metrics calculated at close of trading on 15-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.9350 |
0.9336 |
-0.0014 |
-0.1% |
0.9505 |
High |
0.9350 |
0.9367 |
0.0017 |
0.2% |
0.9505 |
Low |
0.9331 |
0.9336 |
0.0005 |
0.1% |
0.9331 |
Close |
0.9336 |
0.9347 |
0.0011 |
0.1% |
0.9336 |
Range |
0.0019 |
0.0031 |
0.0012 |
63.2% |
0.0174 |
ATR |
0.0032 |
0.0032 |
0.0000 |
-0.3% |
0.0000 |
Volume |
13 |
44 |
31 |
238.5% |
277 |
|
Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9443 |
0.9426 |
0.9364 |
|
R3 |
0.9412 |
0.9395 |
0.9356 |
|
R2 |
0.9381 |
0.9381 |
0.9353 |
|
R1 |
0.9364 |
0.9364 |
0.9350 |
0.9373 |
PP |
0.9350 |
0.9350 |
0.9350 |
0.9354 |
S1 |
0.9333 |
0.9333 |
0.9344 |
0.9342 |
S2 |
0.9319 |
0.9319 |
0.9341 |
|
S3 |
0.9288 |
0.9302 |
0.9338 |
|
S4 |
0.9257 |
0.9271 |
0.9330 |
|
|
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 |
0.9430 |
0.9331 |
0.0099 |
1.1% |
0.0023 |
0.2% |
16% |
False |
False |
62 |
10 |
0.9555 |
0.9331 |
0.0224 |
2.4% |
0.0024 |
0.3% |
7% |
False |
False |
34 |
20 |
0.9765 |
0.9331 |
0.0434 |
4.6% |
0.0017 |
0.2% |
4% |
False |
False |
22 |
40 |
0.9886 |
0.9331 |
0.0555 |
5.9% |
0.0012 |
0.1% |
3% |
False |
False |
19 |
60 |
0.9921 |
0.9331 |
0.0590 |
6.3% |
0.0010 |
0.1% |
3% |
False |
False |
19 |
80 |
0.9921 |
0.9331 |
0.0590 |
6.3% |
0.0009 |
0.1% |
3% |
False |
False |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9499 |
2.618 |
0.9448 |
1.618 |
0.9417 |
1.000 |
0.9398 |
0.618 |
0.9386 |
HIGH |
0.9367 |
0.618 |
0.9355 |
0.500 |
0.9352 |
0.382 |
0.9348 |
LOW |
0.9336 |
0.618 |
0.9317 |
1.000 |
0.9305 |
1.618 |
0.9286 |
2.618 |
0.9255 |
4.250 |
0.9204 |
|
|
Fisher Pivots for day following 15-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9352 |
0.9351 |
PP |
0.9350 |
0.9349 |
S1 |
0.9349 |
0.9348 |
|