CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 16-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9336 |
0.9355 |
0.0019 |
0.2% |
0.9505 |
| High |
0.9367 |
0.9371 |
0.0004 |
0.0% |
0.9505 |
| Low |
0.9336 |
0.9338 |
0.0002 |
0.0% |
0.9331 |
| Close |
0.9347 |
0.9350 |
0.0003 |
0.0% |
0.9336 |
| Range |
0.0031 |
0.0033 |
0.0002 |
6.5% |
0.0174 |
| ATR |
0.0032 |
0.0032 |
0.0000 |
0.1% |
0.0000 |
| Volume |
44 |
4 |
-40 |
-90.9% |
277 |
|
| Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9452 |
0.9434 |
0.9368 |
|
| R3 |
0.9419 |
0.9401 |
0.9359 |
|
| R2 |
0.9386 |
0.9386 |
0.9356 |
|
| R1 |
0.9368 |
0.9368 |
0.9353 |
0.9361 |
| PP |
0.9353 |
0.9353 |
0.9353 |
0.9349 |
| S1 |
0.9335 |
0.9335 |
0.9347 |
0.9328 |
| S2 |
0.9320 |
0.9320 |
0.9344 |
|
| S3 |
0.9287 |
0.9302 |
0.9341 |
|
| S4 |
0.9254 |
0.9269 |
0.9332 |
|
|
| 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 |
0.9412 |
0.9331 |
0.0081 |
0.9% |
0.0025 |
0.3% |
23% |
False |
False |
59 |
| 10 |
0.9555 |
0.9331 |
0.0224 |
2.4% |
0.0025 |
0.3% |
8% |
False |
False |
34 |
| 20 |
0.9760 |
0.9331 |
0.0429 |
4.6% |
0.0019 |
0.2% |
4% |
False |
False |
21 |
| 40 |
0.9878 |
0.9331 |
0.0547 |
5.9% |
0.0012 |
0.1% |
3% |
False |
False |
19 |
| 60 |
0.9921 |
0.9331 |
0.0590 |
6.3% |
0.0011 |
0.1% |
3% |
False |
False |
19 |
| 80 |
0.9921 |
0.9331 |
0.0590 |
6.3% |
0.0010 |
0.1% |
3% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9511 |
|
2.618 |
0.9457 |
|
1.618 |
0.9424 |
|
1.000 |
0.9404 |
|
0.618 |
0.9391 |
|
HIGH |
0.9371 |
|
0.618 |
0.9358 |
|
0.500 |
0.9355 |
|
0.382 |
0.9351 |
|
LOW |
0.9338 |
|
0.618 |
0.9318 |
|
1.000 |
0.9305 |
|
1.618 |
0.9285 |
|
2.618 |
0.9252 |
|
4.250 |
0.9198 |
|
|
| Fisher Pivots for day following 16-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9355 |
0.9351 |
| PP |
0.9353 |
0.9351 |
| S1 |
0.9352 |
0.9350 |
|