CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 17-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9355 |
0.9331 |
-0.0024 |
-0.3% |
0.9505 |
| High |
0.9371 |
0.9331 |
-0.0040 |
-0.4% |
0.9505 |
| Low |
0.9338 |
0.9253 |
-0.0085 |
-0.9% |
0.9331 |
| Close |
0.9350 |
0.9278 |
-0.0072 |
-0.8% |
0.9336 |
| Range |
0.0033 |
0.0078 |
0.0045 |
136.4% |
0.0174 |
| ATR |
0.0032 |
0.0037 |
0.0005 |
14.2% |
0.0000 |
| Volume |
4 |
150 |
146 |
3,650.0% |
277 |
|
| Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9521 |
0.9478 |
0.9321 |
|
| R3 |
0.9443 |
0.9400 |
0.9299 |
|
| R2 |
0.9365 |
0.9365 |
0.9292 |
|
| R1 |
0.9322 |
0.9322 |
0.9285 |
0.9305 |
| PP |
0.9287 |
0.9287 |
0.9287 |
0.9279 |
| S1 |
0.9244 |
0.9244 |
0.9271 |
0.9227 |
| S2 |
0.9209 |
0.9209 |
0.9264 |
|
| S3 |
0.9131 |
0.9166 |
0.9257 |
|
| S4 |
0.9053 |
0.9088 |
0.9235 |
|
|
| 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 |
0.9371 |
0.9253 |
0.0118 |
1.3% |
0.0034 |
0.4% |
21% |
False |
True |
87 |
| 10 |
0.9548 |
0.9253 |
0.0295 |
3.2% |
0.0030 |
0.3% |
8% |
False |
True |
48 |
| 20 |
0.9692 |
0.9253 |
0.0439 |
4.7% |
0.0022 |
0.2% |
6% |
False |
True |
28 |
| 40 |
0.9867 |
0.9253 |
0.0614 |
6.6% |
0.0014 |
0.2% |
4% |
False |
True |
23 |
| 60 |
0.9921 |
0.9253 |
0.0668 |
7.2% |
0.0012 |
0.1% |
4% |
False |
True |
21 |
| 80 |
0.9921 |
0.9253 |
0.0668 |
7.2% |
0.0011 |
0.1% |
4% |
False |
True |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9663 |
|
2.618 |
0.9535 |
|
1.618 |
0.9457 |
|
1.000 |
0.9409 |
|
0.618 |
0.9379 |
|
HIGH |
0.9331 |
|
0.618 |
0.9301 |
|
0.500 |
0.9292 |
|
0.382 |
0.9283 |
|
LOW |
0.9253 |
|
0.618 |
0.9205 |
|
1.000 |
0.9175 |
|
1.618 |
0.9127 |
|
2.618 |
0.9049 |
|
4.250 |
0.8922 |
|
|
| Fisher Pivots for day following 17-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9292 |
0.9312 |
| PP |
0.9287 |
0.9301 |
| S1 |
0.9283 |
0.9289 |
|