CME Japanese Yen Future March 2015
Trading Metrics calculated at close of trading on 19-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.9246 |
0.9207 |
-0.0039 |
-0.4% |
0.9336 |
High |
0.9246 |
0.9222 |
-0.0024 |
-0.3% |
0.9371 |
Low |
0.9206 |
0.9178 |
-0.0028 |
-0.3% |
0.9178 |
Close |
0.9214 |
0.9199 |
-0.0015 |
-0.2% |
0.9199 |
Range |
0.0040 |
0.0044 |
0.0004 |
10.0% |
0.0193 |
ATR |
0.0040 |
0.0040 |
0.0000 |
0.8% |
0.0000 |
Volume |
543 |
531 |
-12 |
-2.2% |
1,272 |
|
Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9332 |
0.9309 |
0.9223 |
|
R3 |
0.9288 |
0.9265 |
0.9211 |
|
R2 |
0.9244 |
0.9244 |
0.9207 |
|
R1 |
0.9221 |
0.9221 |
0.9203 |
0.9211 |
PP |
0.9200 |
0.9200 |
0.9200 |
0.9194 |
S1 |
0.9177 |
0.9177 |
0.9195 |
0.9167 |
S2 |
0.9156 |
0.9156 |
0.9191 |
|
S3 |
0.9112 |
0.9133 |
0.9187 |
|
S4 |
0.9068 |
0.9089 |
0.9175 |
|
|
Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9828 |
0.9707 |
0.9305 |
|
R3 |
0.9635 |
0.9514 |
0.9252 |
|
R2 |
0.9442 |
0.9442 |
0.9234 |
|
R1 |
0.9321 |
0.9321 |
0.9217 |
0.9285 |
PP |
0.9249 |
0.9249 |
0.9249 |
0.9232 |
S1 |
0.9128 |
0.9128 |
0.9181 |
0.9092 |
S2 |
0.9056 |
0.9056 |
0.9164 |
|
S3 |
0.8863 |
0.8935 |
0.9146 |
|
S4 |
0.8670 |
0.8742 |
0.9093 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9371 |
0.9178 |
0.0193 |
2.1% |
0.0045 |
0.5% |
11% |
False |
True |
254 |
10 |
0.9505 |
0.9178 |
0.0327 |
3.6% |
0.0036 |
0.4% |
6% |
False |
True |
154 |
20 |
0.9663 |
0.9178 |
0.0485 |
5.3% |
0.0024 |
0.3% |
4% |
False |
True |
81 |
40 |
0.9843 |
0.9178 |
0.0665 |
7.2% |
0.0016 |
0.2% |
3% |
False |
True |
50 |
60 |
0.9896 |
0.9178 |
0.0718 |
7.8% |
0.0012 |
0.1% |
3% |
False |
True |
39 |
80 |
0.9921 |
0.9178 |
0.0743 |
8.1% |
0.0012 |
0.1% |
3% |
False |
True |
30 |
100 |
0.9921 |
0.9178 |
0.0743 |
8.1% |
0.0010 |
0.1% |
3% |
False |
True |
25 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9409 |
2.618 |
0.9337 |
1.618 |
0.9293 |
1.000 |
0.9266 |
0.618 |
0.9249 |
HIGH |
0.9222 |
0.618 |
0.9205 |
0.500 |
0.9200 |
0.382 |
0.9195 |
LOW |
0.9178 |
0.618 |
0.9151 |
1.000 |
0.9134 |
1.618 |
0.9107 |
2.618 |
0.9063 |
4.250 |
0.8991 |
|
|
Fisher Pivots for day following 19-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9200 |
0.9255 |
PP |
0.9200 |
0.9236 |
S1 |
0.9199 |
0.9218 |
|