CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 22-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2014 |
22-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9207 |
0.9219 |
0.0012 |
0.1% |
0.9336 |
| High |
0.9222 |
0.9219 |
-0.0003 |
0.0% |
0.9371 |
| Low |
0.9178 |
0.9184 |
0.0006 |
0.1% |
0.9178 |
| Close |
0.9199 |
0.9208 |
0.0009 |
0.1% |
0.9199 |
| Range |
0.0044 |
0.0035 |
-0.0009 |
-20.5% |
0.0193 |
| ATR |
0.0040 |
0.0040 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
531 |
47 |
-484 |
-91.1% |
1,272 |
|
| Daily Pivots for day following 22-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9309 |
0.9293 |
0.9227 |
|
| R3 |
0.9274 |
0.9258 |
0.9218 |
|
| R2 |
0.9239 |
0.9239 |
0.9214 |
|
| R1 |
0.9223 |
0.9223 |
0.9211 |
0.9214 |
| PP |
0.9204 |
0.9204 |
0.9204 |
0.9199 |
| S1 |
0.9188 |
0.9188 |
0.9205 |
0.9179 |
| S2 |
0.9169 |
0.9169 |
0.9202 |
|
| S3 |
0.9134 |
0.9153 |
0.9198 |
|
| S4 |
0.9099 |
0.9118 |
0.9189 |
|
|
| 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% |
0.0046 |
0.5% |
16% |
False |
False |
255 |
| 10 |
0.9430 |
0.9178 |
0.0252 |
2.7% |
0.0035 |
0.4% |
12% |
False |
False |
158 |
| 20 |
0.9663 |
0.9178 |
0.0485 |
5.3% |
0.0025 |
0.3% |
6% |
False |
False |
82 |
| 40 |
0.9836 |
0.9178 |
0.0658 |
7.1% |
0.0017 |
0.2% |
5% |
False |
False |
51 |
| 60 |
0.9896 |
0.9178 |
0.0718 |
7.8% |
0.0012 |
0.1% |
4% |
False |
False |
40 |
| 80 |
0.9921 |
0.9178 |
0.0743 |
8.1% |
0.0012 |
0.1% |
4% |
False |
False |
31 |
| 100 |
0.9921 |
0.9178 |
0.0743 |
8.1% |
0.0010 |
0.1% |
4% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9368 |
|
2.618 |
0.9311 |
|
1.618 |
0.9276 |
|
1.000 |
0.9254 |
|
0.618 |
0.9241 |
|
HIGH |
0.9219 |
|
0.618 |
0.9206 |
|
0.500 |
0.9202 |
|
0.382 |
0.9197 |
|
LOW |
0.9184 |
|
0.618 |
0.9162 |
|
1.000 |
0.9149 |
|
1.618 |
0.9127 |
|
2.618 |
0.9092 |
|
4.250 |
0.9035 |
|
|
| Fisher Pivots for day following 22-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9206 |
0.9212 |
| PP |
0.9204 |
0.9211 |
| S1 |
0.9202 |
0.9209 |
|