CME Japanese Yen Future March 2015
Trading Metrics calculated at close of trading on 25-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2014 |
25-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.9218 |
0.9178 |
-0.0040 |
-0.4% |
0.9336 |
High |
0.9231 |
0.9231 |
0.0000 |
0.0% |
0.9371 |
Low |
0.9192 |
0.9170 |
-0.0022 |
-0.2% |
0.9178 |
Close |
0.9194 |
0.9218 |
0.0024 |
0.3% |
0.9199 |
Range |
0.0039 |
0.0061 |
0.0022 |
56.4% |
0.0193 |
ATR |
0.0040 |
0.0042 |
0.0001 |
3.7% |
0.0000 |
Volume |
35 |
146 |
111 |
317.1% |
1,272 |
|
Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9389 |
0.9365 |
0.9252 |
|
R3 |
0.9328 |
0.9304 |
0.9235 |
|
R2 |
0.9267 |
0.9267 |
0.9229 |
|
R1 |
0.9243 |
0.9243 |
0.9224 |
0.9255 |
PP |
0.9206 |
0.9206 |
0.9206 |
0.9213 |
S1 |
0.9182 |
0.9182 |
0.9212 |
0.9194 |
S2 |
0.9145 |
0.9145 |
0.9207 |
|
S3 |
0.9084 |
0.9121 |
0.9201 |
|
S4 |
0.9023 |
0.9060 |
0.9184 |
|
|
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 |
0.9244 |
0.9170 |
0.0074 |
0.8% |
0.0046 |
0.5% |
65% |
False |
True |
161 |
10 |
0.9371 |
0.9170 |
0.0201 |
2.2% |
0.0043 |
0.5% |
24% |
False |
True |
156 |
20 |
0.9663 |
0.9170 |
0.0493 |
5.3% |
0.0032 |
0.3% |
10% |
False |
True |
92 |
40 |
0.9836 |
0.9170 |
0.0666 |
7.2% |
0.0020 |
0.2% |
7% |
False |
True |
57 |
60 |
0.9896 |
0.9170 |
0.0726 |
7.9% |
0.0015 |
0.2% |
7% |
False |
True |
43 |
80 |
0.9921 |
0.9170 |
0.0751 |
8.1% |
0.0013 |
0.1% |
6% |
False |
True |
34 |
100 |
0.9921 |
0.9170 |
0.0751 |
8.1% |
0.0011 |
0.1% |
6% |
False |
True |
28 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9490 |
2.618 |
0.9391 |
1.618 |
0.9330 |
1.000 |
0.9292 |
0.618 |
0.9269 |
HIGH |
0.9231 |
0.618 |
0.9208 |
0.500 |
0.9201 |
0.382 |
0.9193 |
LOW |
0.9170 |
0.618 |
0.9132 |
1.000 |
0.9109 |
1.618 |
0.9071 |
2.618 |
0.9010 |
4.250 |
0.8911 |
|
|
Fisher Pivots for day following 25-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9212 |
0.9214 |
PP |
0.9206 |
0.9211 |
S1 |
0.9201 |
0.9207 |
|