CME Japanese Yen Future March 2015
Trading Metrics calculated at close of trading on 26-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.9178 |
0.9227 |
0.0049 |
0.5% |
0.9219 |
High |
0.9231 |
0.9227 |
-0.0004 |
0.0% |
0.9244 |
Low |
0.9170 |
0.9144 |
-0.0026 |
-0.3% |
0.9144 |
Close |
0.9218 |
0.9161 |
-0.0057 |
-0.6% |
0.9161 |
Range |
0.0061 |
0.0083 |
0.0022 |
36.1% |
0.0100 |
ATR |
0.0042 |
0.0045 |
0.0003 |
7.1% |
0.0000 |
Volume |
146 |
88 |
-58 |
-39.7% |
366 |
|
Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9426 |
0.9377 |
0.9207 |
|
R3 |
0.9343 |
0.9294 |
0.9184 |
|
R2 |
0.9260 |
0.9260 |
0.9176 |
|
R1 |
0.9211 |
0.9211 |
0.9169 |
0.9194 |
PP |
0.9177 |
0.9177 |
0.9177 |
0.9169 |
S1 |
0.9128 |
0.9128 |
0.9153 |
0.9111 |
S2 |
0.9094 |
0.9094 |
0.9146 |
|
S3 |
0.9011 |
0.9045 |
0.9138 |
|
S4 |
0.8928 |
0.8962 |
0.9115 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9483 |
0.9422 |
0.9216 |
|
R3 |
0.9383 |
0.9322 |
0.9189 |
|
R2 |
0.9283 |
0.9283 |
0.9179 |
|
R1 |
0.9222 |
0.9222 |
0.9170 |
0.9203 |
PP |
0.9183 |
0.9183 |
0.9183 |
0.9173 |
S1 |
0.9122 |
0.9122 |
0.9152 |
0.9103 |
S2 |
0.9083 |
0.9083 |
0.9143 |
|
S3 |
0.8983 |
0.9022 |
0.9134 |
|
S4 |
0.8883 |
0.8922 |
0.9106 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9244 |
0.9144 |
0.0100 |
1.1% |
0.0053 |
0.6% |
17% |
False |
True |
73 |
10 |
0.9371 |
0.9144 |
0.0227 |
2.5% |
0.0049 |
0.5% |
7% |
False |
True |
163 |
20 |
0.9621 |
0.9144 |
0.0477 |
5.2% |
0.0035 |
0.4% |
4% |
False |
True |
97 |
40 |
0.9836 |
0.9144 |
0.0692 |
7.6% |
0.0022 |
0.2% |
2% |
False |
True |
59 |
60 |
0.9896 |
0.9144 |
0.0752 |
8.2% |
0.0016 |
0.2% |
2% |
False |
True |
45 |
80 |
0.9921 |
0.9144 |
0.0777 |
8.5% |
0.0014 |
0.2% |
2% |
False |
True |
35 |
100 |
0.9921 |
0.9144 |
0.0777 |
8.5% |
0.0012 |
0.1% |
2% |
False |
True |
29 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9580 |
2.618 |
0.9444 |
1.618 |
0.9361 |
1.000 |
0.9310 |
0.618 |
0.9278 |
HIGH |
0.9227 |
0.618 |
0.9195 |
0.500 |
0.9186 |
0.382 |
0.9176 |
LOW |
0.9144 |
0.618 |
0.9093 |
1.000 |
0.9061 |
1.618 |
0.9010 |
2.618 |
0.8927 |
4.250 |
0.8791 |
|
|
Fisher Pivots for day following 26-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9186 |
0.9188 |
PP |
0.9177 |
0.9179 |
S1 |
0.9169 |
0.9170 |
|