CME Japanese Yen Future March 2015
Trading Metrics calculated at close of trading on 29-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.9227 |
0.9159 |
-0.0068 |
-0.7% |
0.9219 |
High |
0.9227 |
0.9177 |
-0.0050 |
-0.5% |
0.9244 |
Low |
0.9144 |
0.9132 |
-0.0012 |
-0.1% |
0.9144 |
Close |
0.9161 |
0.9154 |
-0.0007 |
-0.1% |
0.9161 |
Range |
0.0083 |
0.0045 |
-0.0038 |
-45.8% |
0.0100 |
ATR |
0.0045 |
0.0045 |
0.0000 |
0.1% |
0.0000 |
Volume |
88 |
409 |
321 |
364.8% |
366 |
|
Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9289 |
0.9267 |
0.9179 |
|
R3 |
0.9244 |
0.9222 |
0.9166 |
|
R2 |
0.9199 |
0.9199 |
0.9162 |
|
R1 |
0.9177 |
0.9177 |
0.9158 |
0.9166 |
PP |
0.9154 |
0.9154 |
0.9154 |
0.9149 |
S1 |
0.9132 |
0.9132 |
0.9150 |
0.9121 |
S2 |
0.9109 |
0.9109 |
0.9146 |
|
S3 |
0.9064 |
0.9087 |
0.9142 |
|
S4 |
0.9019 |
0.9042 |
0.9129 |
|
|
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 |
0.9132 |
0.0112 |
1.2% |
0.0055 |
0.6% |
20% |
False |
True |
145 |
10 |
0.9371 |
0.9132 |
0.0239 |
2.6% |
0.0051 |
0.6% |
9% |
False |
True |
200 |
20 |
0.9555 |
0.9132 |
0.0423 |
4.6% |
0.0037 |
0.4% |
5% |
False |
True |
117 |
40 |
0.9836 |
0.9132 |
0.0704 |
7.7% |
0.0023 |
0.3% |
3% |
False |
True |
69 |
60 |
0.9896 |
0.9132 |
0.0764 |
8.3% |
0.0016 |
0.2% |
3% |
False |
True |
51 |
80 |
0.9921 |
0.9132 |
0.0789 |
8.6% |
0.0015 |
0.2% |
3% |
False |
True |
40 |
100 |
0.9921 |
0.9132 |
0.0789 |
8.6% |
0.0013 |
0.1% |
3% |
False |
True |
33 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9368 |
2.618 |
0.9295 |
1.618 |
0.9250 |
1.000 |
0.9222 |
0.618 |
0.9205 |
HIGH |
0.9177 |
0.618 |
0.9160 |
0.500 |
0.9155 |
0.382 |
0.9149 |
LOW |
0.9132 |
0.618 |
0.9104 |
1.000 |
0.9087 |
1.618 |
0.9059 |
2.618 |
0.9014 |
4.250 |
0.8941 |
|
|
Fisher Pivots for day following 29-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9155 |
0.9182 |
PP |
0.9154 |
0.9172 |
S1 |
0.9154 |
0.9163 |
|