CME Japanese Yen Future March 2015
Trading Metrics calculated at close of trading on 30-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2014 |
30-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.9159 |
0.9156 |
-0.0003 |
0.0% |
0.9219 |
High |
0.9177 |
0.9169 |
-0.0008 |
-0.1% |
0.9244 |
Low |
0.9132 |
0.9126 |
-0.0006 |
-0.1% |
0.9144 |
Close |
0.9154 |
0.9130 |
-0.0024 |
-0.3% |
0.9161 |
Range |
0.0045 |
0.0043 |
-0.0002 |
-4.4% |
0.0100 |
ATR |
0.0045 |
0.0044 |
0.0000 |
-0.3% |
0.0000 |
Volume |
409 |
503 |
94 |
23.0% |
366 |
|
Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9271 |
0.9243 |
0.9154 |
|
R3 |
0.9228 |
0.9200 |
0.9142 |
|
R2 |
0.9185 |
0.9185 |
0.9138 |
|
R1 |
0.9157 |
0.9157 |
0.9134 |
0.9150 |
PP |
0.9142 |
0.9142 |
0.9142 |
0.9138 |
S1 |
0.9114 |
0.9114 |
0.9126 |
0.9107 |
S2 |
0.9099 |
0.9099 |
0.9122 |
|
S3 |
0.9056 |
0.9071 |
0.9118 |
|
S4 |
0.9013 |
0.9028 |
0.9106 |
|
|
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 |
0.9231 |
0.9126 |
0.0105 |
1.2% |
0.0054 |
0.6% |
4% |
False |
True |
236 |
10 |
0.9331 |
0.9126 |
0.0205 |
2.2% |
0.0052 |
0.6% |
2% |
False |
True |
250 |
20 |
0.9555 |
0.9126 |
0.0429 |
4.7% |
0.0038 |
0.4% |
1% |
False |
True |
142 |
40 |
0.9836 |
0.9126 |
0.0710 |
7.8% |
0.0024 |
0.3% |
1% |
False |
True |
81 |
60 |
0.9896 |
0.9126 |
0.0770 |
8.4% |
0.0017 |
0.2% |
1% |
False |
True |
58 |
80 |
0.9921 |
0.9126 |
0.0795 |
8.7% |
0.0015 |
0.2% |
1% |
False |
True |
46 |
100 |
0.9921 |
0.9126 |
0.0795 |
8.7% |
0.0013 |
0.1% |
1% |
False |
True |
38 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9352 |
2.618 |
0.9282 |
1.618 |
0.9239 |
1.000 |
0.9212 |
0.618 |
0.9196 |
HIGH |
0.9169 |
0.618 |
0.9153 |
0.500 |
0.9148 |
0.382 |
0.9142 |
LOW |
0.9126 |
0.618 |
0.9099 |
1.000 |
0.9083 |
1.618 |
0.9056 |
2.618 |
0.9013 |
4.250 |
0.8943 |
|
|
Fisher Pivots for day following 30-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9148 |
0.9177 |
PP |
0.9142 |
0.9161 |
S1 |
0.9136 |
0.9146 |
|