CME Japanese Yen Future March 2015
Trading Metrics calculated at close of trading on 01-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
0.9156 |
0.9116 |
-0.0040 |
-0.4% |
0.9219 |
High |
0.9169 |
0.9194 |
0.0025 |
0.3% |
0.9244 |
Low |
0.9126 |
0.9103 |
-0.0023 |
-0.3% |
0.9144 |
Close |
0.9130 |
0.9175 |
0.0045 |
0.5% |
0.9161 |
Range |
0.0043 |
0.0091 |
0.0048 |
111.6% |
0.0100 |
ATR |
0.0044 |
0.0048 |
0.0003 |
7.5% |
0.0000 |
Volume |
503 |
107 |
-396 |
-78.7% |
366 |
|
Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9430 |
0.9394 |
0.9225 |
|
R3 |
0.9339 |
0.9303 |
0.9200 |
|
R2 |
0.9248 |
0.9248 |
0.9192 |
|
R1 |
0.9212 |
0.9212 |
0.9183 |
0.9230 |
PP |
0.9157 |
0.9157 |
0.9157 |
0.9167 |
S1 |
0.9121 |
0.9121 |
0.9167 |
0.9139 |
S2 |
0.9066 |
0.9066 |
0.9158 |
|
S3 |
0.8975 |
0.9030 |
0.9150 |
|
S4 |
0.8884 |
0.8939 |
0.9125 |
|
|
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 |
0.9103 |
0.0128 |
1.4% |
0.0065 |
0.7% |
56% |
False |
True |
250 |
10 |
0.9246 |
0.9103 |
0.0143 |
1.6% |
0.0053 |
0.6% |
50% |
False |
True |
245 |
20 |
0.9548 |
0.9103 |
0.0445 |
4.9% |
0.0042 |
0.5% |
16% |
False |
True |
147 |
40 |
0.9836 |
0.9103 |
0.0733 |
8.0% |
0.0026 |
0.3% |
10% |
False |
True |
84 |
60 |
0.9896 |
0.9103 |
0.0793 |
8.6% |
0.0018 |
0.2% |
9% |
False |
True |
59 |
80 |
0.9921 |
0.9103 |
0.0818 |
8.9% |
0.0016 |
0.2% |
9% |
False |
True |
47 |
100 |
0.9921 |
0.9103 |
0.0818 |
8.9% |
0.0014 |
0.2% |
9% |
False |
True |
38 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9581 |
2.618 |
0.9432 |
1.618 |
0.9341 |
1.000 |
0.9285 |
0.618 |
0.9250 |
HIGH |
0.9194 |
0.618 |
0.9159 |
0.500 |
0.9149 |
0.382 |
0.9138 |
LOW |
0.9103 |
0.618 |
0.9047 |
1.000 |
0.9012 |
1.618 |
0.8956 |
2.618 |
0.8865 |
4.250 |
0.8716 |
|
|
Fisher Pivots for day following 01-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9166 |
0.9166 |
PP |
0.9157 |
0.9157 |
S1 |
0.9149 |
0.9149 |
|