CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 02-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2014 |
02-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9116 |
0.9186 |
0.0070 |
0.8% |
0.9219 |
| High |
0.9194 |
0.9267 |
0.0073 |
0.8% |
0.9244 |
| Low |
0.9103 |
0.9186 |
0.0083 |
0.9% |
0.9144 |
| Close |
0.9175 |
0.9239 |
0.0064 |
0.7% |
0.9161 |
| Range |
0.0091 |
0.0081 |
-0.0010 |
-11.0% |
0.0100 |
| ATR |
0.0048 |
0.0051 |
0.0003 |
6.6% |
0.0000 |
| Volume |
107 |
188 |
81 |
75.7% |
366 |
|
| Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9474 |
0.9437 |
0.9284 |
|
| R3 |
0.9393 |
0.9356 |
0.9261 |
|
| R2 |
0.9312 |
0.9312 |
0.9254 |
|
| R1 |
0.9275 |
0.9275 |
0.9246 |
0.9294 |
| PP |
0.9231 |
0.9231 |
0.9231 |
0.9240 |
| S1 |
0.9194 |
0.9194 |
0.9232 |
0.9213 |
| S2 |
0.9150 |
0.9150 |
0.9224 |
|
| S3 |
0.9069 |
0.9113 |
0.9217 |
|
| S4 |
0.8988 |
0.9032 |
0.9194 |
|
|
| 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 |
0.9267 |
0.9103 |
0.0164 |
1.8% |
0.0069 |
0.7% |
83% |
True |
False |
259 |
| 10 |
0.9267 |
0.9103 |
0.0164 |
1.8% |
0.0057 |
0.6% |
83% |
True |
False |
210 |
| 20 |
0.9534 |
0.9103 |
0.0431 |
4.7% |
0.0044 |
0.5% |
32% |
False |
False |
156 |
| 40 |
0.9819 |
0.9103 |
0.0716 |
7.7% |
0.0028 |
0.3% |
19% |
False |
False |
88 |
| 60 |
0.9896 |
0.9103 |
0.0793 |
8.6% |
0.0020 |
0.2% |
17% |
False |
False |
61 |
| 80 |
0.9921 |
0.9103 |
0.0818 |
8.9% |
0.0017 |
0.2% |
17% |
False |
False |
49 |
| 100 |
0.9921 |
0.9103 |
0.0818 |
8.9% |
0.0015 |
0.2% |
17% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9611 |
|
2.618 |
0.9479 |
|
1.618 |
0.9398 |
|
1.000 |
0.9348 |
|
0.618 |
0.9317 |
|
HIGH |
0.9267 |
|
0.618 |
0.9236 |
|
0.500 |
0.9227 |
|
0.382 |
0.9217 |
|
LOW |
0.9186 |
|
0.618 |
0.9136 |
|
1.000 |
0.9105 |
|
1.618 |
0.9055 |
|
2.618 |
0.8974 |
|
4.250 |
0.8842 |
|
|
| Fisher Pivots for day following 02-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9235 |
0.9221 |
| PP |
0.9231 |
0.9203 |
| S1 |
0.9227 |
0.9185 |
|