CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 03-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2014 |
03-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9186 |
0.9226 |
0.0040 |
0.4% |
0.9159 |
| High |
0.9267 |
0.9226 |
-0.0041 |
-0.4% |
0.9267 |
| Low |
0.9186 |
0.9117 |
-0.0069 |
-0.8% |
0.9103 |
| Close |
0.9239 |
0.9117 |
-0.0122 |
-1.3% |
0.9117 |
| Range |
0.0081 |
0.0109 |
0.0028 |
34.6% |
0.0164 |
| ATR |
0.0051 |
0.0056 |
0.0005 |
10.0% |
0.0000 |
| Volume |
188 |
331 |
143 |
76.1% |
1,538 |
|
| Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9480 |
0.9408 |
0.9177 |
|
| R3 |
0.9371 |
0.9299 |
0.9147 |
|
| R2 |
0.9262 |
0.9262 |
0.9137 |
|
| R1 |
0.9190 |
0.9190 |
0.9127 |
0.9172 |
| PP |
0.9153 |
0.9153 |
0.9153 |
0.9144 |
| S1 |
0.9081 |
0.9081 |
0.9107 |
0.9063 |
| S2 |
0.9044 |
0.9044 |
0.9097 |
|
| S3 |
0.8935 |
0.8972 |
0.9087 |
|
| S4 |
0.8826 |
0.8863 |
0.9057 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9654 |
0.9550 |
0.9207 |
|
| R3 |
0.9490 |
0.9386 |
0.9162 |
|
| R2 |
0.9326 |
0.9326 |
0.9147 |
|
| R1 |
0.9222 |
0.9222 |
0.9132 |
0.9192 |
| PP |
0.9162 |
0.9162 |
0.9162 |
0.9148 |
| S1 |
0.9058 |
0.9058 |
0.9102 |
0.9028 |
| S2 |
0.8998 |
0.8998 |
0.9087 |
|
| S3 |
0.8834 |
0.8894 |
0.9072 |
|
| S4 |
0.8670 |
0.8730 |
0.9027 |
|
|
| 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% |
0.0074 |
0.8% |
9% |
False |
False |
307 |
| 10 |
0.9267 |
0.9103 |
0.0164 |
1.8% |
0.0064 |
0.7% |
9% |
False |
False |
190 |
| 20 |
0.9505 |
0.9103 |
0.0402 |
4.4% |
0.0050 |
0.5% |
3% |
False |
False |
172 |
| 40 |
0.9819 |
0.9103 |
0.0716 |
7.9% |
0.0031 |
0.3% |
2% |
False |
False |
95 |
| 60 |
0.9892 |
0.9103 |
0.0789 |
8.7% |
0.0022 |
0.2% |
2% |
False |
False |
66 |
| 80 |
0.9921 |
0.9103 |
0.0818 |
9.0% |
0.0019 |
0.2% |
2% |
False |
False |
54 |
| 100 |
0.9921 |
0.9103 |
0.0818 |
9.0% |
0.0016 |
0.2% |
2% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9689 |
|
2.618 |
0.9511 |
|
1.618 |
0.9402 |
|
1.000 |
0.9335 |
|
0.618 |
0.9293 |
|
HIGH |
0.9226 |
|
0.618 |
0.9184 |
|
0.500 |
0.9172 |
|
0.382 |
0.9159 |
|
LOW |
0.9117 |
|
0.618 |
0.9050 |
|
1.000 |
0.9008 |
|
1.618 |
0.8941 |
|
2.618 |
0.8832 |
|
4.250 |
0.8654 |
|
|
| Fisher Pivots for day following 03-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9172 |
0.9185 |
| PP |
0.9153 |
0.9162 |
| S1 |
0.9135 |
0.9140 |
|