CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 06-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2014 |
06-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9226 |
0.9137 |
-0.0089 |
-1.0% |
0.9159 |
| High |
0.9226 |
0.9206 |
-0.0020 |
-0.2% |
0.9267 |
| Low |
0.9117 |
0.9137 |
0.0020 |
0.2% |
0.9103 |
| Close |
0.9117 |
0.9191 |
0.0074 |
0.8% |
0.9117 |
| Range |
0.0109 |
0.0069 |
-0.0040 |
-36.7% |
0.0164 |
| ATR |
0.0056 |
0.0058 |
0.0002 |
4.2% |
0.0000 |
| Volume |
331 |
148 |
-183 |
-55.3% |
1,538 |
|
| Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9385 |
0.9357 |
0.9229 |
|
| R3 |
0.9316 |
0.9288 |
0.9210 |
|
| R2 |
0.9247 |
0.9247 |
0.9204 |
|
| R1 |
0.9219 |
0.9219 |
0.9197 |
0.9233 |
| PP |
0.9178 |
0.9178 |
0.9178 |
0.9185 |
| S1 |
0.9150 |
0.9150 |
0.9185 |
0.9164 |
| S2 |
0.9109 |
0.9109 |
0.9178 |
|
| S3 |
0.9040 |
0.9081 |
0.9172 |
|
| S4 |
0.8971 |
0.9012 |
0.9153 |
|
|
| 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% |
0.0079 |
0.9% |
54% |
False |
False |
255 |
| 10 |
0.9267 |
0.9103 |
0.0164 |
1.8% |
0.0067 |
0.7% |
54% |
False |
False |
200 |
| 20 |
0.9430 |
0.9103 |
0.0327 |
3.6% |
0.0051 |
0.6% |
27% |
False |
False |
179 |
| 40 |
0.9805 |
0.9103 |
0.0702 |
7.6% |
0.0033 |
0.4% |
13% |
False |
False |
97 |
| 60 |
0.9892 |
0.9103 |
0.0789 |
8.6% |
0.0023 |
0.2% |
11% |
False |
False |
68 |
| 80 |
0.9921 |
0.9103 |
0.0818 |
8.9% |
0.0019 |
0.2% |
11% |
False |
False |
55 |
| 100 |
0.9921 |
0.9103 |
0.0818 |
8.9% |
0.0017 |
0.2% |
11% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9499 |
|
2.618 |
0.9387 |
|
1.618 |
0.9318 |
|
1.000 |
0.9275 |
|
0.618 |
0.9249 |
|
HIGH |
0.9206 |
|
0.618 |
0.9180 |
|
0.500 |
0.9172 |
|
0.382 |
0.9163 |
|
LOW |
0.9137 |
|
0.618 |
0.9094 |
|
1.000 |
0.9068 |
|
1.618 |
0.9025 |
|
2.618 |
0.8956 |
|
4.250 |
0.8844 |
|
|
| Fisher Pivots for day following 06-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9185 |
0.9192 |
| PP |
0.9178 |
0.9192 |
| S1 |
0.9172 |
0.9191 |
|