CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 07-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2014 |
07-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9137 |
0.9208 |
0.0071 |
0.8% |
0.9159 |
| High |
0.9206 |
0.9285 |
0.0079 |
0.9% |
0.9267 |
| Low |
0.9137 |
0.9208 |
0.0071 |
0.8% |
0.9103 |
| Close |
0.9191 |
0.9269 |
0.0078 |
0.8% |
0.9117 |
| Range |
0.0069 |
0.0077 |
0.0008 |
11.6% |
0.0164 |
| ATR |
0.0058 |
0.0061 |
0.0003 |
4.4% |
0.0000 |
| Volume |
148 |
118 |
-30 |
-20.3% |
1,538 |
|
| Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9485 |
0.9454 |
0.9311 |
|
| R3 |
0.9408 |
0.9377 |
0.9290 |
|
| R2 |
0.9331 |
0.9331 |
0.9283 |
|
| R1 |
0.9300 |
0.9300 |
0.9276 |
0.9316 |
| PP |
0.9254 |
0.9254 |
0.9254 |
0.9262 |
| S1 |
0.9223 |
0.9223 |
0.9262 |
0.9239 |
| S2 |
0.9177 |
0.9177 |
0.9255 |
|
| S3 |
0.9100 |
0.9146 |
0.9248 |
|
| S4 |
0.9023 |
0.9069 |
0.9227 |
|
|
| 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 |
0.9285 |
0.9103 |
0.0182 |
2.0% |
0.0085 |
0.9% |
91% |
True |
False |
178 |
| 10 |
0.9285 |
0.9103 |
0.0182 |
2.0% |
0.0070 |
0.8% |
91% |
True |
False |
207 |
| 20 |
0.9412 |
0.9103 |
0.0309 |
3.3% |
0.0054 |
0.6% |
54% |
False |
False |
184 |
| 40 |
0.9803 |
0.9103 |
0.0700 |
7.6% |
0.0034 |
0.4% |
24% |
False |
False |
98 |
| 60 |
0.9892 |
0.9103 |
0.0789 |
8.5% |
0.0024 |
0.3% |
21% |
False |
False |
70 |
| 80 |
0.9921 |
0.9103 |
0.0818 |
8.8% |
0.0020 |
0.2% |
20% |
False |
False |
57 |
| 100 |
0.9921 |
0.9103 |
0.0818 |
8.8% |
0.0017 |
0.2% |
20% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9612 |
|
2.618 |
0.9487 |
|
1.618 |
0.9410 |
|
1.000 |
0.9362 |
|
0.618 |
0.9333 |
|
HIGH |
0.9285 |
|
0.618 |
0.9256 |
|
0.500 |
0.9247 |
|
0.382 |
0.9237 |
|
LOW |
0.9208 |
|
0.618 |
0.9160 |
|
1.000 |
0.9131 |
|
1.618 |
0.9083 |
|
2.618 |
0.9006 |
|
4.250 |
0.8881 |
|
|
| Fisher Pivots for day following 07-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9262 |
0.9246 |
| PP |
0.9254 |
0.9224 |
| S1 |
0.9247 |
0.9201 |
|