CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 08-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2014 |
08-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9208 |
0.9285 |
0.0077 |
0.8% |
0.9159 |
| High |
0.9285 |
0.9285 |
0.0000 |
0.0% |
0.9267 |
| Low |
0.9208 |
0.9229 |
0.0021 |
0.2% |
0.9103 |
| Close |
0.9269 |
0.9261 |
-0.0008 |
-0.1% |
0.9117 |
| Range |
0.0077 |
0.0056 |
-0.0021 |
-27.3% |
0.0164 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
118 |
114 |
-4 |
-3.4% |
1,538 |
|
| Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9426 |
0.9400 |
0.9292 |
|
| R3 |
0.9370 |
0.9344 |
0.9276 |
|
| R2 |
0.9314 |
0.9314 |
0.9271 |
|
| R1 |
0.9288 |
0.9288 |
0.9266 |
0.9273 |
| PP |
0.9258 |
0.9258 |
0.9258 |
0.9251 |
| S1 |
0.9232 |
0.9232 |
0.9256 |
0.9217 |
| S2 |
0.9202 |
0.9202 |
0.9251 |
|
| S3 |
0.9146 |
0.9176 |
0.9246 |
|
| S4 |
0.9090 |
0.9120 |
0.9230 |
|
|
| 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 |
0.9117 |
0.0168 |
1.8% |
0.0078 |
0.8% |
86% |
True |
False |
179 |
| 10 |
0.9285 |
0.9103 |
0.0182 |
2.0% |
0.0072 |
0.8% |
87% |
True |
False |
215 |
| 20 |
0.9371 |
0.9103 |
0.0268 |
2.9% |
0.0055 |
0.6% |
59% |
False |
False |
189 |
| 40 |
0.9790 |
0.9103 |
0.0687 |
7.4% |
0.0036 |
0.4% |
23% |
False |
False |
99 |
| 60 |
0.9892 |
0.9103 |
0.0789 |
8.5% |
0.0025 |
0.3% |
20% |
False |
False |
72 |
| 80 |
0.9921 |
0.9103 |
0.0818 |
8.8% |
0.0021 |
0.2% |
19% |
False |
False |
58 |
| 100 |
0.9921 |
0.9103 |
0.0818 |
8.8% |
0.0018 |
0.2% |
19% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9523 |
|
2.618 |
0.9432 |
|
1.618 |
0.9376 |
|
1.000 |
0.9341 |
|
0.618 |
0.9320 |
|
HIGH |
0.9285 |
|
0.618 |
0.9264 |
|
0.500 |
0.9257 |
|
0.382 |
0.9250 |
|
LOW |
0.9229 |
|
0.618 |
0.9194 |
|
1.000 |
0.9173 |
|
1.618 |
0.9138 |
|
2.618 |
0.9082 |
|
4.250 |
0.8991 |
|
|
| Fisher Pivots for day following 08-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9260 |
0.9244 |
| PP |
0.9258 |
0.9228 |
| S1 |
0.9257 |
0.9211 |
|