CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 09-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9285 |
0.9280 |
-0.0005 |
-0.1% |
0.9159 |
| High |
0.9285 |
0.9309 |
0.0024 |
0.3% |
0.9267 |
| Low |
0.9229 |
0.9266 |
0.0037 |
0.4% |
0.9103 |
| Close |
0.9261 |
0.9293 |
0.0032 |
0.3% |
0.9117 |
| Range |
0.0056 |
0.0043 |
-0.0013 |
-23.2% |
0.0164 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
114 |
128 |
14 |
12.3% |
1,538 |
|
| Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9418 |
0.9399 |
0.9317 |
|
| R3 |
0.9375 |
0.9356 |
0.9305 |
|
| R2 |
0.9332 |
0.9332 |
0.9301 |
|
| R1 |
0.9313 |
0.9313 |
0.9297 |
0.9323 |
| PP |
0.9289 |
0.9289 |
0.9289 |
0.9294 |
| S1 |
0.9270 |
0.9270 |
0.9289 |
0.9280 |
| S2 |
0.9246 |
0.9246 |
0.9285 |
|
| S3 |
0.9203 |
0.9227 |
0.9281 |
|
| S4 |
0.9160 |
0.9184 |
0.9269 |
|
|
| 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 |
0.9309 |
0.9117 |
0.0192 |
2.1% |
0.0071 |
0.8% |
92% |
True |
False |
167 |
| 10 |
0.9309 |
0.9103 |
0.0206 |
2.2% |
0.0070 |
0.8% |
92% |
True |
False |
213 |
| 20 |
0.9371 |
0.9103 |
0.0268 |
2.9% |
0.0056 |
0.6% |
71% |
False |
False |
184 |
| 40 |
0.9790 |
0.9103 |
0.0687 |
7.4% |
0.0036 |
0.4% |
28% |
False |
False |
102 |
| 60 |
0.9892 |
0.9103 |
0.0789 |
8.5% |
0.0026 |
0.3% |
24% |
False |
False |
74 |
| 80 |
0.9921 |
0.9103 |
0.0818 |
8.8% |
0.0021 |
0.2% |
23% |
False |
False |
60 |
| 100 |
0.9921 |
0.9103 |
0.0818 |
8.8% |
0.0018 |
0.2% |
23% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9492 |
|
2.618 |
0.9422 |
|
1.618 |
0.9379 |
|
1.000 |
0.9352 |
|
0.618 |
0.9336 |
|
HIGH |
0.9309 |
|
0.618 |
0.9293 |
|
0.500 |
0.9288 |
|
0.382 |
0.9282 |
|
LOW |
0.9266 |
|
0.618 |
0.9239 |
|
1.000 |
0.9223 |
|
1.618 |
0.9196 |
|
2.618 |
0.9153 |
|
4.250 |
0.9083 |
|
|
| Fisher Pivots for day following 09-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9291 |
0.9282 |
| PP |
0.9289 |
0.9270 |
| S1 |
0.9288 |
0.9259 |
|