CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 10-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9280 |
0.9286 |
0.0006 |
0.1% |
0.9137 |
| High |
0.9309 |
0.9300 |
-0.0009 |
-0.1% |
0.9309 |
| Low |
0.9266 |
0.9271 |
0.0005 |
0.1% |
0.9137 |
| Close |
0.9293 |
0.9289 |
-0.0004 |
0.0% |
0.9289 |
| Range |
0.0043 |
0.0029 |
-0.0014 |
-32.6% |
0.0172 |
| ATR |
0.0060 |
0.0057 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
128 |
368 |
240 |
187.5% |
876 |
|
| Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9374 |
0.9360 |
0.9305 |
|
| R3 |
0.9345 |
0.9331 |
0.9297 |
|
| R2 |
0.9316 |
0.9316 |
0.9294 |
|
| R1 |
0.9302 |
0.9302 |
0.9292 |
0.9309 |
| PP |
0.9287 |
0.9287 |
0.9287 |
0.9290 |
| S1 |
0.9273 |
0.9273 |
0.9286 |
0.9280 |
| S2 |
0.9258 |
0.9258 |
0.9284 |
|
| S3 |
0.9229 |
0.9244 |
0.9281 |
|
| S4 |
0.9200 |
0.9215 |
0.9273 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9761 |
0.9697 |
0.9384 |
|
| R3 |
0.9589 |
0.9525 |
0.9336 |
|
| R2 |
0.9417 |
0.9417 |
0.9321 |
|
| R1 |
0.9353 |
0.9353 |
0.9305 |
0.9385 |
| PP |
0.9245 |
0.9245 |
0.9245 |
0.9261 |
| S1 |
0.9181 |
0.9181 |
0.9273 |
0.9213 |
| S2 |
0.9073 |
0.9073 |
0.9257 |
|
| S3 |
0.8901 |
0.9009 |
0.9242 |
|
| S4 |
0.8729 |
0.8837 |
0.9194 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9309 |
0.9137 |
0.0172 |
1.9% |
0.0055 |
0.6% |
88% |
False |
False |
175 |
| 10 |
0.9309 |
0.9103 |
0.0206 |
2.2% |
0.0064 |
0.7% |
90% |
False |
False |
241 |
| 20 |
0.9371 |
0.9103 |
0.0268 |
2.9% |
0.0057 |
0.6% |
69% |
False |
False |
202 |
| 40 |
0.9790 |
0.9103 |
0.0687 |
7.4% |
0.0037 |
0.4% |
27% |
False |
False |
111 |
| 60 |
0.9887 |
0.9103 |
0.0784 |
8.4% |
0.0026 |
0.3% |
24% |
False |
False |
80 |
| 80 |
0.9921 |
0.9103 |
0.0818 |
8.8% |
0.0021 |
0.2% |
23% |
False |
False |
64 |
| 100 |
0.9921 |
0.9103 |
0.0818 |
8.8% |
0.0019 |
0.2% |
23% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9423 |
|
2.618 |
0.9376 |
|
1.618 |
0.9347 |
|
1.000 |
0.9329 |
|
0.618 |
0.9318 |
|
HIGH |
0.9300 |
|
0.618 |
0.9289 |
|
0.500 |
0.9286 |
|
0.382 |
0.9282 |
|
LOW |
0.9271 |
|
0.618 |
0.9253 |
|
1.000 |
0.9242 |
|
1.618 |
0.9224 |
|
2.618 |
0.9195 |
|
4.250 |
0.9148 |
|
|
| Fisher Pivots for day following 10-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9288 |
0.9282 |
| PP |
0.9287 |
0.9276 |
| S1 |
0.9286 |
0.9269 |
|