CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 13-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9286 |
0.9308 |
0.0022 |
0.2% |
0.9137 |
| High |
0.9300 |
0.9385 |
0.0085 |
0.9% |
0.9309 |
| Low |
0.9271 |
0.9308 |
0.0037 |
0.4% |
0.9137 |
| Close |
0.9289 |
0.9320 |
0.0031 |
0.3% |
0.9289 |
| Range |
0.0029 |
0.0077 |
0.0048 |
165.5% |
0.0172 |
| ATR |
0.0057 |
0.0060 |
0.0003 |
4.8% |
0.0000 |
| Volume |
368 |
64 |
-304 |
-82.6% |
876 |
|
| Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9569 |
0.9521 |
0.9362 |
|
| R3 |
0.9492 |
0.9444 |
0.9341 |
|
| R2 |
0.9415 |
0.9415 |
0.9334 |
|
| R1 |
0.9367 |
0.9367 |
0.9327 |
0.9391 |
| PP |
0.9338 |
0.9338 |
0.9338 |
0.9350 |
| S1 |
0.9290 |
0.9290 |
0.9313 |
0.9314 |
| S2 |
0.9261 |
0.9261 |
0.9306 |
|
| S3 |
0.9184 |
0.9213 |
0.9299 |
|
| S4 |
0.9107 |
0.9136 |
0.9278 |
|
|
| 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 |
0.9385 |
0.9208 |
0.0177 |
1.9% |
0.0056 |
0.6% |
63% |
True |
False |
158 |
| 10 |
0.9385 |
0.9103 |
0.0282 |
3.0% |
0.0068 |
0.7% |
77% |
True |
False |
206 |
| 20 |
0.9385 |
0.9103 |
0.0282 |
3.0% |
0.0059 |
0.6% |
77% |
True |
False |
203 |
| 40 |
0.9765 |
0.9103 |
0.0662 |
7.1% |
0.0038 |
0.4% |
33% |
False |
False |
113 |
| 60 |
0.9886 |
0.9103 |
0.0783 |
8.4% |
0.0027 |
0.3% |
28% |
False |
False |
81 |
| 80 |
0.9921 |
0.9103 |
0.0818 |
8.8% |
0.0022 |
0.2% |
27% |
False |
False |
65 |
| 100 |
0.9921 |
0.9103 |
0.0818 |
8.8% |
0.0019 |
0.2% |
27% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9712 |
|
2.618 |
0.9587 |
|
1.618 |
0.9510 |
|
1.000 |
0.9462 |
|
0.618 |
0.9433 |
|
HIGH |
0.9385 |
|
0.618 |
0.9356 |
|
0.500 |
0.9347 |
|
0.382 |
0.9337 |
|
LOW |
0.9308 |
|
0.618 |
0.9260 |
|
1.000 |
0.9231 |
|
1.618 |
0.9183 |
|
2.618 |
0.9106 |
|
4.250 |
0.8981 |
|
|
| Fisher Pivots for day following 13-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9347 |
0.9326 |
| PP |
0.9338 |
0.9324 |
| S1 |
0.9329 |
0.9322 |
|