CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 14-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9308 |
0.9347 |
0.0039 |
0.4% |
0.9137 |
| High |
0.9385 |
0.9383 |
-0.0002 |
0.0% |
0.9309 |
| Low |
0.9308 |
0.9338 |
0.0030 |
0.3% |
0.9137 |
| Close |
0.9320 |
0.9365 |
0.0045 |
0.5% |
0.9289 |
| Range |
0.0077 |
0.0045 |
-0.0032 |
-41.6% |
0.0172 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.3% |
0.0000 |
| Volume |
64 |
165 |
101 |
157.8% |
876 |
|
| Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9497 |
0.9476 |
0.9390 |
|
| R3 |
0.9452 |
0.9431 |
0.9377 |
|
| R2 |
0.9407 |
0.9407 |
0.9373 |
|
| R1 |
0.9386 |
0.9386 |
0.9369 |
0.9397 |
| PP |
0.9362 |
0.9362 |
0.9362 |
0.9367 |
| S1 |
0.9341 |
0.9341 |
0.9361 |
0.9352 |
| S2 |
0.9317 |
0.9317 |
0.9357 |
|
| S3 |
0.9272 |
0.9296 |
0.9353 |
|
| S4 |
0.9227 |
0.9251 |
0.9340 |
|
|
| 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 |
0.9229 |
0.0156 |
1.7% |
0.0050 |
0.5% |
87% |
False |
False |
167 |
| 10 |
0.9385 |
0.9103 |
0.0282 |
3.0% |
0.0068 |
0.7% |
93% |
False |
False |
173 |
| 20 |
0.9385 |
0.9103 |
0.0282 |
3.0% |
0.0060 |
0.6% |
93% |
False |
False |
211 |
| 40 |
0.9760 |
0.9103 |
0.0657 |
7.0% |
0.0039 |
0.4% |
40% |
False |
False |
116 |
| 60 |
0.9878 |
0.9103 |
0.0775 |
8.3% |
0.0028 |
0.3% |
34% |
False |
False |
83 |
| 80 |
0.9921 |
0.9103 |
0.0818 |
8.7% |
0.0023 |
0.2% |
32% |
False |
False |
67 |
| 100 |
0.9921 |
0.9103 |
0.0818 |
8.7% |
0.0020 |
0.2% |
32% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9574 |
|
2.618 |
0.9501 |
|
1.618 |
0.9456 |
|
1.000 |
0.9428 |
|
0.618 |
0.9411 |
|
HIGH |
0.9383 |
|
0.618 |
0.9366 |
|
0.500 |
0.9361 |
|
0.382 |
0.9355 |
|
LOW |
0.9338 |
|
0.618 |
0.9310 |
|
1.000 |
0.9293 |
|
1.618 |
0.9265 |
|
2.618 |
0.9220 |
|
4.250 |
0.9147 |
|
|
| Fisher Pivots for day following 14-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9364 |
0.9353 |
| PP |
0.9362 |
0.9340 |
| S1 |
0.9361 |
0.9328 |
|