CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 15-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9347 |
0.9346 |
-0.0001 |
0.0% |
0.9137 |
| High |
0.9383 |
0.9513 |
0.0130 |
1.4% |
0.9309 |
| Low |
0.9338 |
0.9326 |
-0.0012 |
-0.1% |
0.9137 |
| Close |
0.9365 |
0.9447 |
0.0082 |
0.9% |
0.9289 |
| Range |
0.0045 |
0.0187 |
0.0142 |
315.6% |
0.0172 |
| ATR |
0.0060 |
0.0069 |
0.0009 |
15.0% |
0.0000 |
| Volume |
165 |
77 |
-88 |
-53.3% |
876 |
|
| Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9990 |
0.9905 |
0.9550 |
|
| R3 |
0.9803 |
0.9718 |
0.9498 |
|
| R2 |
0.9616 |
0.9616 |
0.9481 |
|
| R1 |
0.9531 |
0.9531 |
0.9464 |
0.9574 |
| PP |
0.9429 |
0.9429 |
0.9429 |
0.9450 |
| S1 |
0.9344 |
0.9344 |
0.9430 |
0.9387 |
| S2 |
0.9242 |
0.9242 |
0.9413 |
|
| S3 |
0.9055 |
0.9157 |
0.9396 |
|
| S4 |
0.8868 |
0.8970 |
0.9344 |
|
|
| 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 |
0.9513 |
0.9266 |
0.0247 |
2.6% |
0.0076 |
0.8% |
73% |
True |
False |
160 |
| 10 |
0.9513 |
0.9117 |
0.0396 |
4.2% |
0.0077 |
0.8% |
83% |
True |
False |
170 |
| 20 |
0.9513 |
0.9103 |
0.0410 |
4.3% |
0.0065 |
0.7% |
84% |
True |
False |
208 |
| 40 |
0.9692 |
0.9103 |
0.0589 |
6.2% |
0.0043 |
0.5% |
58% |
False |
False |
118 |
| 60 |
0.9867 |
0.9103 |
0.0764 |
8.1% |
0.0031 |
0.3% |
45% |
False |
False |
84 |
| 80 |
0.9921 |
0.9103 |
0.0818 |
8.7% |
0.0025 |
0.3% |
42% |
False |
False |
68 |
| 100 |
0.9921 |
0.9103 |
0.0818 |
8.7% |
0.0022 |
0.2% |
42% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0308 |
|
2.618 |
1.0003 |
|
1.618 |
0.9816 |
|
1.000 |
0.9700 |
|
0.618 |
0.9629 |
|
HIGH |
0.9513 |
|
0.618 |
0.9442 |
|
0.500 |
0.9420 |
|
0.382 |
0.9397 |
|
LOW |
0.9326 |
|
0.618 |
0.9210 |
|
1.000 |
0.9139 |
|
1.618 |
0.9023 |
|
2.618 |
0.8836 |
|
4.250 |
0.8531 |
|
|
| Fisher Pivots for day following 15-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9438 |
0.9435 |
| PP |
0.9429 |
0.9423 |
| S1 |
0.9420 |
0.9411 |
|