CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 16-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9346 |
0.9443 |
0.0097 |
1.0% |
0.9137 |
| High |
0.9513 |
0.9489 |
-0.0024 |
-0.3% |
0.9309 |
| Low |
0.9326 |
0.9412 |
0.0086 |
0.9% |
0.9137 |
| Close |
0.9447 |
0.9435 |
-0.0012 |
-0.1% |
0.9289 |
| Range |
0.0187 |
0.0077 |
-0.0110 |
-58.8% |
0.0172 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
0.8% |
0.0000 |
| Volume |
77 |
268 |
191 |
248.1% |
876 |
|
| Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9676 |
0.9633 |
0.9477 |
|
| R3 |
0.9599 |
0.9556 |
0.9456 |
|
| R2 |
0.9522 |
0.9522 |
0.9449 |
|
| R1 |
0.9479 |
0.9479 |
0.9442 |
0.9462 |
| PP |
0.9445 |
0.9445 |
0.9445 |
0.9437 |
| S1 |
0.9402 |
0.9402 |
0.9428 |
0.9385 |
| S2 |
0.9368 |
0.9368 |
0.9421 |
|
| S3 |
0.9291 |
0.9325 |
0.9414 |
|
| S4 |
0.9214 |
0.9248 |
0.9393 |
|
|
| 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 |
0.9271 |
0.0242 |
2.6% |
0.0083 |
0.9% |
68% |
False |
False |
188 |
| 10 |
0.9513 |
0.9117 |
0.0396 |
4.2% |
0.0077 |
0.8% |
80% |
False |
False |
178 |
| 20 |
0.9513 |
0.9103 |
0.0410 |
4.3% |
0.0067 |
0.7% |
81% |
False |
False |
194 |
| 40 |
0.9663 |
0.9103 |
0.0560 |
5.9% |
0.0045 |
0.5% |
59% |
False |
False |
124 |
| 60 |
0.9843 |
0.9103 |
0.0740 |
7.8% |
0.0033 |
0.3% |
45% |
False |
False |
89 |
| 80 |
0.9921 |
0.9103 |
0.0818 |
8.7% |
0.0026 |
0.3% |
41% |
False |
False |
71 |
| 100 |
0.9921 |
0.9103 |
0.0818 |
8.7% |
0.0022 |
0.2% |
41% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9816 |
|
2.618 |
0.9691 |
|
1.618 |
0.9614 |
|
1.000 |
0.9566 |
|
0.618 |
0.9537 |
|
HIGH |
0.9489 |
|
0.618 |
0.9460 |
|
0.500 |
0.9451 |
|
0.382 |
0.9441 |
|
LOW |
0.9412 |
|
0.618 |
0.9364 |
|
1.000 |
0.9335 |
|
1.618 |
0.9287 |
|
2.618 |
0.9210 |
|
4.250 |
0.9085 |
|
|
| Fisher Pivots for day following 16-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9451 |
0.9430 |
| PP |
0.9445 |
0.9425 |
| S1 |
0.9440 |
0.9420 |
|