CME Japanese Yen Future March 2015
Trading Metrics calculated at close of trading on 20-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
0.9411 |
0.9358 |
-0.0053 |
-0.6% |
0.9308 |
High |
0.9428 |
0.9376 |
-0.0052 |
-0.6% |
0.9513 |
Low |
0.9382 |
0.9329 |
-0.0053 |
-0.6% |
0.9308 |
Close |
0.9388 |
0.9374 |
-0.0014 |
-0.1% |
0.9388 |
Range |
0.0046 |
0.0047 |
0.0001 |
2.2% |
0.0205 |
ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
558 |
168 |
-390 |
-69.9% |
1,132 |
|
Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9501 |
0.9484 |
0.9400 |
|
R3 |
0.9454 |
0.9437 |
0.9387 |
|
R2 |
0.9407 |
0.9407 |
0.9383 |
|
R1 |
0.9390 |
0.9390 |
0.9378 |
0.9399 |
PP |
0.9360 |
0.9360 |
0.9360 |
0.9364 |
S1 |
0.9343 |
0.9343 |
0.9370 |
0.9352 |
S2 |
0.9313 |
0.9313 |
0.9365 |
|
S3 |
0.9266 |
0.9296 |
0.9361 |
|
S4 |
0.9219 |
0.9249 |
0.9348 |
|
|
Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0018 |
0.9908 |
0.9501 |
|
R3 |
0.9813 |
0.9703 |
0.9444 |
|
R2 |
0.9608 |
0.9608 |
0.9426 |
|
R1 |
0.9498 |
0.9498 |
0.9407 |
0.9553 |
PP |
0.9403 |
0.9403 |
0.9403 |
0.9431 |
S1 |
0.9293 |
0.9293 |
0.9369 |
0.9348 |
S2 |
0.9198 |
0.9198 |
0.9350 |
|
S3 |
0.8993 |
0.9088 |
0.9332 |
|
S4 |
0.8788 |
0.8883 |
0.9275 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9513 |
0.9326 |
0.0187 |
2.0% |
0.0080 |
0.9% |
26% |
False |
False |
247 |
10 |
0.9513 |
0.9208 |
0.0305 |
3.3% |
0.0068 |
0.7% |
54% |
False |
False |
202 |
20 |
0.9513 |
0.9103 |
0.0410 |
4.4% |
0.0068 |
0.7% |
66% |
False |
False |
201 |
40 |
0.9663 |
0.9103 |
0.0560 |
6.0% |
0.0046 |
0.5% |
48% |
False |
False |
142 |
60 |
0.9836 |
0.9103 |
0.0733 |
7.8% |
0.0034 |
0.4% |
37% |
False |
False |
101 |
80 |
0.9896 |
0.9103 |
0.0793 |
8.5% |
0.0026 |
0.3% |
34% |
False |
False |
80 |
100 |
0.9921 |
0.9103 |
0.0818 |
8.7% |
0.0023 |
0.2% |
33% |
False |
False |
65 |
120 |
0.9921 |
0.9103 |
0.0818 |
8.7% |
0.0020 |
0.2% |
33% |
False |
False |
55 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9576 |
2.618 |
0.9499 |
1.618 |
0.9452 |
1.000 |
0.9423 |
0.618 |
0.9405 |
HIGH |
0.9376 |
0.618 |
0.9358 |
0.500 |
0.9353 |
0.382 |
0.9347 |
LOW |
0.9329 |
0.618 |
0.9300 |
1.000 |
0.9282 |
1.618 |
0.9253 |
2.618 |
0.9206 |
4.250 |
0.9129 |
|
|
Fisher Pivots for day following 20-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9367 |
0.9409 |
PP |
0.9360 |
0.9397 |
S1 |
0.9353 |
0.9386 |
|