CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 22-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2014 |
22-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9366 |
0.9358 |
-0.0008 |
-0.1% |
0.9308 |
| High |
0.9418 |
0.9378 |
-0.0040 |
-0.4% |
0.9513 |
| Low |
0.9366 |
0.9331 |
-0.0035 |
-0.4% |
0.9308 |
| Close |
0.9374 |
0.9344 |
-0.0030 |
-0.3% |
0.9388 |
| Range |
0.0052 |
0.0047 |
-0.0005 |
-9.6% |
0.0205 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
719 |
79 |
-640 |
-89.0% |
1,132 |
|
| Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9492 |
0.9465 |
0.9370 |
|
| R3 |
0.9445 |
0.9418 |
0.9357 |
|
| R2 |
0.9398 |
0.9398 |
0.9353 |
|
| R1 |
0.9371 |
0.9371 |
0.9348 |
0.9361 |
| PP |
0.9351 |
0.9351 |
0.9351 |
0.9346 |
| S1 |
0.9324 |
0.9324 |
0.9340 |
0.9314 |
| S2 |
0.9304 |
0.9304 |
0.9335 |
|
| S3 |
0.9257 |
0.9277 |
0.9331 |
|
| S4 |
0.9210 |
0.9230 |
0.9318 |
|
|
| 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 |
0.9489 |
0.9329 |
0.0160 |
1.7% |
0.0054 |
0.6% |
9% |
False |
False |
358 |
| 10 |
0.9513 |
0.9266 |
0.0247 |
2.6% |
0.0065 |
0.7% |
32% |
False |
False |
259 |
| 20 |
0.9513 |
0.9103 |
0.0410 |
4.4% |
0.0068 |
0.7% |
59% |
False |
False |
237 |
| 40 |
0.9663 |
0.9103 |
0.0560 |
6.0% |
0.0048 |
0.5% |
43% |
False |
False |
161 |
| 60 |
0.9836 |
0.9103 |
0.0733 |
7.8% |
0.0036 |
0.4% |
33% |
False |
False |
114 |
| 80 |
0.9896 |
0.9103 |
0.0793 |
8.5% |
0.0028 |
0.3% |
30% |
False |
False |
90 |
| 100 |
0.9921 |
0.9103 |
0.0818 |
8.8% |
0.0024 |
0.3% |
29% |
False |
False |
73 |
| 120 |
0.9921 |
0.9103 |
0.0818 |
8.8% |
0.0020 |
0.2% |
29% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9578 |
|
2.618 |
0.9501 |
|
1.618 |
0.9454 |
|
1.000 |
0.9425 |
|
0.618 |
0.9407 |
|
HIGH |
0.9378 |
|
0.618 |
0.9360 |
|
0.500 |
0.9355 |
|
0.382 |
0.9349 |
|
LOW |
0.9331 |
|
0.618 |
0.9302 |
|
1.000 |
0.9284 |
|
1.618 |
0.9255 |
|
2.618 |
0.9208 |
|
4.250 |
0.9131 |
|
|
| Fisher Pivots for day following 22-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9355 |
0.9374 |
| PP |
0.9351 |
0.9364 |
| S1 |
0.9348 |
0.9354 |
|