CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 23-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9358 |
0.9340 |
-0.0018 |
-0.2% |
0.9308 |
| High |
0.9378 |
0.9345 |
-0.0033 |
-0.4% |
0.9513 |
| Low |
0.9331 |
0.9249 |
-0.0082 |
-0.9% |
0.9308 |
| Close |
0.9344 |
0.9255 |
-0.0089 |
-1.0% |
0.9388 |
| Range |
0.0047 |
0.0096 |
0.0049 |
104.3% |
0.0205 |
| ATR |
0.0066 |
0.0068 |
0.0002 |
3.3% |
0.0000 |
| Volume |
79 |
61 |
-18 |
-22.8% |
1,132 |
|
| Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9571 |
0.9509 |
0.9308 |
|
| R3 |
0.9475 |
0.9413 |
0.9281 |
|
| R2 |
0.9379 |
0.9379 |
0.9273 |
|
| R1 |
0.9317 |
0.9317 |
0.9264 |
0.9300 |
| PP |
0.9283 |
0.9283 |
0.9283 |
0.9275 |
| S1 |
0.9221 |
0.9221 |
0.9246 |
0.9204 |
| S2 |
0.9187 |
0.9187 |
0.9237 |
|
| S3 |
0.9091 |
0.9125 |
0.9229 |
|
| S4 |
0.8995 |
0.9029 |
0.9202 |
|
|
| 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 |
0.9428 |
0.9249 |
0.0179 |
1.9% |
0.0058 |
0.6% |
3% |
False |
True |
317 |
| 10 |
0.9513 |
0.9249 |
0.0264 |
2.9% |
0.0070 |
0.8% |
2% |
False |
True |
252 |
| 20 |
0.9513 |
0.9103 |
0.0410 |
4.4% |
0.0070 |
0.8% |
37% |
False |
False |
233 |
| 40 |
0.9663 |
0.9103 |
0.0560 |
6.1% |
0.0051 |
0.5% |
27% |
False |
False |
162 |
| 60 |
0.9836 |
0.9103 |
0.0733 |
7.9% |
0.0037 |
0.4% |
21% |
False |
False |
115 |
| 80 |
0.9896 |
0.9103 |
0.0793 |
8.6% |
0.0029 |
0.3% |
19% |
False |
False |
91 |
| 100 |
0.9921 |
0.9103 |
0.0818 |
8.8% |
0.0025 |
0.3% |
19% |
False |
False |
74 |
| 120 |
0.9921 |
0.9103 |
0.0818 |
8.8% |
0.0021 |
0.2% |
19% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9753 |
|
2.618 |
0.9596 |
|
1.618 |
0.9500 |
|
1.000 |
0.9441 |
|
0.618 |
0.9404 |
|
HIGH |
0.9345 |
|
0.618 |
0.9308 |
|
0.500 |
0.9297 |
|
0.382 |
0.9286 |
|
LOW |
0.9249 |
|
0.618 |
0.9190 |
|
1.000 |
0.9153 |
|
1.618 |
0.9094 |
|
2.618 |
0.8998 |
|
4.250 |
0.8841 |
|
|
| Fisher Pivots for day following 23-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9297 |
0.9334 |
| PP |
0.9283 |
0.9307 |
| S1 |
0.9269 |
0.9281 |
|