CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 28-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9255 |
0.9275 |
0.0020 |
0.2% |
0.9358 |
| High |
0.9305 |
0.9287 |
-0.0018 |
-0.2% |
0.9418 |
| Low |
0.9255 |
0.9259 |
0.0004 |
0.0% |
0.9249 |
| Close |
0.9300 |
0.9265 |
-0.0035 |
-0.4% |
0.9267 |
| Range |
0.0050 |
0.0028 |
-0.0022 |
-44.0% |
0.0169 |
| ATR |
0.0064 |
0.0063 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
219 |
63 |
-156 |
-71.2% |
1,136 |
|
| Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9354 |
0.9338 |
0.9280 |
|
| R3 |
0.9326 |
0.9310 |
0.9273 |
|
| R2 |
0.9298 |
0.9298 |
0.9270 |
|
| R1 |
0.9282 |
0.9282 |
0.9268 |
0.9276 |
| PP |
0.9270 |
0.9270 |
0.9270 |
0.9268 |
| S1 |
0.9254 |
0.9254 |
0.9262 |
0.9248 |
| S2 |
0.9242 |
0.9242 |
0.9260 |
|
| S3 |
0.9214 |
0.9226 |
0.9257 |
|
| S4 |
0.9186 |
0.9198 |
0.9250 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9818 |
0.9712 |
0.9360 |
|
| R3 |
0.9649 |
0.9543 |
0.9313 |
|
| R2 |
0.9480 |
0.9480 |
0.9298 |
|
| R1 |
0.9374 |
0.9374 |
0.9282 |
0.9343 |
| PP |
0.9311 |
0.9311 |
0.9311 |
0.9296 |
| S1 |
0.9205 |
0.9205 |
0.9252 |
0.9174 |
| S2 |
0.9142 |
0.9142 |
0.9236 |
|
| S3 |
0.8973 |
0.9036 |
0.9221 |
|
| S4 |
0.8804 |
0.8867 |
0.9174 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9378 |
0.9249 |
0.0129 |
1.4% |
0.0052 |
0.6% |
12% |
False |
False |
106 |
| 10 |
0.9513 |
0.9249 |
0.0264 |
2.8% |
0.0067 |
0.7% |
6% |
False |
False |
232 |
| 20 |
0.9513 |
0.9103 |
0.0410 |
4.4% |
0.0067 |
0.7% |
40% |
False |
False |
202 |
| 40 |
0.9555 |
0.9103 |
0.0452 |
4.9% |
0.0053 |
0.6% |
36% |
False |
False |
172 |
| 60 |
0.9836 |
0.9103 |
0.0733 |
7.9% |
0.0039 |
0.4% |
22% |
False |
False |
122 |
| 80 |
0.9896 |
0.9103 |
0.0793 |
8.6% |
0.0030 |
0.3% |
20% |
False |
False |
94 |
| 100 |
0.9921 |
0.9103 |
0.0818 |
8.8% |
0.0026 |
0.3% |
20% |
False |
False |
77 |
| 120 |
0.9921 |
0.9103 |
0.0818 |
8.8% |
0.0022 |
0.2% |
20% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9406 |
|
2.618 |
0.9360 |
|
1.618 |
0.9332 |
|
1.000 |
0.9315 |
|
0.618 |
0.9304 |
|
HIGH |
0.9287 |
|
0.618 |
0.9276 |
|
0.500 |
0.9273 |
|
0.382 |
0.9270 |
|
LOW |
0.9259 |
|
0.618 |
0.9242 |
|
1.000 |
0.9231 |
|
1.618 |
0.9214 |
|
2.618 |
0.9186 |
|
4.250 |
0.9140 |
|
|
| Fisher Pivots for day following 28-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9273 |
0.9278 |
| PP |
0.9270 |
0.9274 |
| S1 |
0.9268 |
0.9269 |
|