CME Japanese Yen Future March 2015
Trading Metrics calculated at close of trading on 29-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2014 |
29-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
0.9275 |
0.9259 |
-0.0016 |
-0.2% |
0.9358 |
High |
0.9287 |
0.9270 |
-0.0017 |
-0.2% |
0.9418 |
Low |
0.9259 |
0.9196 |
-0.0063 |
-0.7% |
0.9249 |
Close |
0.9265 |
0.9206 |
-0.0059 |
-0.6% |
0.9267 |
Range |
0.0028 |
0.0074 |
0.0046 |
164.3% |
0.0169 |
ATR |
0.0063 |
0.0064 |
0.0001 |
1.3% |
0.0000 |
Volume |
63 |
102 |
39 |
61.9% |
1,136 |
|
Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9446 |
0.9400 |
0.9247 |
|
R3 |
0.9372 |
0.9326 |
0.9226 |
|
R2 |
0.9298 |
0.9298 |
0.9220 |
|
R1 |
0.9252 |
0.9252 |
0.9213 |
0.9238 |
PP |
0.9224 |
0.9224 |
0.9224 |
0.9217 |
S1 |
0.9178 |
0.9178 |
0.9199 |
0.9164 |
S2 |
0.9150 |
0.9150 |
0.9192 |
|
S3 |
0.9076 |
0.9104 |
0.9186 |
|
S4 |
0.9002 |
0.9030 |
0.9165 |
|
|
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 |
0.9345 |
0.9196 |
0.0149 |
1.6% |
0.0057 |
0.6% |
7% |
False |
True |
110 |
10 |
0.9489 |
0.9196 |
0.0293 |
3.2% |
0.0055 |
0.6% |
3% |
False |
True |
234 |
20 |
0.9513 |
0.9117 |
0.0396 |
4.3% |
0.0066 |
0.7% |
22% |
False |
False |
202 |
40 |
0.9548 |
0.9103 |
0.0445 |
4.8% |
0.0054 |
0.6% |
23% |
False |
False |
174 |
60 |
0.9836 |
0.9103 |
0.0733 |
8.0% |
0.0040 |
0.4% |
14% |
False |
False |
123 |
80 |
0.9896 |
0.9103 |
0.0793 |
8.6% |
0.0030 |
0.3% |
13% |
False |
False |
95 |
100 |
0.9921 |
0.9103 |
0.0818 |
8.9% |
0.0026 |
0.3% |
13% |
False |
False |
78 |
120 |
0.9921 |
0.9103 |
0.0818 |
8.9% |
0.0023 |
0.2% |
13% |
False |
False |
66 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9585 |
2.618 |
0.9464 |
1.618 |
0.9390 |
1.000 |
0.9344 |
0.618 |
0.9316 |
HIGH |
0.9270 |
0.618 |
0.9242 |
0.500 |
0.9233 |
0.382 |
0.9224 |
LOW |
0.9196 |
0.618 |
0.9150 |
1.000 |
0.9122 |
1.618 |
0.9076 |
2.618 |
0.9002 |
4.250 |
0.8882 |
|
|
Fisher Pivots for day following 29-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9233 |
0.9251 |
PP |
0.9224 |
0.9236 |
S1 |
0.9215 |
0.9221 |
|