CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 11-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9400 |
0.9396 |
-0.0004 |
0.0% |
0.9540 |
| High |
0.9400 |
0.9396 |
-0.0004 |
0.0% |
0.9566 |
| Low |
0.9393 |
0.9371 |
-0.0022 |
-0.2% |
0.9531 |
| Close |
0.9395 |
0.9371 |
-0.0024 |
-0.3% |
0.9546 |
| Range |
0.0007 |
0.0025 |
0.0018 |
257.1% |
0.0035 |
| ATR |
0.0030 |
0.0029 |
0.0000 |
-1.1% |
0.0000 |
| Volume |
1 |
4 |
3 |
300.0% |
4 |
|
| Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9454 |
0.9438 |
0.9385 |
|
| R3 |
0.9429 |
0.9413 |
0.9378 |
|
| R2 |
0.9404 |
0.9404 |
0.9376 |
|
| R1 |
0.9388 |
0.9388 |
0.9373 |
0.9384 |
| PP |
0.9379 |
0.9379 |
0.9379 |
0.9377 |
| S1 |
0.9363 |
0.9363 |
0.9369 |
0.9359 |
| S2 |
0.9354 |
0.9354 |
0.9366 |
|
| S3 |
0.9329 |
0.9338 |
0.9364 |
|
| S4 |
0.9304 |
0.9313 |
0.9357 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9653 |
0.9634 |
0.9565 |
|
| R3 |
0.9618 |
0.9599 |
0.9556 |
|
| R2 |
0.9583 |
0.9583 |
0.9552 |
|
| R1 |
0.9564 |
0.9564 |
0.9549 |
0.9574 |
| PP |
0.9548 |
0.9548 |
0.9548 |
0.9552 |
| S1 |
0.9529 |
0.9529 |
0.9543 |
0.9539 |
| S2 |
0.9513 |
0.9513 |
0.9540 |
|
| S3 |
0.9478 |
0.9494 |
0.9536 |
|
| S4 |
0.9443 |
0.9459 |
0.9527 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9502 |
|
2.618 |
0.9461 |
|
1.618 |
0.9436 |
|
1.000 |
0.9421 |
|
0.618 |
0.9411 |
|
HIGH |
0.9396 |
|
0.618 |
0.9386 |
|
0.500 |
0.9384 |
|
0.382 |
0.9381 |
|
LOW |
0.9371 |
|
0.618 |
0.9356 |
|
1.000 |
0.9346 |
|
1.618 |
0.9331 |
|
2.618 |
0.9306 |
|
4.250 |
0.9265 |
|
|
| Fisher Pivots for day following 11-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9384 |
0.9404 |
| PP |
0.9379 |
0.9393 |
| S1 |
0.9375 |
0.9382 |
|