CME Japanese Yen Future December 2014
Trading Metrics calculated at close of trading on 21-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2014 |
21-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
0.9347 |
0.9351 |
0.0004 |
0.0% |
0.9310 |
High |
0.9369 |
0.9416 |
0.0047 |
0.5% |
0.9510 |
Low |
0.9315 |
0.9347 |
0.0032 |
0.3% |
0.9300 |
Close |
0.9364 |
0.9363 |
-0.0001 |
0.0% |
0.9378 |
Range |
0.0054 |
0.0069 |
0.0015 |
27.8% |
0.0210 |
ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
148,784 |
162,494 |
13,710 |
9.2% |
1,233,036 |
|
Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9582 |
0.9542 |
0.9401 |
|
R3 |
0.9513 |
0.9473 |
0.9382 |
|
R2 |
0.9444 |
0.9444 |
0.9376 |
|
R1 |
0.9404 |
0.9404 |
0.9369 |
0.9424 |
PP |
0.9375 |
0.9375 |
0.9375 |
0.9386 |
S1 |
0.9335 |
0.9335 |
0.9357 |
0.9355 |
S2 |
0.9306 |
0.9306 |
0.9350 |
|
S3 |
0.9237 |
0.9266 |
0.9344 |
|
S4 |
0.9168 |
0.9197 |
0.9325 |
|
|
Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0026 |
0.9912 |
0.9494 |
|
R3 |
0.9816 |
0.9702 |
0.9436 |
|
R2 |
0.9606 |
0.9606 |
0.9417 |
|
R1 |
0.9492 |
0.9492 |
0.9397 |
0.9549 |
PP |
0.9396 |
0.9396 |
0.9396 |
0.9425 |
S1 |
0.9282 |
0.9282 |
0.9359 |
0.9339 |
S2 |
0.9186 |
0.9186 |
0.9340 |
|
S3 |
0.8976 |
0.9072 |
0.9320 |
|
S4 |
0.8766 |
0.8862 |
0.9263 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9510 |
0.9306 |
0.0204 |
2.2% |
0.0097 |
1.0% |
28% |
False |
False |
245,091 |
10 |
0.9510 |
0.9200 |
0.0310 |
3.3% |
0.0082 |
0.9% |
53% |
False |
False |
219,277 |
20 |
0.9510 |
0.9088 |
0.0422 |
4.5% |
0.0085 |
0.9% |
65% |
False |
False |
203,890 |
40 |
0.9662 |
0.9088 |
0.0574 |
6.1% |
0.0072 |
0.8% |
48% |
False |
False |
140,682 |
60 |
0.9860 |
0.9088 |
0.0772 |
8.2% |
0.0062 |
0.7% |
36% |
False |
False |
93,987 |
80 |
0.9902 |
0.9088 |
0.0814 |
8.7% |
0.0052 |
0.6% |
34% |
False |
False |
70,527 |
100 |
0.9902 |
0.9088 |
0.0814 |
8.7% |
0.0047 |
0.5% |
34% |
False |
False |
56,435 |
120 |
0.9930 |
0.9088 |
0.0842 |
9.0% |
0.0043 |
0.5% |
33% |
False |
False |
47,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9709 |
2.618 |
0.9597 |
1.618 |
0.9528 |
1.000 |
0.9485 |
0.618 |
0.9459 |
HIGH |
0.9416 |
0.618 |
0.9390 |
0.500 |
0.9382 |
0.382 |
0.9373 |
LOW |
0.9347 |
0.618 |
0.9304 |
1.000 |
0.9278 |
1.618 |
0.9235 |
2.618 |
0.9166 |
4.250 |
0.9054 |
|
|
Fisher Pivots for day following 21-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9382 |
0.9371 |
PP |
0.9375 |
0.9368 |
S1 |
0.9369 |
0.9366 |
|