CME Japanese Yen Future September 2014
| 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 |
0.9416 |
0.9361 |
-0.0055 |
-0.6% |
0.9602 |
| High |
0.9431 |
0.9377 |
-0.0054 |
-0.6% |
0.9606 |
| Low |
0.9356 |
0.9329 |
-0.0027 |
-0.3% |
0.9461 |
| Close |
0.9361 |
0.9341 |
-0.0020 |
-0.2% |
0.9518 |
| Range |
0.0075 |
0.0048 |
-0.0027 |
-36.0% |
0.0145 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
226,837 |
229,267 |
2,430 |
1.1% |
652,102 |
|
| Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9493 |
0.9465 |
0.9367 |
|
| R3 |
0.9445 |
0.9417 |
0.9354 |
|
| R2 |
0.9397 |
0.9397 |
0.9350 |
|
| R1 |
0.9369 |
0.9369 |
0.9345 |
0.9359 |
| PP |
0.9349 |
0.9349 |
0.9349 |
0.9344 |
| S1 |
0.9321 |
0.9321 |
0.9337 |
0.9311 |
| S2 |
0.9301 |
0.9301 |
0.9332 |
|
| S3 |
0.9253 |
0.9273 |
0.9328 |
|
| S4 |
0.9205 |
0.9225 |
0.9315 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9963 |
0.9886 |
0.9598 |
|
| R3 |
0.9818 |
0.9741 |
0.9558 |
|
| R2 |
0.9673 |
0.9673 |
0.9545 |
|
| R1 |
0.9596 |
0.9596 |
0.9531 |
0.9562 |
| PP |
0.9528 |
0.9528 |
0.9528 |
0.9512 |
| S1 |
0.9451 |
0.9451 |
0.9505 |
0.9417 |
| S2 |
0.9383 |
0.9383 |
0.9491 |
|
| S3 |
0.9238 |
0.9306 |
0.9478 |
|
| S4 |
0.9093 |
0.9161 |
0.9438 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9553 |
0.9329 |
0.0224 |
2.4% |
0.0072 |
0.8% |
5% |
False |
True |
208,857 |
| 10 |
0.9657 |
0.9329 |
0.0328 |
3.5% |
0.0065 |
0.7% |
4% |
False |
True |
172,301 |
| 20 |
0.9792 |
0.9329 |
0.0463 |
5.0% |
0.0055 |
0.6% |
3% |
False |
True |
136,701 |
| 40 |
0.9896 |
0.9329 |
0.0567 |
6.1% |
0.0048 |
0.5% |
2% |
False |
True |
124,431 |
| 60 |
0.9956 |
0.9329 |
0.0627 |
6.7% |
0.0046 |
0.5% |
2% |
False |
True |
113,869 |
| 80 |
0.9956 |
0.9329 |
0.0627 |
6.7% |
0.0045 |
0.5% |
2% |
False |
True |
92,335 |
| 100 |
0.9956 |
0.9329 |
0.0627 |
6.7% |
0.0045 |
0.5% |
2% |
False |
True |
73,930 |
| 120 |
0.9956 |
0.9329 |
0.0627 |
6.7% |
0.0046 |
0.5% |
2% |
False |
True |
61,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9581 |
|
2.618 |
0.9503 |
|
1.618 |
0.9455 |
|
1.000 |
0.9425 |
|
0.618 |
0.9407 |
|
HIGH |
0.9377 |
|
0.618 |
0.9359 |
|
0.500 |
0.9353 |
|
0.382 |
0.9347 |
|
LOW |
0.9329 |
|
0.618 |
0.9299 |
|
1.000 |
0.9281 |
|
1.618 |
0.9251 |
|
2.618 |
0.9203 |
|
4.250 |
0.9125 |
|
|
| Fisher Pivots for day following 11-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9353 |
0.9385 |
| PP |
0.9349 |
0.9370 |
| S1 |
0.9345 |
0.9356 |
|