CME Japanese Yen Future September 2014
Trading Metrics calculated at close of trading on 12-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.9361 |
0.9342 |
-0.0019 |
-0.2% |
0.9513 |
High |
0.9377 |
0.9344 |
-0.0033 |
-0.4% |
0.9524 |
Low |
0.9329 |
0.9311 |
-0.0018 |
-0.2% |
0.9311 |
Close |
0.9341 |
0.9318 |
-0.0023 |
-0.2% |
0.9318 |
Range |
0.0048 |
0.0033 |
-0.0015 |
-31.3% |
0.0213 |
ATR |
0.0055 |
0.0054 |
-0.0002 |
-2.9% |
0.0000 |
Volume |
229,267 |
31,736 |
-197,531 |
-86.2% |
898,429 |
|
Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9423 |
0.9404 |
0.9336 |
|
R3 |
0.9390 |
0.9371 |
0.9327 |
|
R2 |
0.9357 |
0.9357 |
0.9324 |
|
R1 |
0.9338 |
0.9338 |
0.9321 |
0.9331 |
PP |
0.9324 |
0.9324 |
0.9324 |
0.9321 |
S1 |
0.9305 |
0.9305 |
0.9315 |
0.9298 |
S2 |
0.9291 |
0.9291 |
0.9312 |
|
S3 |
0.9258 |
0.9272 |
0.9309 |
|
S4 |
0.9225 |
0.9239 |
0.9300 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0023 |
0.9884 |
0.9435 |
|
R3 |
0.9810 |
0.9671 |
0.9377 |
|
R2 |
0.9597 |
0.9597 |
0.9357 |
|
R1 |
0.9458 |
0.9458 |
0.9338 |
0.9421 |
PP |
0.9384 |
0.9384 |
0.9384 |
0.9366 |
S1 |
0.9245 |
0.9245 |
0.9298 |
0.9208 |
S2 |
0.9171 |
0.9171 |
0.9279 |
|
S3 |
0.8958 |
0.9032 |
0.9259 |
|
S4 |
0.8745 |
0.8819 |
0.9201 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9524 |
0.9311 |
0.0213 |
2.3% |
0.0060 |
0.6% |
3% |
False |
True |
179,685 |
10 |
0.9648 |
0.9311 |
0.0337 |
3.6% |
0.0065 |
0.7% |
2% |
False |
True |
164,904 |
20 |
0.9792 |
0.9311 |
0.0481 |
5.2% |
0.0055 |
0.6% |
1% |
False |
True |
134,255 |
40 |
0.9896 |
0.9311 |
0.0585 |
6.3% |
0.0047 |
0.5% |
1% |
False |
True |
122,082 |
60 |
0.9956 |
0.9311 |
0.0645 |
6.9% |
0.0046 |
0.5% |
1% |
False |
True |
112,597 |
80 |
0.9956 |
0.9311 |
0.0645 |
6.9% |
0.0045 |
0.5% |
1% |
False |
True |
92,725 |
100 |
0.9956 |
0.9311 |
0.0645 |
6.9% |
0.0045 |
0.5% |
1% |
False |
True |
74,248 |
120 |
0.9956 |
0.9311 |
0.0645 |
6.9% |
0.0046 |
0.5% |
1% |
False |
True |
61,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9484 |
2.618 |
0.9430 |
1.618 |
0.9397 |
1.000 |
0.9377 |
0.618 |
0.9364 |
HIGH |
0.9344 |
0.618 |
0.9331 |
0.500 |
0.9328 |
0.382 |
0.9324 |
LOW |
0.9311 |
0.618 |
0.9291 |
1.000 |
0.9278 |
1.618 |
0.9258 |
2.618 |
0.9225 |
4.250 |
0.9171 |
|
|
Fisher Pivots for day following 12-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9328 |
0.9371 |
PP |
0.9324 |
0.9353 |
S1 |
0.9321 |
0.9336 |
|