CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 09-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9519 |
0.9441 |
-0.0078 |
-0.8% |
0.9607 |
| High |
0.9531 |
0.9446 |
-0.0085 |
-0.9% |
0.9613 |
| Low |
0.9433 |
0.9400 |
-0.0033 |
-0.3% |
0.9468 |
| Close |
0.9452 |
0.9413 |
-0.0039 |
-0.4% |
0.9525 |
| Range |
0.0098 |
0.0046 |
-0.0052 |
-53.1% |
0.0145 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.0% |
0.0000 |
| Volume |
54,861 |
68,276 |
13,415 |
24.5% |
40,580 |
|
| Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9558 |
0.9531 |
0.9438 |
|
| R3 |
0.9512 |
0.9485 |
0.9426 |
|
| R2 |
0.9466 |
0.9466 |
0.9421 |
|
| R1 |
0.9439 |
0.9439 |
0.9417 |
0.9430 |
| PP |
0.9420 |
0.9420 |
0.9420 |
0.9415 |
| S1 |
0.9393 |
0.9393 |
0.9409 |
0.9384 |
| S2 |
0.9374 |
0.9374 |
0.9405 |
|
| S3 |
0.9328 |
0.9347 |
0.9400 |
|
| S4 |
0.9282 |
0.9301 |
0.9388 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9970 |
0.9893 |
0.9605 |
|
| R3 |
0.9825 |
0.9748 |
0.9565 |
|
| R2 |
0.9680 |
0.9680 |
0.9552 |
|
| R1 |
0.9603 |
0.9603 |
0.9538 |
0.9569 |
| PP |
0.9535 |
0.9535 |
0.9535 |
0.9519 |
| S1 |
0.9458 |
0.9458 |
0.9512 |
0.9424 |
| S2 |
0.9390 |
0.9390 |
0.9498 |
|
| S3 |
0.9245 |
0.9313 |
0.9485 |
|
| S4 |
0.9100 |
0.9168 |
0.9445 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9560 |
0.9400 |
0.0160 |
1.7% |
0.0068 |
0.7% |
8% |
False |
True |
31,460 |
| 10 |
0.9662 |
0.9400 |
0.0262 |
2.8% |
0.0059 |
0.6% |
5% |
False |
True |
16,909 |
| 20 |
0.9800 |
0.9400 |
0.0400 |
4.2% |
0.0050 |
0.5% |
3% |
False |
True |
8,863 |
| 40 |
0.9900 |
0.9400 |
0.0500 |
5.3% |
0.0041 |
0.4% |
3% |
False |
True |
4,571 |
| 60 |
0.9902 |
0.9400 |
0.0502 |
5.3% |
0.0036 |
0.4% |
3% |
False |
True |
3,084 |
| 80 |
0.9930 |
0.9400 |
0.0530 |
5.6% |
0.0033 |
0.4% |
2% |
False |
True |
2,318 |
| 100 |
0.9930 |
0.9400 |
0.0530 |
5.6% |
0.0030 |
0.3% |
2% |
False |
True |
1,855 |
| 120 |
0.9930 |
0.9400 |
0.0530 |
5.6% |
0.0028 |
0.3% |
2% |
False |
True |
1,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9642 |
|
2.618 |
0.9566 |
|
1.618 |
0.9520 |
|
1.000 |
0.9492 |
|
0.618 |
0.9474 |
|
HIGH |
0.9446 |
|
0.618 |
0.9428 |
|
0.500 |
0.9423 |
|
0.382 |
0.9418 |
|
LOW |
0.9400 |
|
0.618 |
0.9372 |
|
1.000 |
0.9354 |
|
1.618 |
0.9326 |
|
2.618 |
0.9280 |
|
4.250 |
0.9205 |
|
|
| Fisher Pivots for day following 09-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9423 |
0.9480 |
| PP |
0.9420 |
0.9458 |
| S1 |
0.9416 |
0.9435 |
|