CME Japanese Yen Future December 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 |
0.9424 |
0.9372 |
-0.0052 |
-0.6% |
0.9607 |
| High |
0.9439 |
0.9385 |
-0.0054 |
-0.6% |
0.9613 |
| Low |
0.9365 |
0.9335 |
-0.0030 |
-0.3% |
0.9468 |
| Close |
0.9369 |
0.9347 |
-0.0022 |
-0.2% |
0.9525 |
| Range |
0.0074 |
0.0050 |
-0.0024 |
-32.4% |
0.0145 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
107,317 |
110,021 |
2,704 |
2.5% |
40,580 |
|
| Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9506 |
0.9476 |
0.9375 |
|
| R3 |
0.9456 |
0.9426 |
0.9361 |
|
| R2 |
0.9406 |
0.9406 |
0.9356 |
|
| R1 |
0.9376 |
0.9376 |
0.9352 |
0.9366 |
| PP |
0.9356 |
0.9356 |
0.9356 |
0.9351 |
| S1 |
0.9326 |
0.9326 |
0.9342 |
0.9316 |
| S2 |
0.9306 |
0.9306 |
0.9338 |
|
| S3 |
0.9256 |
0.9276 |
0.9333 |
|
| S4 |
0.9206 |
0.9226 |
0.9320 |
|
|
| 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 |
0.9335 |
0.0225 |
2.4% |
0.0072 |
0.8% |
5% |
False |
True |
70,827 |
| 10 |
0.9662 |
0.9335 |
0.0327 |
3.5% |
0.0065 |
0.7% |
4% |
False |
True |
38,475 |
| 20 |
0.9796 |
0.9335 |
0.0461 |
4.9% |
0.0054 |
0.6% |
3% |
False |
True |
19,702 |
| 40 |
0.9900 |
0.9335 |
0.0565 |
6.0% |
0.0044 |
0.5% |
2% |
False |
True |
9,998 |
| 60 |
0.9902 |
0.9335 |
0.0567 |
6.1% |
0.0038 |
0.4% |
2% |
False |
True |
6,706 |
| 80 |
0.9930 |
0.9335 |
0.0595 |
6.4% |
0.0034 |
0.4% |
2% |
False |
True |
5,034 |
| 100 |
0.9930 |
0.9335 |
0.0595 |
6.4% |
0.0031 |
0.3% |
2% |
False |
True |
4,029 |
| 120 |
0.9930 |
0.9335 |
0.0595 |
6.4% |
0.0029 |
0.3% |
2% |
False |
True |
3,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9598 |
|
2.618 |
0.9516 |
|
1.618 |
0.9466 |
|
1.000 |
0.9435 |
|
0.618 |
0.9416 |
|
HIGH |
0.9385 |
|
0.618 |
0.9366 |
|
0.500 |
0.9360 |
|
0.382 |
0.9354 |
|
LOW |
0.9335 |
|
0.618 |
0.9304 |
|
1.000 |
0.9285 |
|
1.618 |
0.9254 |
|
2.618 |
0.9204 |
|
4.250 |
0.9123 |
|
|
| Fisher Pivots for day following 11-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9360 |
0.9391 |
| PP |
0.9356 |
0.9376 |
| S1 |
0.9351 |
0.9362 |
|