CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 18-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9339 |
0.9228 |
-0.0111 |
-1.2% |
0.9519 |
| High |
0.9343 |
0.9234 |
-0.0109 |
-1.2% |
0.9531 |
| Low |
0.9233 |
0.9185 |
-0.0048 |
-0.5% |
0.9318 |
| Close |
0.9266 |
0.9202 |
-0.0064 |
-0.7% |
0.9324 |
| Range |
0.0110 |
0.0049 |
-0.0061 |
-55.5% |
0.0213 |
| ATR |
0.0054 |
0.0056 |
0.0002 |
3.5% |
0.0000 |
| Volume |
191,008 |
165,348 |
-25,660 |
-13.4% |
469,534 |
|
| Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9354 |
0.9327 |
0.9229 |
|
| R3 |
0.9305 |
0.9278 |
0.9215 |
|
| R2 |
0.9256 |
0.9256 |
0.9211 |
|
| R1 |
0.9229 |
0.9229 |
0.9206 |
0.9218 |
| PP |
0.9207 |
0.9207 |
0.9207 |
0.9202 |
| S1 |
0.9180 |
0.9180 |
0.9198 |
0.9169 |
| S2 |
0.9158 |
0.9158 |
0.9193 |
|
| S3 |
0.9109 |
0.9131 |
0.9189 |
|
| S4 |
0.9060 |
0.9082 |
0.9175 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0030 |
0.9890 |
0.9441 |
|
| R3 |
0.9817 |
0.9677 |
0.9383 |
|
| R2 |
0.9604 |
0.9604 |
0.9363 |
|
| R1 |
0.9464 |
0.9464 |
0.9344 |
0.9428 |
| PP |
0.9391 |
0.9391 |
0.9391 |
0.9373 |
| S1 |
0.9251 |
0.9251 |
0.9304 |
0.9215 |
| S2 |
0.9178 |
0.9178 |
0.9285 |
|
| S3 |
0.8965 |
0.9038 |
0.9265 |
|
| S4 |
0.8752 |
0.8825 |
0.9207 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9369 |
0.9185 |
0.0184 |
2.0% |
0.0054 |
0.6% |
9% |
False |
True |
141,609 |
| 10 |
0.9560 |
0.9185 |
0.0375 |
4.1% |
0.0063 |
0.7% |
5% |
False |
True |
106,218 |
| 20 |
0.9665 |
0.9185 |
0.0480 |
5.2% |
0.0055 |
0.6% |
4% |
False |
True |
54,930 |
| 40 |
0.9869 |
0.9185 |
0.0684 |
7.4% |
0.0048 |
0.5% |
2% |
False |
True |
27,685 |
| 60 |
0.9902 |
0.9185 |
0.0717 |
7.8% |
0.0041 |
0.4% |
2% |
False |
True |
18,505 |
| 80 |
0.9902 |
0.9185 |
0.0717 |
7.8% |
0.0035 |
0.4% |
2% |
False |
True |
13,885 |
| 100 |
0.9930 |
0.9185 |
0.0745 |
8.1% |
0.0033 |
0.4% |
2% |
False |
True |
11,109 |
| 120 |
0.9930 |
0.9185 |
0.0745 |
8.1% |
0.0031 |
0.3% |
2% |
False |
True |
9,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9442 |
|
2.618 |
0.9362 |
|
1.618 |
0.9313 |
|
1.000 |
0.9283 |
|
0.618 |
0.9264 |
|
HIGH |
0.9234 |
|
0.618 |
0.9215 |
|
0.500 |
0.9210 |
|
0.382 |
0.9204 |
|
LOW |
0.9185 |
|
0.618 |
0.9155 |
|
1.000 |
0.9136 |
|
1.618 |
0.9106 |
|
2.618 |
0.9057 |
|
4.250 |
0.8977 |
|
|
| Fisher Pivots for day following 18-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9210 |
0.9277 |
| PP |
0.9207 |
0.9252 |
| S1 |
0.9205 |
0.9227 |
|