CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 23-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9176 |
0.9195 |
0.0019 |
0.2% |
0.9326 |
| High |
0.9211 |
0.9245 |
0.0034 |
0.4% |
0.9369 |
| Low |
0.9165 |
0.9182 |
0.0017 |
0.2% |
0.9143 |
| Close |
0.9196 |
0.9187 |
-0.0009 |
-0.1% |
0.9186 |
| Range |
0.0046 |
0.0063 |
0.0017 |
37.0% |
0.0226 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.8% |
0.0000 |
| Volume |
122,592 |
133,756 |
11,164 |
9.1% |
777,666 |
|
| Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9394 |
0.9353 |
0.9222 |
|
| R3 |
0.9331 |
0.9290 |
0.9204 |
|
| R2 |
0.9268 |
0.9268 |
0.9199 |
|
| R1 |
0.9227 |
0.9227 |
0.9193 |
0.9216 |
| PP |
0.9205 |
0.9205 |
0.9205 |
0.9199 |
| S1 |
0.9164 |
0.9164 |
0.9181 |
0.9153 |
| S2 |
0.9142 |
0.9142 |
0.9175 |
|
| S3 |
0.9079 |
0.9101 |
0.9170 |
|
| S4 |
0.9016 |
0.9038 |
0.9152 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9911 |
0.9774 |
0.9310 |
|
| R3 |
0.9685 |
0.9548 |
0.9248 |
|
| R2 |
0.9459 |
0.9459 |
0.9227 |
|
| R1 |
0.9322 |
0.9322 |
0.9207 |
0.9278 |
| PP |
0.9233 |
0.9233 |
0.9233 |
0.9210 |
| S1 |
0.9096 |
0.9096 |
0.9165 |
0.9052 |
| S2 |
0.9007 |
0.9007 |
0.9145 |
|
| S3 |
0.8781 |
0.8870 |
0.9124 |
|
| S4 |
0.8555 |
0.8644 |
0.9062 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9343 |
0.9143 |
0.0200 |
2.2% |
0.0068 |
0.7% |
22% |
False |
False |
162,276 |
| 10 |
0.9439 |
0.9143 |
0.0296 |
3.2% |
0.0058 |
0.6% |
15% |
False |
False |
138,041 |
| 20 |
0.9662 |
0.9143 |
0.0519 |
5.6% |
0.0058 |
0.6% |
8% |
False |
False |
77,475 |
| 40 |
0.9860 |
0.9143 |
0.0717 |
7.8% |
0.0050 |
0.5% |
6% |
False |
False |
39,035 |
| 60 |
0.9902 |
0.9143 |
0.0759 |
8.3% |
0.0041 |
0.5% |
6% |
False |
False |
26,073 |
| 80 |
0.9902 |
0.9143 |
0.0759 |
8.3% |
0.0037 |
0.4% |
6% |
False |
False |
19,572 |
| 100 |
0.9930 |
0.9143 |
0.0787 |
8.6% |
0.0035 |
0.4% |
6% |
False |
False |
15,659 |
| 120 |
0.9930 |
0.9143 |
0.0787 |
8.6% |
0.0032 |
0.3% |
6% |
False |
False |
13,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9513 |
|
2.618 |
0.9410 |
|
1.618 |
0.9347 |
|
1.000 |
0.9308 |
|
0.618 |
0.9284 |
|
HIGH |
0.9245 |
|
0.618 |
0.9221 |
|
0.500 |
0.9214 |
|
0.382 |
0.9206 |
|
LOW |
0.9182 |
|
0.618 |
0.9143 |
|
1.000 |
0.9119 |
|
1.618 |
0.9080 |
|
2.618 |
0.9017 |
|
4.250 |
0.8914 |
|
|
| Fisher Pivots for day following 23-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9214 |
0.9194 |
| PP |
0.9205 |
0.9192 |
| S1 |
0.9196 |
0.9189 |
|