CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 02-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2014 |
02-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9126 |
0.9181 |
0.0055 |
0.6% |
0.9176 |
| High |
0.9190 |
0.9263 |
0.0073 |
0.8% |
0.9245 |
| Low |
0.9088 |
0.9168 |
0.0080 |
0.9% |
0.9130 |
| Close |
0.9164 |
0.9229 |
0.0065 |
0.7% |
0.9149 |
| Range |
0.0102 |
0.0095 |
-0.0007 |
-6.9% |
0.0115 |
| ATR |
0.0063 |
0.0066 |
0.0003 |
4.1% |
0.0000 |
| Volume |
215,024 |
294,525 |
79,501 |
37.0% |
737,880 |
|
| Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9505 |
0.9462 |
0.9281 |
|
| R3 |
0.9410 |
0.9367 |
0.9255 |
|
| R2 |
0.9315 |
0.9315 |
0.9246 |
|
| R1 |
0.9272 |
0.9272 |
0.9238 |
0.9294 |
| PP |
0.9220 |
0.9220 |
0.9220 |
0.9231 |
| S1 |
0.9177 |
0.9177 |
0.9220 |
0.9199 |
| S2 |
0.9125 |
0.9125 |
0.9212 |
|
| S3 |
0.9030 |
0.9082 |
0.9203 |
|
| S4 |
0.8935 |
0.8987 |
0.9177 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9520 |
0.9449 |
0.9212 |
|
| R3 |
0.9405 |
0.9334 |
0.9181 |
|
| R2 |
0.9290 |
0.9290 |
0.9170 |
|
| R1 |
0.9219 |
0.9219 |
0.9160 |
0.9197 |
| PP |
0.9175 |
0.9175 |
0.9175 |
0.9164 |
| S1 |
0.9104 |
0.9104 |
0.9138 |
0.9082 |
| S2 |
0.9060 |
0.9060 |
0.9128 |
|
| S3 |
0.8945 |
0.8989 |
0.9117 |
|
| S4 |
0.8830 |
0.8874 |
0.9086 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9263 |
0.9088 |
0.0175 |
1.9% |
0.0080 |
0.9% |
81% |
True |
False |
201,079 |
| 10 |
0.9263 |
0.9088 |
0.0175 |
1.9% |
0.0071 |
0.8% |
81% |
True |
False |
176,841 |
| 20 |
0.9560 |
0.9088 |
0.0472 |
5.1% |
0.0067 |
0.7% |
30% |
False |
False |
141,529 |
| 40 |
0.9860 |
0.9088 |
0.0772 |
8.4% |
0.0056 |
0.6% |
18% |
False |
False |
71,819 |
| 60 |
0.9902 |
0.9088 |
0.0814 |
8.8% |
0.0047 |
0.5% |
17% |
False |
False |
47,947 |
| 80 |
0.9902 |
0.9088 |
0.0814 |
8.8% |
0.0042 |
0.5% |
17% |
False |
False |
35,987 |
| 100 |
0.9930 |
0.9088 |
0.0842 |
9.1% |
0.0039 |
0.4% |
17% |
False |
False |
28,793 |
| 120 |
0.9930 |
0.9088 |
0.0842 |
9.1% |
0.0035 |
0.4% |
17% |
False |
False |
23,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9667 |
|
2.618 |
0.9512 |
|
1.618 |
0.9417 |
|
1.000 |
0.9358 |
|
0.618 |
0.9322 |
|
HIGH |
0.9263 |
|
0.618 |
0.9227 |
|
0.500 |
0.9216 |
|
0.382 |
0.9204 |
|
LOW |
0.9168 |
|
0.618 |
0.9109 |
|
1.000 |
0.9073 |
|
1.618 |
0.9014 |
|
2.618 |
0.8919 |
|
4.250 |
0.8764 |
|
|
| Fisher Pivots for day following 02-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9225 |
0.9211 |
| PP |
0.9220 |
0.9193 |
| S1 |
0.9216 |
0.9176 |
|