CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 08-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2014 |
08-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9203 |
0.9255 |
0.0052 |
0.6% |
0.9150 |
| High |
0.9280 |
0.9285 |
0.0005 |
0.1% |
0.9263 |
| Low |
0.9159 |
0.9200 |
0.0041 |
0.4% |
0.9088 |
| Close |
0.9258 |
0.9250 |
-0.0008 |
-0.1% |
0.9107 |
| Range |
0.0121 |
0.0085 |
-0.0036 |
-29.8% |
0.0175 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
0.9% |
0.0000 |
| Volume |
208,723 |
247,529 |
38,806 |
18.6% |
1,035,002 |
|
| Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9500 |
0.9460 |
0.9297 |
|
| R3 |
0.9415 |
0.9375 |
0.9273 |
|
| R2 |
0.9330 |
0.9330 |
0.9266 |
|
| R1 |
0.9290 |
0.9290 |
0.9258 |
0.9268 |
| PP |
0.9245 |
0.9245 |
0.9245 |
0.9234 |
| S1 |
0.9205 |
0.9205 |
0.9242 |
0.9183 |
| S2 |
0.9160 |
0.9160 |
0.9234 |
|
| S3 |
0.9075 |
0.9120 |
0.9227 |
|
| S4 |
0.8990 |
0.9035 |
0.9203 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9678 |
0.9567 |
0.9203 |
|
| R3 |
0.9503 |
0.9392 |
0.9155 |
|
| R2 |
0.9328 |
0.9328 |
0.9139 |
|
| R1 |
0.9217 |
0.9217 |
0.9123 |
0.9185 |
| PP |
0.9153 |
0.9153 |
0.9153 |
0.9137 |
| S1 |
0.9042 |
0.9042 |
0.9091 |
0.9010 |
| S2 |
0.8978 |
0.8978 |
0.9075 |
|
| S3 |
0.8803 |
0.8867 |
0.9059 |
|
| S4 |
0.8628 |
0.8692 |
0.9011 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9285 |
0.9103 |
0.0182 |
2.0% |
0.0107 |
1.2% |
81% |
True |
False |
222,739 |
| 10 |
0.9285 |
0.9088 |
0.0197 |
2.1% |
0.0091 |
1.0% |
82% |
True |
False |
201,015 |
| 20 |
0.9385 |
0.9088 |
0.0297 |
3.2% |
0.0074 |
0.8% |
55% |
False |
False |
170,282 |
| 40 |
0.9796 |
0.9088 |
0.0708 |
7.7% |
0.0063 |
0.7% |
23% |
False |
False |
92,253 |
| 60 |
0.9900 |
0.9088 |
0.0812 |
8.8% |
0.0053 |
0.6% |
20% |
False |
False |
61,595 |
| 80 |
0.9902 |
0.9088 |
0.0814 |
8.8% |
0.0046 |
0.5% |
20% |
False |
False |
46,225 |
| 100 |
0.9930 |
0.9088 |
0.0842 |
9.1% |
0.0042 |
0.5% |
19% |
False |
False |
36,984 |
| 120 |
0.9930 |
0.9088 |
0.0842 |
9.1% |
0.0038 |
0.4% |
19% |
False |
False |
30,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9646 |
|
2.618 |
0.9508 |
|
1.618 |
0.9423 |
|
1.000 |
0.9370 |
|
0.618 |
0.9338 |
|
HIGH |
0.9285 |
|
0.618 |
0.9253 |
|
0.500 |
0.9243 |
|
0.382 |
0.9232 |
|
LOW |
0.9200 |
|
0.618 |
0.9147 |
|
1.000 |
0.9115 |
|
1.618 |
0.9062 |
|
2.618 |
0.8977 |
|
4.250 |
0.8839 |
|
|
| Fisher Pivots for day following 08-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9248 |
0.9232 |
| PP |
0.9245 |
0.9214 |
| S1 |
0.9243 |
0.9196 |
|