CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 13-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9280 |
0.9310 |
0.0030 |
0.3% |
0.9118 |
| High |
0.9297 |
0.9378 |
0.0081 |
0.9% |
0.9304 |
| Low |
0.9251 |
0.9300 |
0.0049 |
0.5% |
0.9107 |
| Close |
0.9279 |
0.9310 |
0.0031 |
0.3% |
0.9279 |
| Range |
0.0046 |
0.0078 |
0.0032 |
69.6% |
0.0197 |
| ATR |
0.0074 |
0.0076 |
0.0002 |
2.4% |
0.0000 |
| Volume |
168,019 |
128,162 |
-39,857 |
-23.7% |
1,016,958 |
|
| Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9563 |
0.9515 |
0.9353 |
|
| R3 |
0.9485 |
0.9437 |
0.9331 |
|
| R2 |
0.9407 |
0.9407 |
0.9324 |
|
| R1 |
0.9359 |
0.9359 |
0.9317 |
0.9349 |
| PP |
0.9329 |
0.9329 |
0.9329 |
0.9325 |
| S1 |
0.9281 |
0.9281 |
0.9303 |
0.9271 |
| S2 |
0.9251 |
0.9251 |
0.9296 |
|
| S3 |
0.9173 |
0.9203 |
0.9289 |
|
| S4 |
0.9095 |
0.9125 |
0.9267 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9821 |
0.9747 |
0.9387 |
|
| R3 |
0.9624 |
0.9550 |
0.9333 |
|
| R2 |
0.9427 |
0.9427 |
0.9315 |
|
| R1 |
0.9353 |
0.9353 |
0.9297 |
0.9390 |
| PP |
0.9230 |
0.9230 |
0.9230 |
0.9249 |
| S1 |
0.9156 |
0.9156 |
0.9261 |
0.9193 |
| S2 |
0.9033 |
0.9033 |
0.9243 |
|
| S3 |
0.8836 |
0.8959 |
0.9225 |
|
| S4 |
0.8639 |
0.8762 |
0.9171 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9378 |
0.9159 |
0.0219 |
2.4% |
0.0080 |
0.9% |
69% |
True |
False |
197,070 |
| 10 |
0.9378 |
0.9088 |
0.0290 |
3.1% |
0.0088 |
0.9% |
77% |
True |
False |
202,553 |
| 20 |
0.9378 |
0.9088 |
0.0290 |
3.1% |
0.0077 |
0.8% |
77% |
True |
False |
180,525 |
| 40 |
0.9786 |
0.9088 |
0.0698 |
7.5% |
0.0065 |
0.7% |
32% |
False |
False |
105,442 |
| 60 |
0.9886 |
0.9088 |
0.0798 |
8.6% |
0.0055 |
0.6% |
28% |
False |
False |
70,409 |
| 80 |
0.9902 |
0.9088 |
0.0814 |
8.7% |
0.0048 |
0.5% |
27% |
False |
False |
52,838 |
| 100 |
0.9902 |
0.9088 |
0.0814 |
8.7% |
0.0043 |
0.5% |
27% |
False |
False |
42,275 |
| 120 |
0.9930 |
0.9088 |
0.0842 |
9.0% |
0.0039 |
0.4% |
26% |
False |
False |
35,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9710 |
|
2.618 |
0.9582 |
|
1.618 |
0.9504 |
|
1.000 |
0.9456 |
|
0.618 |
0.9426 |
|
HIGH |
0.9378 |
|
0.618 |
0.9348 |
|
0.500 |
0.9339 |
|
0.382 |
0.9330 |
|
LOW |
0.9300 |
|
0.618 |
0.9252 |
|
1.000 |
0.9222 |
|
1.618 |
0.9174 |
|
2.618 |
0.9096 |
|
4.250 |
0.8969 |
|
|
| Fisher Pivots for day following 13-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9339 |
0.9309 |
| PP |
0.9329 |
0.9308 |
| S1 |
0.9320 |
0.9307 |
|