CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 29-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2014 |
29-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9276 |
0.9251 |
-0.0025 |
-0.3% |
0.9347 |
| High |
0.9289 |
0.9269 |
-0.0020 |
-0.2% |
0.9416 |
| Low |
0.9245 |
0.9180 |
-0.0065 |
-0.7% |
0.9233 |
| Close |
0.9255 |
0.9196 |
-0.0059 |
-0.6% |
0.9256 |
| Range |
0.0044 |
0.0089 |
0.0045 |
102.3% |
0.0183 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
1.4% |
0.0000 |
| Volume |
130,159 |
135,607 |
5,448 |
4.2% |
757,166 |
|
| Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9482 |
0.9428 |
0.9245 |
|
| R3 |
0.9393 |
0.9339 |
0.9220 |
|
| R2 |
0.9304 |
0.9304 |
0.9212 |
|
| R1 |
0.9250 |
0.9250 |
0.9204 |
0.9233 |
| PP |
0.9215 |
0.9215 |
0.9215 |
0.9206 |
| S1 |
0.9161 |
0.9161 |
0.9188 |
0.9144 |
| S2 |
0.9126 |
0.9126 |
0.9180 |
|
| S3 |
0.9037 |
0.9072 |
0.9172 |
|
| S4 |
0.8948 |
0.8983 |
0.9147 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9851 |
0.9736 |
0.9357 |
|
| R3 |
0.9668 |
0.9553 |
0.9306 |
|
| R2 |
0.9485 |
0.9485 |
0.9290 |
|
| R1 |
0.9370 |
0.9370 |
0.9273 |
0.9336 |
| PP |
0.9302 |
0.9302 |
0.9302 |
0.9285 |
| S1 |
0.9187 |
0.9187 |
0.9239 |
0.9153 |
| S2 |
0.9119 |
0.9119 |
0.9222 |
|
| S3 |
0.8936 |
0.9004 |
0.9206 |
|
| S4 |
0.8753 |
0.8821 |
0.9155 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9340 |
0.9180 |
0.0160 |
1.7% |
0.0068 |
0.7% |
10% |
False |
True |
139,302 |
| 10 |
0.9483 |
0.9180 |
0.0303 |
3.3% |
0.0067 |
0.7% |
5% |
False |
True |
161,834 |
| 20 |
0.9510 |
0.9103 |
0.0407 |
4.4% |
0.0083 |
0.9% |
23% |
False |
False |
194,334 |
| 40 |
0.9560 |
0.9088 |
0.0472 |
5.1% |
0.0074 |
0.8% |
23% |
False |
False |
160,928 |
| 60 |
0.9860 |
0.9088 |
0.0772 |
8.4% |
0.0065 |
0.7% |
14% |
False |
False |
107,753 |
| 80 |
0.9902 |
0.9088 |
0.0814 |
8.9% |
0.0055 |
0.6% |
13% |
False |
False |
80,863 |
| 100 |
0.9902 |
0.9088 |
0.0814 |
8.9% |
0.0049 |
0.5% |
13% |
False |
False |
64,711 |
| 120 |
0.9930 |
0.9088 |
0.0842 |
9.2% |
0.0045 |
0.5% |
13% |
False |
False |
53,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9647 |
|
2.618 |
0.9502 |
|
1.618 |
0.9413 |
|
1.000 |
0.9358 |
|
0.618 |
0.9324 |
|
HIGH |
0.9269 |
|
0.618 |
0.9235 |
|
0.500 |
0.9225 |
|
0.382 |
0.9214 |
|
LOW |
0.9180 |
|
0.618 |
0.9125 |
|
1.000 |
0.9091 |
|
1.618 |
0.9036 |
|
2.618 |
0.8947 |
|
4.250 |
0.8802 |
|
|
| Fisher Pivots for day following 29-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9225 |
0.9239 |
| PP |
0.9215 |
0.9224 |
| S1 |
0.9206 |
0.9210 |
|