CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 07-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2014 |
07-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9830 |
0.9805 |
-0.0025 |
-0.3% |
0.9864 |
| High |
0.9831 |
0.9829 |
-0.0002 |
0.0% |
0.9883 |
| Low |
0.9768 |
0.9788 |
0.0020 |
0.2% |
0.9768 |
| Close |
0.9788 |
0.9822 |
0.0034 |
0.3% |
0.9788 |
| Range |
0.0063 |
0.0041 |
-0.0022 |
-34.9% |
0.0115 |
| ATR |
0.0047 |
0.0046 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
117,839 |
98,491 |
-19,348 |
-16.4% |
376,542 |
|
| Daily Pivots for day following 07-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9936 |
0.9920 |
0.9845 |
|
| R3 |
0.9895 |
0.9879 |
0.9833 |
|
| R2 |
0.9854 |
0.9854 |
0.9830 |
|
| R1 |
0.9838 |
0.9838 |
0.9826 |
0.9846 |
| PP |
0.9813 |
0.9813 |
0.9813 |
0.9817 |
| S1 |
0.9797 |
0.9797 |
0.9818 |
0.9805 |
| S2 |
0.9772 |
0.9772 |
0.9814 |
|
| S3 |
0.9731 |
0.9756 |
0.9811 |
|
| S4 |
0.9690 |
0.9715 |
0.9799 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0158 |
1.0088 |
0.9851 |
|
| R3 |
1.0043 |
0.9973 |
0.9820 |
|
| R2 |
0.9928 |
0.9928 |
0.9809 |
|
| R1 |
0.9858 |
0.9858 |
0.9799 |
0.9836 |
| PP |
0.9813 |
0.9813 |
0.9813 |
0.9802 |
| S1 |
0.9743 |
0.9743 |
0.9777 |
0.9721 |
| S2 |
0.9698 |
0.9698 |
0.9767 |
|
| S3 |
0.9583 |
0.9628 |
0.9756 |
|
| S4 |
0.9468 |
0.9513 |
0.9725 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9883 |
0.9768 |
0.0115 |
1.2% |
0.0040 |
0.4% |
47% |
False |
False |
95,006 |
| 10 |
0.9956 |
0.9768 |
0.0188 |
1.9% |
0.0050 |
0.5% |
29% |
False |
False |
98,207 |
| 20 |
0.9956 |
0.9747 |
0.0209 |
2.1% |
0.0046 |
0.5% |
36% |
False |
False |
88,550 |
| 40 |
0.9956 |
0.9734 |
0.0222 |
2.3% |
0.0043 |
0.4% |
40% |
False |
False |
45,182 |
| 60 |
0.9956 |
0.9700 |
0.0256 |
2.6% |
0.0044 |
0.4% |
48% |
False |
False |
30,208 |
| 80 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0047 |
0.5% |
63% |
False |
False |
22,680 |
| 100 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0043 |
0.4% |
63% |
False |
False |
18,146 |
| 120 |
0.9956 |
0.9575 |
0.0381 |
3.9% |
0.0039 |
0.4% |
65% |
False |
False |
15,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0003 |
|
2.618 |
0.9936 |
|
1.618 |
0.9895 |
|
1.000 |
0.9870 |
|
0.618 |
0.9854 |
|
HIGH |
0.9829 |
|
0.618 |
0.9813 |
|
0.500 |
0.9809 |
|
0.382 |
0.9804 |
|
LOW |
0.9788 |
|
0.618 |
0.9763 |
|
1.000 |
0.9747 |
|
1.618 |
0.9722 |
|
2.618 |
0.9681 |
|
4.250 |
0.9614 |
|
|
| Fisher Pivots for day following 07-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9818 |
0.9820 |
| PP |
0.9813 |
0.9819 |
| S1 |
0.9809 |
0.9817 |
|