CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 18-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2014 |
18-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9839 |
0.9889 |
0.0050 |
0.5% |
0.9873 |
| High |
0.9891 |
0.9896 |
0.0005 |
0.1% |
0.9896 |
| Low |
0.9836 |
0.9861 |
0.0025 |
0.3% |
0.9827 |
| Close |
0.9876 |
0.9870 |
-0.0006 |
-0.1% |
0.9870 |
| Range |
0.0055 |
0.0035 |
-0.0020 |
-36.4% |
0.0069 |
| ATR |
0.0042 |
0.0041 |
0.0000 |
-1.1% |
0.0000 |
| Volume |
125,707 |
97,354 |
-28,353 |
-22.6% |
455,900 |
|
| Daily Pivots for day following 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9981 |
0.9960 |
0.9889 |
|
| R3 |
0.9946 |
0.9925 |
0.9880 |
|
| R2 |
0.9911 |
0.9911 |
0.9876 |
|
| R1 |
0.9890 |
0.9890 |
0.9873 |
0.9883 |
| PP |
0.9876 |
0.9876 |
0.9876 |
0.9872 |
| S1 |
0.9855 |
0.9855 |
0.9867 |
0.9848 |
| S2 |
0.9841 |
0.9841 |
0.9864 |
|
| S3 |
0.9806 |
0.9820 |
0.9860 |
|
| S4 |
0.9771 |
0.9785 |
0.9851 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0071 |
1.0040 |
0.9908 |
|
| R3 |
1.0002 |
0.9971 |
0.9889 |
|
| R2 |
0.9933 |
0.9933 |
0.9883 |
|
| R1 |
0.9902 |
0.9902 |
0.9876 |
0.9883 |
| PP |
0.9864 |
0.9864 |
0.9864 |
0.9855 |
| S1 |
0.9833 |
0.9833 |
0.9864 |
0.9814 |
| S2 |
0.9795 |
0.9795 |
0.9857 |
|
| S3 |
0.9726 |
0.9764 |
0.9851 |
|
| S4 |
0.9657 |
0.9695 |
0.9832 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9896 |
0.9827 |
0.0069 |
0.7% |
0.0034 |
0.3% |
62% |
True |
False |
91,180 |
| 10 |
0.9899 |
0.9788 |
0.0111 |
1.1% |
0.0037 |
0.4% |
74% |
False |
False |
92,639 |
| 20 |
0.9956 |
0.9768 |
0.0188 |
1.9% |
0.0043 |
0.4% |
54% |
False |
False |
94,265 |
| 40 |
0.9956 |
0.9734 |
0.0222 |
2.2% |
0.0042 |
0.4% |
61% |
False |
False |
65,796 |
| 60 |
0.9956 |
0.9700 |
0.0256 |
2.6% |
0.0043 |
0.4% |
66% |
False |
False |
43,980 |
| 80 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0045 |
0.5% |
76% |
False |
False |
33,024 |
| 100 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0043 |
0.4% |
76% |
False |
False |
26,424 |
| 120 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0041 |
0.4% |
76% |
False |
False |
22,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0045 |
|
2.618 |
0.9988 |
|
1.618 |
0.9953 |
|
1.000 |
0.9931 |
|
0.618 |
0.9918 |
|
HIGH |
0.9896 |
|
0.618 |
0.9883 |
|
0.500 |
0.9879 |
|
0.382 |
0.9874 |
|
LOW |
0.9861 |
|
0.618 |
0.9839 |
|
1.000 |
0.9826 |
|
1.618 |
0.9804 |
|
2.618 |
0.9769 |
|
4.250 |
0.9712 |
|
|
| Fisher Pivots for day following 18-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9879 |
0.9867 |
| PP |
0.9876 |
0.9864 |
| S1 |
0.9873 |
0.9862 |
|