CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 22-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9871 |
0.9865 |
-0.0006 |
-0.1% |
0.9873 |
| High |
0.9887 |
0.9873 |
-0.0014 |
-0.1% |
0.9896 |
| Low |
0.9865 |
0.9846 |
-0.0019 |
-0.2% |
0.9827 |
| Close |
0.9868 |
0.9861 |
-0.0007 |
-0.1% |
0.9870 |
| Range |
0.0022 |
0.0027 |
0.0005 |
22.7% |
0.0069 |
| ATR |
0.0040 |
0.0039 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
57,437 |
104,428 |
46,991 |
81.8% |
455,900 |
|
| Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9941 |
0.9928 |
0.9876 |
|
| R3 |
0.9914 |
0.9901 |
0.9868 |
|
| R2 |
0.9887 |
0.9887 |
0.9866 |
|
| R1 |
0.9874 |
0.9874 |
0.9863 |
0.9867 |
| PP |
0.9860 |
0.9860 |
0.9860 |
0.9857 |
| S1 |
0.9847 |
0.9847 |
0.9859 |
0.9840 |
| S2 |
0.9833 |
0.9833 |
0.9856 |
|
| S3 |
0.9806 |
0.9820 |
0.9854 |
|
| S4 |
0.9779 |
0.9793 |
0.9846 |
|
|
| 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% |
0.0031 |
0.3% |
49% |
False |
False |
88,405 |
| 10 |
0.9899 |
0.9819 |
0.0080 |
0.8% |
0.0034 |
0.3% |
53% |
False |
False |
90,057 |
| 20 |
0.9956 |
0.9768 |
0.0188 |
1.9% |
0.0042 |
0.4% |
49% |
False |
False |
94,809 |
| 40 |
0.9956 |
0.9734 |
0.0222 |
2.3% |
0.0041 |
0.4% |
57% |
False |
False |
69,820 |
| 60 |
0.9956 |
0.9700 |
0.0256 |
2.6% |
0.0043 |
0.4% |
63% |
False |
False |
46,673 |
| 80 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0044 |
0.4% |
74% |
False |
False |
35,046 |
| 100 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0044 |
0.4% |
74% |
False |
False |
28,043 |
| 120 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0040 |
0.4% |
74% |
False |
False |
23,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9988 |
|
2.618 |
0.9944 |
|
1.618 |
0.9917 |
|
1.000 |
0.9900 |
|
0.618 |
0.9890 |
|
HIGH |
0.9873 |
|
0.618 |
0.9863 |
|
0.500 |
0.9860 |
|
0.382 |
0.9856 |
|
LOW |
0.9846 |
|
0.618 |
0.9829 |
|
1.000 |
0.9819 |
|
1.618 |
0.9802 |
|
2.618 |
0.9775 |
|
4.250 |
0.9731 |
|
|
| Fisher Pivots for day following 22-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9861 |
0.9871 |
| PP |
0.9860 |
0.9868 |
| S1 |
0.9860 |
0.9864 |
|