CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 23-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2014 |
23-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9865 |
0.9859 |
-0.0006 |
-0.1% |
0.9873 |
| High |
0.9873 |
0.9873 |
0.0000 |
0.0% |
0.9896 |
| Low |
0.9846 |
0.9850 |
0.0004 |
0.0% |
0.9827 |
| Close |
0.9861 |
0.9851 |
-0.0010 |
-0.1% |
0.9870 |
| Range |
0.0027 |
0.0023 |
-0.0004 |
-14.8% |
0.0069 |
| ATR |
0.0039 |
0.0038 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
104,428 |
71,241 |
-33,187 |
-31.8% |
455,900 |
|
| Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9927 |
0.9912 |
0.9864 |
|
| R3 |
0.9904 |
0.9889 |
0.9857 |
|
| R2 |
0.9881 |
0.9881 |
0.9855 |
|
| R1 |
0.9866 |
0.9866 |
0.9853 |
0.9862 |
| PP |
0.9858 |
0.9858 |
0.9858 |
0.9856 |
| S1 |
0.9843 |
0.9843 |
0.9849 |
0.9839 |
| S2 |
0.9835 |
0.9835 |
0.9847 |
|
| S3 |
0.9812 |
0.9820 |
0.9845 |
|
| S4 |
0.9789 |
0.9797 |
0.9838 |
|
|
| 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 |
0.9836 |
0.0060 |
0.6% |
0.0032 |
0.3% |
25% |
False |
False |
91,233 |
| 10 |
0.9899 |
0.9827 |
0.0072 |
0.7% |
0.0032 |
0.3% |
33% |
False |
False |
88,707 |
| 20 |
0.9956 |
0.9768 |
0.0188 |
1.9% |
0.0042 |
0.4% |
44% |
False |
False |
93,640 |
| 40 |
0.9956 |
0.9734 |
0.0222 |
2.3% |
0.0041 |
0.4% |
53% |
False |
False |
71,566 |
| 60 |
0.9956 |
0.9700 |
0.0256 |
2.6% |
0.0042 |
0.4% |
59% |
False |
False |
47,857 |
| 80 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0043 |
0.4% |
71% |
False |
False |
35,935 |
| 100 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0043 |
0.4% |
71% |
False |
False |
28,755 |
| 120 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0040 |
0.4% |
71% |
False |
False |
23,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9971 |
|
2.618 |
0.9933 |
|
1.618 |
0.9910 |
|
1.000 |
0.9896 |
|
0.618 |
0.9887 |
|
HIGH |
0.9873 |
|
0.618 |
0.9864 |
|
0.500 |
0.9862 |
|
0.382 |
0.9859 |
|
LOW |
0.9850 |
|
0.618 |
0.9836 |
|
1.000 |
0.9827 |
|
1.618 |
0.9813 |
|
2.618 |
0.9790 |
|
4.250 |
0.9752 |
|
|
| Fisher Pivots for day following 23-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9862 |
0.9867 |
| PP |
0.9858 |
0.9861 |
| S1 |
0.9855 |
0.9856 |
|