CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 31-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2014 |
31-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9794 |
0.9729 |
-0.0065 |
-0.7% |
0.9871 |
| High |
0.9803 |
0.9737 |
-0.0066 |
-0.7% |
0.9887 |
| Low |
0.9702 |
0.9710 |
0.0008 |
0.1% |
0.9812 |
| Close |
0.9723 |
0.9724 |
0.0001 |
0.0% |
0.9826 |
| Range |
0.0101 |
0.0027 |
-0.0074 |
-73.3% |
0.0075 |
| ATR |
0.0040 |
0.0039 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
171,816 |
146,578 |
-25,238 |
-14.7% |
439,056 |
|
| Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9805 |
0.9791 |
0.9739 |
|
| R3 |
0.9778 |
0.9764 |
0.9731 |
|
| R2 |
0.9751 |
0.9751 |
0.9729 |
|
| R1 |
0.9737 |
0.9737 |
0.9726 |
0.9731 |
| PP |
0.9724 |
0.9724 |
0.9724 |
0.9720 |
| S1 |
0.9710 |
0.9710 |
0.9722 |
0.9704 |
| S2 |
0.9697 |
0.9697 |
0.9719 |
|
| S3 |
0.9670 |
0.9683 |
0.9717 |
|
| S4 |
0.9643 |
0.9656 |
0.9709 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0067 |
1.0021 |
0.9867 |
|
| R3 |
0.9992 |
0.9946 |
0.9847 |
|
| R2 |
0.9917 |
0.9917 |
0.9840 |
|
| R1 |
0.9871 |
0.9871 |
0.9833 |
0.9857 |
| PP |
0.9842 |
0.9842 |
0.9842 |
0.9834 |
| S1 |
0.9796 |
0.9796 |
0.9819 |
0.9782 |
| S2 |
0.9767 |
0.9767 |
0.9812 |
|
| S3 |
0.9692 |
0.9721 |
0.9805 |
|
| S4 |
0.9617 |
0.9646 |
0.9785 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9835 |
0.9702 |
0.0133 |
1.4% |
0.0040 |
0.4% |
17% |
False |
False |
114,138 |
| 10 |
0.9896 |
0.9702 |
0.0194 |
2.0% |
0.0035 |
0.4% |
11% |
False |
False |
101,425 |
| 20 |
0.9899 |
0.9702 |
0.0197 |
2.0% |
0.0037 |
0.4% |
11% |
False |
False |
98,056 |
| 40 |
0.9956 |
0.9702 |
0.0254 |
2.6% |
0.0041 |
0.4% |
9% |
False |
False |
88,244 |
| 60 |
0.9956 |
0.9702 |
0.0254 |
2.6% |
0.0041 |
0.4% |
9% |
False |
False |
59,222 |
| 80 |
0.9956 |
0.9700 |
0.0256 |
2.6% |
0.0043 |
0.4% |
9% |
False |
False |
44,473 |
| 100 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0044 |
0.5% |
36% |
False |
False |
35,592 |
| 120 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0041 |
0.4% |
36% |
False |
False |
29,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9852 |
|
2.618 |
0.9808 |
|
1.618 |
0.9781 |
|
1.000 |
0.9764 |
|
0.618 |
0.9754 |
|
HIGH |
0.9737 |
|
0.618 |
0.9727 |
|
0.500 |
0.9724 |
|
0.382 |
0.9720 |
|
LOW |
0.9710 |
|
0.618 |
0.9693 |
|
1.000 |
0.9683 |
|
1.618 |
0.9666 |
|
2.618 |
0.9639 |
|
4.250 |
0.9595 |
|
|
| Fisher Pivots for day following 31-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9724 |
0.9763 |
| PP |
0.9724 |
0.9750 |
| S1 |
0.9724 |
0.9737 |
|