CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 14-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9780 |
0.9765 |
-0.0015 |
-0.2% |
0.9749 |
| High |
0.9786 |
0.9776 |
-0.0010 |
-0.1% |
0.9854 |
| Low |
0.9754 |
0.9742 |
-0.0012 |
-0.1% |
0.9717 |
| Close |
0.9762 |
0.9761 |
-0.0001 |
0.0% |
0.9802 |
| Range |
0.0032 |
0.0034 |
0.0002 |
6.3% |
0.0137 |
| ATR |
0.0041 |
0.0041 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
95,954 |
80,661 |
-15,293 |
-15.9% |
669,234 |
|
| Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9862 |
0.9845 |
0.9780 |
|
| R3 |
0.9828 |
0.9811 |
0.9770 |
|
| R2 |
0.9794 |
0.9794 |
0.9767 |
|
| R1 |
0.9777 |
0.9777 |
0.9764 |
0.9769 |
| PP |
0.9760 |
0.9760 |
0.9760 |
0.9755 |
| S1 |
0.9743 |
0.9743 |
0.9758 |
0.9735 |
| S2 |
0.9726 |
0.9726 |
0.9755 |
|
| S3 |
0.9692 |
0.9709 |
0.9752 |
|
| S4 |
0.9658 |
0.9675 |
0.9742 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0202 |
1.0139 |
0.9877 |
|
| R3 |
1.0065 |
1.0002 |
0.9840 |
|
| R2 |
0.9928 |
0.9928 |
0.9827 |
|
| R1 |
0.9865 |
0.9865 |
0.9815 |
0.9897 |
| PP |
0.9791 |
0.9791 |
0.9791 |
0.9807 |
| S1 |
0.9728 |
0.9728 |
0.9789 |
0.9760 |
| S2 |
0.9654 |
0.9654 |
0.9777 |
|
| S3 |
0.9517 |
0.9591 |
0.9764 |
|
| S4 |
0.9380 |
0.9454 |
0.9727 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9854 |
0.9742 |
0.0112 |
1.1% |
0.0035 |
0.4% |
17% |
False |
True |
99,159 |
| 10 |
0.9854 |
0.9707 |
0.0147 |
1.5% |
0.0045 |
0.5% |
37% |
False |
False |
118,393 |
| 20 |
0.9896 |
0.9702 |
0.0194 |
2.0% |
0.0040 |
0.4% |
30% |
False |
False |
109,909 |
| 40 |
0.9956 |
0.9702 |
0.0254 |
2.6% |
0.0041 |
0.4% |
23% |
False |
False |
101,768 |
| 60 |
0.9956 |
0.9702 |
0.0254 |
2.6% |
0.0042 |
0.4% |
23% |
False |
False |
78,882 |
| 80 |
0.9956 |
0.9700 |
0.0256 |
2.6% |
0.0043 |
0.4% |
24% |
False |
False |
59,246 |
| 100 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0044 |
0.5% |
46% |
False |
False |
47,428 |
| 120 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0043 |
0.4% |
46% |
False |
False |
39,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9921 |
|
2.618 |
0.9865 |
|
1.618 |
0.9831 |
|
1.000 |
0.9810 |
|
0.618 |
0.9797 |
|
HIGH |
0.9776 |
|
0.618 |
0.9763 |
|
0.500 |
0.9759 |
|
0.382 |
0.9755 |
|
LOW |
0.9742 |
|
0.618 |
0.9721 |
|
1.000 |
0.9708 |
|
1.618 |
0.9687 |
|
2.618 |
0.9653 |
|
4.250 |
0.9598 |
|
|
| Fisher Pivots for day following 14-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9760 |
0.9770 |
| PP |
0.9760 |
0.9767 |
| S1 |
0.9759 |
0.9764 |
|