CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 15-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9765 |
0.9758 |
-0.0007 |
-0.1% |
0.9796 |
| High |
0.9776 |
0.9792 |
0.0016 |
0.2% |
0.9804 |
| Low |
0.9742 |
0.9737 |
-0.0005 |
-0.1% |
0.9737 |
| Close |
0.9761 |
0.9774 |
0.0013 |
0.1% |
0.9774 |
| Range |
0.0034 |
0.0055 |
0.0021 |
61.8% |
0.0067 |
| ATR |
0.0041 |
0.0042 |
0.0001 |
2.5% |
0.0000 |
| Volume |
80,661 |
153,694 |
73,033 |
90.5% |
484,055 |
|
| Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9933 |
0.9908 |
0.9804 |
|
| R3 |
0.9878 |
0.9853 |
0.9789 |
|
| R2 |
0.9823 |
0.9823 |
0.9784 |
|
| R1 |
0.9798 |
0.9798 |
0.9779 |
0.9811 |
| PP |
0.9768 |
0.9768 |
0.9768 |
0.9774 |
| S1 |
0.9743 |
0.9743 |
0.9769 |
0.9756 |
| S2 |
0.9713 |
0.9713 |
0.9764 |
|
| S3 |
0.9658 |
0.9688 |
0.9759 |
|
| S4 |
0.9603 |
0.9633 |
0.9744 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9973 |
0.9940 |
0.9811 |
|
| R3 |
0.9906 |
0.9873 |
0.9792 |
|
| R2 |
0.9839 |
0.9839 |
0.9786 |
|
| R1 |
0.9806 |
0.9806 |
0.9780 |
0.9789 |
| PP |
0.9772 |
0.9772 |
0.9772 |
0.9763 |
| S1 |
0.9739 |
0.9739 |
0.9768 |
0.9722 |
| S2 |
0.9705 |
0.9705 |
0.9762 |
|
| S3 |
0.9638 |
0.9672 |
0.9756 |
|
| S4 |
0.9571 |
0.9605 |
0.9737 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9804 |
0.9737 |
0.0067 |
0.7% |
0.0033 |
0.3% |
55% |
False |
True |
96,811 |
| 10 |
0.9854 |
0.9717 |
0.0137 |
1.4% |
0.0043 |
0.4% |
42% |
False |
False |
115,328 |
| 20 |
0.9887 |
0.9702 |
0.0185 |
1.9% |
0.0041 |
0.4% |
39% |
False |
False |
112,726 |
| 40 |
0.9956 |
0.9702 |
0.0254 |
2.6% |
0.0042 |
0.4% |
28% |
False |
False |
103,496 |
| 60 |
0.9956 |
0.9702 |
0.0254 |
2.6% |
0.0042 |
0.4% |
28% |
False |
False |
81,440 |
| 80 |
0.9956 |
0.9700 |
0.0256 |
2.6% |
0.0043 |
0.4% |
29% |
False |
False |
61,167 |
| 100 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0044 |
0.5% |
50% |
False |
False |
48,964 |
| 120 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0043 |
0.4% |
50% |
False |
False |
40,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0026 |
|
2.618 |
0.9936 |
|
1.618 |
0.9881 |
|
1.000 |
0.9847 |
|
0.618 |
0.9826 |
|
HIGH |
0.9792 |
|
0.618 |
0.9771 |
|
0.500 |
0.9765 |
|
0.382 |
0.9758 |
|
LOW |
0.9737 |
|
0.618 |
0.9703 |
|
1.000 |
0.9682 |
|
1.618 |
0.9648 |
|
2.618 |
0.9593 |
|
4.250 |
0.9503 |
|
|
| Fisher Pivots for day following 15-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9771 |
0.9771 |
| PP |
0.9768 |
0.9768 |
| S1 |
0.9765 |
0.9765 |
|