CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 22-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9643 |
0.9631 |
-0.0012 |
-0.1% |
0.9771 |
| High |
0.9652 |
0.9663 |
0.0011 |
0.1% |
0.9782 |
| Low |
0.9621 |
0.9599 |
-0.0022 |
-0.2% |
0.9599 |
| Close |
0.9636 |
0.9623 |
-0.0013 |
-0.1% |
0.9623 |
| Range |
0.0031 |
0.0064 |
0.0033 |
106.5% |
0.0183 |
| ATR |
0.0044 |
0.0045 |
0.0001 |
3.4% |
0.0000 |
| Volume |
102,911 |
147,217 |
44,306 |
43.1% |
535,840 |
|
| Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9820 |
0.9786 |
0.9658 |
|
| R3 |
0.9756 |
0.9722 |
0.9641 |
|
| R2 |
0.9692 |
0.9692 |
0.9635 |
|
| R1 |
0.9658 |
0.9658 |
0.9629 |
0.9643 |
| PP |
0.9628 |
0.9628 |
0.9628 |
0.9621 |
| S1 |
0.9594 |
0.9594 |
0.9617 |
0.9579 |
| S2 |
0.9564 |
0.9564 |
0.9611 |
|
| S3 |
0.9500 |
0.9530 |
0.9605 |
|
| S4 |
0.9436 |
0.9466 |
0.9588 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0217 |
1.0103 |
0.9724 |
|
| R3 |
1.0034 |
0.9920 |
0.9673 |
|
| R2 |
0.9851 |
0.9851 |
0.9657 |
|
| R1 |
0.9737 |
0.9737 |
0.9640 |
0.9703 |
| PP |
0.9668 |
0.9668 |
0.9668 |
0.9651 |
| S1 |
0.9554 |
0.9554 |
0.9606 |
0.9520 |
| S2 |
0.9485 |
0.9485 |
0.9589 |
|
| S3 |
0.9302 |
0.9371 |
0.9573 |
|
| S4 |
0.9119 |
0.9188 |
0.9522 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9782 |
0.9599 |
0.0183 |
1.9% |
0.0051 |
0.5% |
13% |
False |
True |
107,168 |
| 10 |
0.9804 |
0.9599 |
0.0205 |
2.1% |
0.0042 |
0.4% |
12% |
False |
True |
101,989 |
| 20 |
0.9854 |
0.9599 |
0.0255 |
2.6% |
0.0047 |
0.5% |
9% |
False |
True |
117,565 |
| 40 |
0.9899 |
0.9599 |
0.0300 |
3.1% |
0.0041 |
0.4% |
8% |
False |
True |
104,875 |
| 60 |
0.9956 |
0.9599 |
0.0357 |
3.7% |
0.0043 |
0.4% |
7% |
False |
True |
90,293 |
| 80 |
0.9956 |
0.9599 |
0.0357 |
3.7% |
0.0043 |
0.4% |
7% |
False |
True |
67,854 |
| 100 |
0.9956 |
0.9595 |
0.0361 |
3.8% |
0.0044 |
0.5% |
8% |
False |
False |
54,317 |
| 120 |
0.9956 |
0.9595 |
0.0361 |
3.8% |
0.0044 |
0.5% |
8% |
False |
False |
45,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9935 |
|
2.618 |
0.9831 |
|
1.618 |
0.9767 |
|
1.000 |
0.9727 |
|
0.618 |
0.9703 |
|
HIGH |
0.9663 |
|
0.618 |
0.9639 |
|
0.500 |
0.9631 |
|
0.382 |
0.9623 |
|
LOW |
0.9599 |
|
0.618 |
0.9559 |
|
1.000 |
0.9535 |
|
1.618 |
0.9495 |
|
2.618 |
0.9431 |
|
4.250 |
0.9327 |
|
|
| Fisher Pivots for day following 22-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9631 |
0.9659 |
| PP |
0.9628 |
0.9647 |
| S1 |
0.9626 |
0.9635 |
|