CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 26-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9606 |
0.9613 |
0.0007 |
0.1% |
0.9771 |
| High |
0.9629 |
0.9640 |
0.0011 |
0.1% |
0.9782 |
| Low |
0.9593 |
0.9600 |
0.0007 |
0.1% |
0.9599 |
| Close |
0.9618 |
0.9608 |
-0.0010 |
-0.1% |
0.9623 |
| Range |
0.0036 |
0.0040 |
0.0004 |
11.1% |
0.0183 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
69,615 |
90,800 |
21,185 |
30.4% |
535,840 |
|
| Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9736 |
0.9712 |
0.9630 |
|
| R3 |
0.9696 |
0.9672 |
0.9619 |
|
| R2 |
0.9656 |
0.9656 |
0.9615 |
|
| R1 |
0.9632 |
0.9632 |
0.9612 |
0.9624 |
| PP |
0.9616 |
0.9616 |
0.9616 |
0.9612 |
| S1 |
0.9592 |
0.9592 |
0.9604 |
0.9584 |
| S2 |
0.9576 |
0.9576 |
0.9601 |
|
| S3 |
0.9536 |
0.9552 |
0.9597 |
|
| S4 |
0.9496 |
0.9512 |
0.9586 |
|
|
| 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 |
0.9719 |
0.9593 |
0.0126 |
1.3% |
0.0052 |
0.5% |
12% |
False |
False |
110,676 |
| 10 |
0.9792 |
0.9593 |
0.0199 |
2.1% |
0.0045 |
0.5% |
8% |
False |
False |
102,656 |
| 20 |
0.9854 |
0.9593 |
0.0261 |
2.7% |
0.0048 |
0.5% |
6% |
False |
False |
117,613 |
| 40 |
0.9899 |
0.9593 |
0.0306 |
3.2% |
0.0041 |
0.4% |
5% |
False |
False |
104,329 |
| 60 |
0.9956 |
0.9593 |
0.0363 |
3.8% |
0.0042 |
0.4% |
4% |
False |
False |
92,876 |
| 80 |
0.9956 |
0.9593 |
0.0363 |
3.8% |
0.0042 |
0.4% |
4% |
False |
False |
69,854 |
| 100 |
0.9956 |
0.9593 |
0.0363 |
3.8% |
0.0044 |
0.5% |
4% |
False |
False |
55,919 |
| 120 |
0.9956 |
0.9593 |
0.0363 |
3.8% |
0.0044 |
0.5% |
4% |
False |
False |
46,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9810 |
|
2.618 |
0.9745 |
|
1.618 |
0.9705 |
|
1.000 |
0.9680 |
|
0.618 |
0.9665 |
|
HIGH |
0.9640 |
|
0.618 |
0.9625 |
|
0.500 |
0.9620 |
|
0.382 |
0.9615 |
|
LOW |
0.9600 |
|
0.618 |
0.9575 |
|
1.000 |
0.9560 |
|
1.618 |
0.9535 |
|
2.618 |
0.9495 |
|
4.250 |
0.9430 |
|
|
| Fisher Pivots for day following 26-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9620 |
0.9628 |
| PP |
0.9616 |
0.9621 |
| S1 |
0.9612 |
0.9615 |
|