CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 02-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2014 |
02-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9642 |
0.9602 |
-0.0040 |
-0.4% |
0.9606 |
| High |
0.9648 |
0.9606 |
-0.0042 |
-0.4% |
0.9657 |
| Low |
0.9605 |
0.9505 |
-0.0100 |
-1.0% |
0.9593 |
| Close |
0.9606 |
0.9513 |
-0.0093 |
-1.0% |
0.9606 |
| Range |
0.0043 |
0.0101 |
0.0058 |
134.9% |
0.0064 |
| ATR |
0.0043 |
0.0047 |
0.0004 |
9.7% |
0.0000 |
| Volume |
98,517 |
178,797 |
80,280 |
81.5% |
445,043 |
|
| Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9844 |
0.9780 |
0.9569 |
|
| R3 |
0.9743 |
0.9679 |
0.9541 |
|
| R2 |
0.9642 |
0.9642 |
0.9532 |
|
| R1 |
0.9578 |
0.9578 |
0.9522 |
0.9560 |
| PP |
0.9541 |
0.9541 |
0.9541 |
0.9532 |
| S1 |
0.9477 |
0.9477 |
0.9504 |
0.9459 |
| S2 |
0.9440 |
0.9440 |
0.9494 |
|
| S3 |
0.9339 |
0.9376 |
0.9485 |
|
| S4 |
0.9238 |
0.9275 |
0.9457 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9811 |
0.9772 |
0.9641 |
|
| R3 |
0.9747 |
0.9708 |
0.9624 |
|
| R2 |
0.9683 |
0.9683 |
0.9618 |
|
| R1 |
0.9644 |
0.9644 |
0.9612 |
0.9638 |
| PP |
0.9619 |
0.9619 |
0.9619 |
0.9616 |
| S1 |
0.9580 |
0.9580 |
0.9600 |
0.9574 |
| S2 |
0.9555 |
0.9555 |
0.9594 |
|
| S3 |
0.9491 |
0.9516 |
0.9588 |
|
| S4 |
0.9427 |
0.9452 |
0.9571 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9657 |
0.9505 |
0.0152 |
1.6% |
0.0051 |
0.5% |
5% |
False |
True |
110,845 |
| 10 |
0.9756 |
0.9505 |
0.0251 |
2.6% |
0.0051 |
0.5% |
3% |
False |
True |
109,357 |
| 20 |
0.9854 |
0.9505 |
0.0349 |
3.7% |
0.0047 |
0.5% |
2% |
False |
True |
111,619 |
| 40 |
0.9899 |
0.9505 |
0.0394 |
4.1% |
0.0042 |
0.4% |
2% |
False |
True |
106,052 |
| 60 |
0.9956 |
0.9505 |
0.0451 |
4.7% |
0.0043 |
0.5% |
2% |
False |
True |
100,218 |
| 80 |
0.9956 |
0.9505 |
0.0451 |
4.7% |
0.0043 |
0.4% |
2% |
False |
True |
75,617 |
| 100 |
0.9956 |
0.9505 |
0.0451 |
4.7% |
0.0043 |
0.5% |
2% |
False |
True |
60,546 |
| 120 |
0.9956 |
0.9505 |
0.0451 |
4.7% |
0.0045 |
0.5% |
2% |
False |
True |
50,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0035 |
|
2.618 |
0.9870 |
|
1.618 |
0.9769 |
|
1.000 |
0.9707 |
|
0.618 |
0.9668 |
|
HIGH |
0.9606 |
|
0.618 |
0.9567 |
|
0.500 |
0.9556 |
|
0.382 |
0.9544 |
|
LOW |
0.9505 |
|
0.618 |
0.9443 |
|
1.000 |
0.9404 |
|
1.618 |
0.9342 |
|
2.618 |
0.9241 |
|
4.250 |
0.9076 |
|
|
| Fisher Pivots for day following 02-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9556 |
0.9581 |
| PP |
0.9541 |
0.9558 |
| S1 |
0.9527 |
0.9536 |
|