CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 04-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2014 |
04-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9518 |
0.9538 |
0.0020 |
0.2% |
0.9606 |
| High |
0.9548 |
0.9546 |
-0.0002 |
0.0% |
0.9657 |
| Low |
0.9496 |
0.9491 |
-0.0005 |
-0.1% |
0.9593 |
| Close |
0.9539 |
0.9503 |
-0.0036 |
-0.4% |
0.9606 |
| Range |
0.0052 |
0.0055 |
0.0003 |
5.8% |
0.0064 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
1.1% |
0.0000 |
| Volume |
137,556 |
158,155 |
20,599 |
15.0% |
445,043 |
|
| Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9678 |
0.9646 |
0.9533 |
|
| R3 |
0.9623 |
0.9591 |
0.9518 |
|
| R2 |
0.9568 |
0.9568 |
0.9513 |
|
| R1 |
0.9536 |
0.9536 |
0.9508 |
0.9525 |
| PP |
0.9513 |
0.9513 |
0.9513 |
0.9508 |
| S1 |
0.9481 |
0.9481 |
0.9498 |
0.9470 |
| S2 |
0.9458 |
0.9458 |
0.9493 |
|
| S3 |
0.9403 |
0.9426 |
0.9488 |
|
| S4 |
0.9348 |
0.9371 |
0.9473 |
|
|
| 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 |
0.9491 |
0.0166 |
1.7% |
0.0057 |
0.6% |
7% |
False |
True |
135,745 |
| 10 |
0.9663 |
0.9491 |
0.0172 |
1.8% |
0.0049 |
0.5% |
7% |
False |
True |
116,967 |
| 20 |
0.9854 |
0.9491 |
0.0363 |
3.8% |
0.0046 |
0.5% |
3% |
False |
True |
111,167 |
| 40 |
0.9899 |
0.9491 |
0.0408 |
4.3% |
0.0043 |
0.5% |
3% |
False |
True |
109,097 |
| 60 |
0.9956 |
0.9491 |
0.0465 |
4.9% |
0.0044 |
0.5% |
3% |
False |
True |
103,836 |
| 80 |
0.9956 |
0.9491 |
0.0465 |
4.9% |
0.0044 |
0.5% |
3% |
False |
True |
79,303 |
| 100 |
0.9956 |
0.9491 |
0.0465 |
4.9% |
0.0043 |
0.5% |
3% |
False |
True |
63,500 |
| 120 |
0.9956 |
0.9491 |
0.0465 |
4.9% |
0.0045 |
0.5% |
3% |
False |
True |
52,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9780 |
|
2.618 |
0.9690 |
|
1.618 |
0.9635 |
|
1.000 |
0.9601 |
|
0.618 |
0.9580 |
|
HIGH |
0.9546 |
|
0.618 |
0.9525 |
|
0.500 |
0.9519 |
|
0.382 |
0.9512 |
|
LOW |
0.9491 |
|
0.618 |
0.9457 |
|
1.000 |
0.9436 |
|
1.618 |
0.9402 |
|
2.618 |
0.9347 |
|
4.250 |
0.9257 |
|
|
| Fisher Pivots for day following 04-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9519 |
0.9549 |
| PP |
0.9513 |
0.9533 |
| S1 |
0.9508 |
0.9518 |
|