CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 14-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2014 |
14-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9879 |
0.9878 |
-0.0001 |
0.0% |
0.9802 |
| High |
0.9881 |
0.9878 |
-0.0003 |
0.0% |
0.9902 |
| Low |
0.9879 |
0.9853 |
-0.0026 |
-0.3% |
0.9802 |
| Close |
0.9880 |
0.9855 |
-0.0025 |
-0.3% |
0.9880 |
| Range |
0.0002 |
0.0025 |
0.0023 |
1,150.0% |
0.0100 |
| ATR |
0.0031 |
0.0031 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
146 |
5 |
-141 |
-96.6% |
462 |
|
| Daily Pivots for day following 14-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9937 |
0.9921 |
0.9869 |
|
| R3 |
0.9912 |
0.9896 |
0.9862 |
|
| R2 |
0.9887 |
0.9887 |
0.9860 |
|
| R1 |
0.9871 |
0.9871 |
0.9857 |
0.9867 |
| PP |
0.9862 |
0.9862 |
0.9862 |
0.9860 |
| S1 |
0.9846 |
0.9846 |
0.9853 |
0.9842 |
| S2 |
0.9837 |
0.9837 |
0.9850 |
|
| S3 |
0.9812 |
0.9821 |
0.9848 |
|
| S4 |
0.9787 |
0.9796 |
0.9841 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0161 |
1.0121 |
0.9935 |
|
| R3 |
1.0061 |
1.0021 |
0.9908 |
|
| R2 |
0.9961 |
0.9961 |
0.9898 |
|
| R1 |
0.9921 |
0.9921 |
0.9889 |
0.9941 |
| PP |
0.9861 |
0.9861 |
0.9861 |
0.9872 |
| S1 |
0.9821 |
0.9821 |
0.9871 |
0.9841 |
| S2 |
0.9761 |
0.9761 |
0.9862 |
|
| S3 |
0.9661 |
0.9721 |
0.9853 |
|
| S4 |
0.9561 |
0.9621 |
0.9825 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9902 |
0.9835 |
0.0067 |
0.7% |
0.0024 |
0.2% |
30% |
False |
False |
56 |
| 10 |
0.9902 |
0.9791 |
0.0111 |
1.1% |
0.0025 |
0.3% |
58% |
False |
False |
113 |
| 20 |
0.9902 |
0.9788 |
0.0114 |
1.2% |
0.0025 |
0.3% |
59% |
False |
False |
110 |
| 40 |
0.9930 |
0.9744 |
0.0186 |
1.9% |
0.0025 |
0.3% |
60% |
False |
False |
66 |
| 60 |
0.9930 |
0.9735 |
0.0195 |
2.0% |
0.0023 |
0.2% |
62% |
False |
False |
45 |
| 80 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0021 |
0.2% |
76% |
False |
False |
35 |
| 100 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0020 |
0.2% |
76% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9984 |
|
2.618 |
0.9943 |
|
1.618 |
0.9918 |
|
1.000 |
0.9903 |
|
0.618 |
0.9893 |
|
HIGH |
0.9878 |
|
0.618 |
0.9868 |
|
0.500 |
0.9866 |
|
0.382 |
0.9863 |
|
LOW |
0.9853 |
|
0.618 |
0.9838 |
|
1.000 |
0.9828 |
|
1.618 |
0.9813 |
|
2.618 |
0.9788 |
|
4.250 |
0.9747 |
|
|
| Fisher Pivots for day following 14-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9866 |
0.9878 |
| PP |
0.9862 |
0.9870 |
| S1 |
0.9859 |
0.9863 |
|