CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 18-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2014 |
18-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9860 |
0.9898 |
0.0038 |
0.4% |
0.9878 |
| High |
0.9887 |
0.9900 |
0.0013 |
0.1% |
0.9900 |
| Low |
0.9860 |
0.9869 |
0.0009 |
0.1% |
0.9836 |
| Close |
0.9883 |
0.9877 |
-0.0006 |
-0.1% |
0.9877 |
| Range |
0.0027 |
0.0031 |
0.0004 |
14.8% |
0.0064 |
| ATR |
0.0030 |
0.0030 |
0.0000 |
0.2% |
0.0000 |
| Volume |
62 |
62 |
0 |
0.0% |
376 |
|
| Daily Pivots for day following 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9975 |
0.9957 |
0.9894 |
|
| R3 |
0.9944 |
0.9926 |
0.9886 |
|
| R2 |
0.9913 |
0.9913 |
0.9883 |
|
| R1 |
0.9895 |
0.9895 |
0.9880 |
0.9889 |
| PP |
0.9882 |
0.9882 |
0.9882 |
0.9879 |
| S1 |
0.9864 |
0.9864 |
0.9874 |
0.9858 |
| S2 |
0.9851 |
0.9851 |
0.9871 |
|
| S3 |
0.9820 |
0.9833 |
0.9868 |
|
| S4 |
0.9789 |
0.9802 |
0.9860 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0063 |
1.0034 |
0.9912 |
|
| R3 |
0.9999 |
0.9970 |
0.9895 |
|
| R2 |
0.9935 |
0.9935 |
0.9889 |
|
| R1 |
0.9906 |
0.9906 |
0.9883 |
0.9889 |
| PP |
0.9871 |
0.9871 |
0.9871 |
0.9862 |
| S1 |
0.9842 |
0.9842 |
0.9871 |
0.9825 |
| S2 |
0.9807 |
0.9807 |
0.9865 |
|
| S3 |
0.9743 |
0.9778 |
0.9859 |
|
| S4 |
0.9679 |
0.9714 |
0.9842 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9900 |
0.9836 |
0.0064 |
0.6% |
0.0024 |
0.2% |
64% |
True |
False |
75 |
| 10 |
0.9902 |
0.9802 |
0.0100 |
1.0% |
0.0024 |
0.2% |
75% |
False |
False |
83 |
| 20 |
0.9902 |
0.9791 |
0.0111 |
1.1% |
0.0028 |
0.3% |
77% |
False |
False |
125 |
| 40 |
0.9902 |
0.9744 |
0.0158 |
1.6% |
0.0025 |
0.2% |
84% |
False |
False |
73 |
| 60 |
0.9930 |
0.9735 |
0.0195 |
2.0% |
0.0024 |
0.2% |
73% |
False |
False |
51 |
| 80 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0021 |
0.2% |
83% |
False |
False |
39 |
| 100 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0021 |
0.2% |
83% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0032 |
|
2.618 |
0.9981 |
|
1.618 |
0.9950 |
|
1.000 |
0.9931 |
|
0.618 |
0.9919 |
|
HIGH |
0.9900 |
|
0.618 |
0.9888 |
|
0.500 |
0.9885 |
|
0.382 |
0.9881 |
|
LOW |
0.9869 |
|
0.618 |
0.9850 |
|
1.000 |
0.9838 |
|
1.618 |
0.9819 |
|
2.618 |
0.9788 |
|
4.250 |
0.9737 |
|
|
| Fisher Pivots for day following 18-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9885 |
0.9874 |
| PP |
0.9882 |
0.9871 |
| S1 |
0.9880 |
0.9868 |
|