CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 29-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2014 |
29-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9837 |
0.9814 |
-0.0023 |
-0.2% |
0.9882 |
| High |
0.9837 |
0.9824 |
-0.0013 |
-0.1% |
0.9886 |
| Low |
0.9826 |
0.9800 |
-0.0026 |
-0.3% |
0.9821 |
| Close |
0.9826 |
0.9801 |
-0.0025 |
-0.3% |
0.9833 |
| Range |
0.0011 |
0.0024 |
0.0013 |
118.2% |
0.0065 |
| ATR |
0.0027 |
0.0026 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
338 |
91 |
-247 |
-73.1% |
1,144 |
|
| Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9880 |
0.9865 |
0.9814 |
|
| R3 |
0.9856 |
0.9841 |
0.9808 |
|
| R2 |
0.9832 |
0.9832 |
0.9805 |
|
| R1 |
0.9817 |
0.9817 |
0.9803 |
0.9813 |
| PP |
0.9808 |
0.9808 |
0.9808 |
0.9806 |
| S1 |
0.9793 |
0.9793 |
0.9799 |
0.9789 |
| S2 |
0.9784 |
0.9784 |
0.9797 |
|
| S3 |
0.9760 |
0.9769 |
0.9794 |
|
| S4 |
0.9736 |
0.9745 |
0.9788 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0042 |
1.0002 |
0.9869 |
|
| R3 |
0.9977 |
0.9937 |
0.9851 |
|
| R2 |
0.9912 |
0.9912 |
0.9845 |
|
| R1 |
0.9872 |
0.9872 |
0.9839 |
0.9860 |
| PP |
0.9847 |
0.9847 |
0.9847 |
0.9840 |
| S1 |
0.9807 |
0.9807 |
0.9827 |
0.9795 |
| S2 |
0.9782 |
0.9782 |
0.9821 |
|
| S3 |
0.9717 |
0.9742 |
0.9815 |
|
| S4 |
0.9652 |
0.9677 |
0.9797 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9876 |
0.9800 |
0.0076 |
0.8% |
0.0022 |
0.2% |
1% |
False |
True |
267 |
| 10 |
0.9900 |
0.9800 |
0.0100 |
1.0% |
0.0021 |
0.2% |
1% |
False |
True |
183 |
| 20 |
0.9902 |
0.9791 |
0.0111 |
1.1% |
0.0024 |
0.2% |
9% |
False |
False |
143 |
| 40 |
0.9902 |
0.9744 |
0.0158 |
1.6% |
0.0023 |
0.2% |
36% |
False |
False |
110 |
| 60 |
0.9930 |
0.9744 |
0.0186 |
1.9% |
0.0023 |
0.2% |
31% |
False |
False |
77 |
| 80 |
0.9930 |
0.9695 |
0.0235 |
2.4% |
0.0022 |
0.2% |
45% |
False |
False |
59 |
| 100 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0022 |
0.2% |
59% |
False |
False |
48 |
| 120 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0019 |
0.2% |
59% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9926 |
|
2.618 |
0.9887 |
|
1.618 |
0.9863 |
|
1.000 |
0.9848 |
|
0.618 |
0.9839 |
|
HIGH |
0.9824 |
|
0.618 |
0.9815 |
|
0.500 |
0.9812 |
|
0.382 |
0.9809 |
|
LOW |
0.9800 |
|
0.618 |
0.9785 |
|
1.000 |
0.9776 |
|
1.618 |
0.9761 |
|
2.618 |
0.9737 |
|
4.250 |
0.9698 |
|
|
| Fisher Pivots for day following 29-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9812 |
0.9819 |
| PP |
0.9808 |
0.9813 |
| S1 |
0.9805 |
0.9807 |
|