CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 14-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9783 |
0.9768 |
-0.0015 |
-0.2% |
0.9754 |
| High |
0.9790 |
0.9782 |
-0.0008 |
-0.1% |
0.9860 |
| Low |
0.9763 |
0.9750 |
-0.0013 |
-0.1% |
0.9724 |
| Close |
0.9768 |
0.9767 |
-0.0001 |
0.0% |
0.9809 |
| Range |
0.0027 |
0.0032 |
0.0005 |
18.5% |
0.0136 |
| ATR |
0.0035 |
0.0034 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
449 |
772 |
323 |
71.9% |
1,890 |
|
| Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9862 |
0.9847 |
0.9785 |
|
| R3 |
0.9830 |
0.9815 |
0.9776 |
|
| R2 |
0.9798 |
0.9798 |
0.9773 |
|
| R1 |
0.9783 |
0.9783 |
0.9770 |
0.9775 |
| PP |
0.9766 |
0.9766 |
0.9766 |
0.9762 |
| S1 |
0.9751 |
0.9751 |
0.9764 |
0.9743 |
| S2 |
0.9734 |
0.9734 |
0.9761 |
|
| S3 |
0.9702 |
0.9719 |
0.9758 |
|
| S4 |
0.9670 |
0.9687 |
0.9749 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0206 |
1.0143 |
0.9884 |
|
| R3 |
1.0070 |
1.0007 |
0.9846 |
|
| R2 |
0.9934 |
0.9934 |
0.9834 |
|
| R1 |
0.9871 |
0.9871 |
0.9821 |
0.9903 |
| PP |
0.9798 |
0.9798 |
0.9798 |
0.9813 |
| S1 |
0.9735 |
0.9735 |
0.9797 |
0.9767 |
| S2 |
0.9662 |
0.9662 |
0.9784 |
|
| S3 |
0.9526 |
0.9599 |
0.9772 |
|
| S4 |
0.9390 |
0.9463 |
0.9734 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9860 |
0.9750 |
0.0110 |
1.1% |
0.0031 |
0.3% |
15% |
False |
True |
399 |
| 10 |
0.9860 |
0.9720 |
0.0140 |
1.4% |
0.0039 |
0.4% |
34% |
False |
False |
429 |
| 20 |
0.9900 |
0.9717 |
0.0183 |
1.9% |
0.0034 |
0.3% |
27% |
False |
False |
330 |
| 40 |
0.9902 |
0.9717 |
0.0185 |
1.9% |
0.0030 |
0.3% |
27% |
False |
False |
227 |
| 60 |
0.9930 |
0.9717 |
0.0213 |
2.2% |
0.0028 |
0.3% |
23% |
False |
False |
158 |
| 80 |
0.9930 |
0.9717 |
0.0213 |
2.2% |
0.0026 |
0.3% |
23% |
False |
False |
120 |
| 100 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0024 |
0.2% |
48% |
False |
False |
97 |
| 120 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0023 |
0.2% |
48% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9918 |
|
2.618 |
0.9866 |
|
1.618 |
0.9834 |
|
1.000 |
0.9814 |
|
0.618 |
0.9802 |
|
HIGH |
0.9782 |
|
0.618 |
0.9770 |
|
0.500 |
0.9766 |
|
0.382 |
0.9762 |
|
LOW |
0.9750 |
|
0.618 |
0.9730 |
|
1.000 |
0.9718 |
|
1.618 |
0.9698 |
|
2.618 |
0.9666 |
|
4.250 |
0.9614 |
|
|
| Fisher Pivots for day following 14-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9767 |
0.9775 |
| PP |
0.9766 |
0.9772 |
| S1 |
0.9766 |
0.9770 |
|