CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 20-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9750 |
0.9724 |
-0.0026 |
-0.3% |
0.9802 |
| High |
0.9762 |
0.9725 |
-0.0037 |
-0.4% |
0.9806 |
| Low |
0.9724 |
0.9639 |
-0.0085 |
-0.9% |
0.9745 |
| Close |
0.9725 |
0.9650 |
-0.0075 |
-0.8% |
0.9780 |
| Range |
0.0038 |
0.0086 |
0.0048 |
126.3% |
0.0061 |
| ATR |
0.0036 |
0.0039 |
0.0004 |
10.2% |
0.0000 |
| Volume |
507 |
1,263 |
756 |
149.1% |
2,157 |
|
| Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9929 |
0.9876 |
0.9697 |
|
| R3 |
0.9843 |
0.9790 |
0.9674 |
|
| R2 |
0.9757 |
0.9757 |
0.9666 |
|
| R1 |
0.9704 |
0.9704 |
0.9658 |
0.9688 |
| PP |
0.9671 |
0.9671 |
0.9671 |
0.9663 |
| S1 |
0.9618 |
0.9618 |
0.9642 |
0.9602 |
| S2 |
0.9585 |
0.9585 |
0.9634 |
|
| S3 |
0.9499 |
0.9532 |
0.9626 |
|
| S4 |
0.9413 |
0.9446 |
0.9603 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9960 |
0.9931 |
0.9814 |
|
| R3 |
0.9899 |
0.9870 |
0.9797 |
|
| R2 |
0.9838 |
0.9838 |
0.9791 |
|
| R1 |
0.9809 |
0.9809 |
0.9786 |
0.9793 |
| PP |
0.9777 |
0.9777 |
0.9777 |
0.9769 |
| S1 |
0.9748 |
0.9748 |
0.9774 |
0.9732 |
| S2 |
0.9716 |
0.9716 |
0.9769 |
|
| S3 |
0.9655 |
0.9687 |
0.9763 |
|
| S4 |
0.9594 |
0.9626 |
0.9746 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9796 |
0.9639 |
0.0157 |
1.6% |
0.0048 |
0.5% |
7% |
False |
True |
697 |
| 10 |
0.9860 |
0.9639 |
0.0221 |
2.3% |
0.0040 |
0.4% |
5% |
False |
True |
576 |
| 20 |
0.9869 |
0.9639 |
0.0230 |
2.4% |
0.0040 |
0.4% |
5% |
False |
True |
440 |
| 40 |
0.9902 |
0.9639 |
0.0263 |
2.7% |
0.0034 |
0.3% |
4% |
False |
True |
293 |
| 60 |
0.9902 |
0.9639 |
0.0263 |
2.7% |
0.0029 |
0.3% |
4% |
False |
True |
203 |
| 80 |
0.9930 |
0.9639 |
0.0291 |
3.0% |
0.0028 |
0.3% |
4% |
False |
True |
154 |
| 100 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0026 |
0.3% |
10% |
False |
False |
124 |
| 120 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0025 |
0.3% |
10% |
False |
False |
104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0091 |
|
2.618 |
0.9950 |
|
1.618 |
0.9864 |
|
1.000 |
0.9811 |
|
0.618 |
0.9778 |
|
HIGH |
0.9725 |
|
0.618 |
0.9692 |
|
0.500 |
0.9682 |
|
0.382 |
0.9672 |
|
LOW |
0.9639 |
|
0.618 |
0.9586 |
|
1.000 |
0.9553 |
|
1.618 |
0.9500 |
|
2.618 |
0.9414 |
|
4.250 |
0.9274 |
|
|
| Fisher Pivots for day following 20-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9682 |
0.9713 |
| PP |
0.9671 |
0.9692 |
| S1 |
0.9661 |
0.9671 |
|