CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 21-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9724 |
0.9652 |
-0.0072 |
-0.7% |
0.9802 |
| High |
0.9725 |
0.9660 |
-0.0065 |
-0.7% |
0.9806 |
| Low |
0.9639 |
0.9630 |
-0.0009 |
-0.1% |
0.9745 |
| Close |
0.9650 |
0.9643 |
-0.0007 |
-0.1% |
0.9780 |
| Range |
0.0086 |
0.0030 |
-0.0056 |
-65.1% |
0.0061 |
| ATR |
0.0039 |
0.0038 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
1,263 |
1,310 |
47 |
3.7% |
2,157 |
|
| Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9734 |
0.9719 |
0.9660 |
|
| R3 |
0.9704 |
0.9689 |
0.9651 |
|
| R2 |
0.9674 |
0.9674 |
0.9649 |
|
| R1 |
0.9659 |
0.9659 |
0.9646 |
0.9652 |
| PP |
0.9644 |
0.9644 |
0.9644 |
0.9641 |
| S1 |
0.9629 |
0.9629 |
0.9640 |
0.9622 |
| S2 |
0.9614 |
0.9614 |
0.9638 |
|
| S3 |
0.9584 |
0.9599 |
0.9635 |
|
| S4 |
0.9554 |
0.9569 |
0.9627 |
|
|
| 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 |
0.9630 |
0.0166 |
1.7% |
0.0047 |
0.5% |
8% |
False |
True |
805 |
| 10 |
0.9860 |
0.9630 |
0.0230 |
2.4% |
0.0039 |
0.4% |
6% |
False |
True |
602 |
| 20 |
0.9860 |
0.9630 |
0.0230 |
2.4% |
0.0039 |
0.4% |
6% |
False |
True |
489 |
| 40 |
0.9902 |
0.9630 |
0.0272 |
2.8% |
0.0033 |
0.3% |
5% |
False |
True |
324 |
| 60 |
0.9902 |
0.9630 |
0.0272 |
2.8% |
0.0029 |
0.3% |
5% |
False |
True |
224 |
| 80 |
0.9930 |
0.9630 |
0.0300 |
3.1% |
0.0028 |
0.3% |
4% |
False |
True |
170 |
| 100 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0026 |
0.3% |
8% |
False |
False |
137 |
| 120 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0025 |
0.3% |
8% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9788 |
|
2.618 |
0.9739 |
|
1.618 |
0.9709 |
|
1.000 |
0.9690 |
|
0.618 |
0.9679 |
|
HIGH |
0.9660 |
|
0.618 |
0.9649 |
|
0.500 |
0.9645 |
|
0.382 |
0.9641 |
|
LOW |
0.9630 |
|
0.618 |
0.9611 |
|
1.000 |
0.9600 |
|
1.618 |
0.9581 |
|
2.618 |
0.9551 |
|
4.250 |
0.9503 |
|
|
| Fisher Pivots for day following 21-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9645 |
0.9696 |
| PP |
0.9644 |
0.9678 |
| S1 |
0.9644 |
0.9661 |
|