CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 05-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9545 |
0.9504 |
-0.0041 |
-0.4% |
0.9607 |
| High |
0.9552 |
0.9560 |
0.0008 |
0.1% |
0.9613 |
| Low |
0.9497 |
0.9468 |
-0.0029 |
-0.3% |
0.9468 |
| Close |
0.9510 |
0.9525 |
0.0015 |
0.2% |
0.9525 |
| Range |
0.0055 |
0.0092 |
0.0037 |
67.3% |
0.0145 |
| ATR |
0.0045 |
0.0048 |
0.0003 |
7.5% |
0.0000 |
| Volume |
14,407 |
13,661 |
-746 |
-5.2% |
40,580 |
|
| Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9794 |
0.9751 |
0.9576 |
|
| R3 |
0.9702 |
0.9659 |
0.9550 |
|
| R2 |
0.9610 |
0.9610 |
0.9542 |
|
| R1 |
0.9567 |
0.9567 |
0.9533 |
0.9589 |
| PP |
0.9518 |
0.9518 |
0.9518 |
0.9528 |
| S1 |
0.9475 |
0.9475 |
0.9517 |
0.9497 |
| S2 |
0.9426 |
0.9426 |
0.9508 |
|
| S3 |
0.9334 |
0.9383 |
0.9500 |
|
| S4 |
0.9242 |
0.9291 |
0.9474 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9970 |
0.9893 |
0.9605 |
|
| R3 |
0.9825 |
0.9748 |
0.9565 |
|
| R2 |
0.9680 |
0.9680 |
0.9552 |
|
| R1 |
0.9603 |
0.9603 |
0.9538 |
0.9569 |
| PP |
0.9535 |
0.9535 |
0.9535 |
0.9519 |
| S1 |
0.9458 |
0.9458 |
0.9512 |
0.9424 |
| S2 |
0.9390 |
0.9390 |
0.9498 |
|
| S3 |
0.9245 |
0.9313 |
0.9485 |
|
| S4 |
0.9100 |
0.9168 |
0.9445 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9648 |
0.9468 |
0.0180 |
1.9% |
0.0069 |
0.7% |
32% |
False |
True |
8,691 |
| 10 |
0.9665 |
0.9468 |
0.0197 |
2.1% |
0.0054 |
0.6% |
29% |
False |
True |
4,878 |
| 20 |
0.9860 |
0.9468 |
0.0392 |
4.1% |
0.0046 |
0.5% |
15% |
False |
True |
2,740 |
| 40 |
0.9900 |
0.9468 |
0.0432 |
4.5% |
0.0038 |
0.4% |
13% |
False |
True |
1,496 |
| 60 |
0.9902 |
0.9468 |
0.0434 |
4.6% |
0.0034 |
0.4% |
13% |
False |
True |
1,033 |
| 80 |
0.9930 |
0.9468 |
0.0462 |
4.9% |
0.0033 |
0.3% |
12% |
False |
True |
779 |
| 100 |
0.9930 |
0.9468 |
0.0462 |
4.9% |
0.0029 |
0.3% |
12% |
False |
True |
624 |
| 120 |
0.9930 |
0.9468 |
0.0462 |
4.9% |
0.0027 |
0.3% |
12% |
False |
True |
521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9951 |
|
2.618 |
0.9801 |
|
1.618 |
0.9709 |
|
1.000 |
0.9652 |
|
0.618 |
0.9617 |
|
HIGH |
0.9560 |
|
0.618 |
0.9525 |
|
0.500 |
0.9514 |
|
0.382 |
0.9503 |
|
LOW |
0.9468 |
|
0.618 |
0.9411 |
|
1.000 |
0.9376 |
|
1.618 |
0.9319 |
|
2.618 |
0.9227 |
|
4.250 |
0.9077 |
|
|
| Fisher Pivots for day following 05-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9521 |
0.9521 |
| PP |
0.9518 |
0.9518 |
| S1 |
0.9514 |
0.9514 |
|