CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 01-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2014 |
01-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9864 |
0.9875 |
0.0011 |
0.1% |
0.9802 |
| High |
0.9883 |
0.9880 |
-0.0003 |
0.0% |
0.9956 |
| Low |
0.9860 |
0.9848 |
-0.0012 |
-0.1% |
0.9792 |
| Close |
0.9880 |
0.9856 |
-0.0024 |
-0.2% |
0.9869 |
| Range |
0.0023 |
0.0032 |
0.0009 |
39.1% |
0.0164 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
80,518 |
85,065 |
4,547 |
5.6% |
507,038 |
|
| Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9957 |
0.9939 |
0.9874 |
|
| R3 |
0.9925 |
0.9907 |
0.9865 |
|
| R2 |
0.9893 |
0.9893 |
0.9862 |
|
| R1 |
0.9875 |
0.9875 |
0.9859 |
0.9868 |
| PP |
0.9861 |
0.9861 |
0.9861 |
0.9858 |
| S1 |
0.9843 |
0.9843 |
0.9853 |
0.9836 |
| S2 |
0.9829 |
0.9829 |
0.9850 |
|
| S3 |
0.9797 |
0.9811 |
0.9847 |
|
| S4 |
0.9765 |
0.9779 |
0.9838 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0364 |
1.0281 |
0.9959 |
|
| R3 |
1.0200 |
1.0117 |
0.9914 |
|
| R2 |
1.0036 |
1.0036 |
0.9899 |
|
| R1 |
0.9953 |
0.9953 |
0.9884 |
0.9995 |
| PP |
0.9872 |
0.9872 |
0.9872 |
0.9893 |
| S1 |
0.9789 |
0.9789 |
0.9854 |
0.9831 |
| S2 |
0.9708 |
0.9708 |
0.9839 |
|
| S3 |
0.9544 |
0.9625 |
0.9824 |
|
| S4 |
0.9380 |
0.9461 |
0.9779 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9956 |
0.9811 |
0.0145 |
1.5% |
0.0058 |
0.6% |
31% |
False |
False |
100,470 |
| 10 |
0.9956 |
0.9762 |
0.0194 |
2.0% |
0.0048 |
0.5% |
48% |
False |
False |
94,063 |
| 20 |
0.9956 |
0.9734 |
0.0222 |
2.3% |
0.0044 |
0.5% |
55% |
False |
False |
73,961 |
| 40 |
0.9956 |
0.9734 |
0.0222 |
2.3% |
0.0044 |
0.4% |
55% |
False |
False |
37,486 |
| 60 |
0.9956 |
0.9685 |
0.0271 |
2.7% |
0.0045 |
0.5% |
63% |
False |
False |
25,062 |
| 80 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0046 |
0.5% |
72% |
False |
False |
18,812 |
| 100 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0042 |
0.4% |
72% |
False |
False |
15,051 |
| 120 |
0.9956 |
0.9560 |
0.0396 |
4.0% |
0.0038 |
0.4% |
75% |
False |
False |
12,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0016 |
|
2.618 |
0.9964 |
|
1.618 |
0.9932 |
|
1.000 |
0.9912 |
|
0.618 |
0.9900 |
|
HIGH |
0.9880 |
|
0.618 |
0.9868 |
|
0.500 |
0.9864 |
|
0.382 |
0.9860 |
|
LOW |
0.9848 |
|
0.618 |
0.9828 |
|
1.000 |
0.9816 |
|
1.618 |
0.9796 |
|
2.618 |
0.9764 |
|
4.250 |
0.9712 |
|
|
| Fisher Pivots for day following 01-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9864 |
0.9855 |
| PP |
0.9861 |
0.9854 |
| S1 |
0.9859 |
0.9854 |
|