CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 02-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2014 |
02-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9875 |
0.9853 |
-0.0022 |
-0.2% |
0.9802 |
| High |
0.9880 |
0.9866 |
-0.0014 |
-0.1% |
0.9956 |
| Low |
0.9848 |
0.9823 |
-0.0025 |
-0.3% |
0.9792 |
| Close |
0.9856 |
0.9825 |
-0.0031 |
-0.3% |
0.9869 |
| Range |
0.0032 |
0.0043 |
0.0011 |
34.4% |
0.0164 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
85,065 |
93,120 |
8,055 |
9.5% |
507,038 |
|
| Daily Pivots for day following 02-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9967 |
0.9939 |
0.9849 |
|
| R3 |
0.9924 |
0.9896 |
0.9837 |
|
| R2 |
0.9881 |
0.9881 |
0.9833 |
|
| R1 |
0.9853 |
0.9853 |
0.9829 |
0.9846 |
| PP |
0.9838 |
0.9838 |
0.9838 |
0.9834 |
| S1 |
0.9810 |
0.9810 |
0.9821 |
0.9803 |
| S2 |
0.9795 |
0.9795 |
0.9817 |
|
| S3 |
0.9752 |
0.9767 |
0.9813 |
|
| S4 |
0.9709 |
0.9724 |
0.9801 |
|
|
| 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 |
0.9883 |
0.9822 |
0.0061 |
0.6% |
0.0037 |
0.4% |
5% |
False |
False |
93,366 |
| 10 |
0.9956 |
0.9790 |
0.0166 |
1.7% |
0.0047 |
0.5% |
21% |
False |
False |
92,567 |
| 20 |
0.9956 |
0.9740 |
0.0216 |
2.2% |
0.0045 |
0.5% |
39% |
False |
False |
78,432 |
| 40 |
0.9956 |
0.9734 |
0.0222 |
2.3% |
0.0043 |
0.4% |
41% |
False |
False |
39,806 |
| 60 |
0.9956 |
0.9700 |
0.0256 |
2.6% |
0.0045 |
0.5% |
49% |
False |
False |
26,612 |
| 80 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0046 |
0.5% |
64% |
False |
False |
19,976 |
| 100 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0042 |
0.4% |
64% |
False |
False |
15,982 |
| 120 |
0.9956 |
0.9575 |
0.0381 |
3.9% |
0.0038 |
0.4% |
66% |
False |
False |
13,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0049 |
|
2.618 |
0.9979 |
|
1.618 |
0.9936 |
|
1.000 |
0.9909 |
|
0.618 |
0.9893 |
|
HIGH |
0.9866 |
|
0.618 |
0.9850 |
|
0.500 |
0.9845 |
|
0.382 |
0.9839 |
|
LOW |
0.9823 |
|
0.618 |
0.9796 |
|
1.000 |
0.9780 |
|
1.618 |
0.9753 |
|
2.618 |
0.9710 |
|
4.250 |
0.9640 |
|
|
| Fisher Pivots for day following 02-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9845 |
0.9853 |
| PP |
0.9838 |
0.9844 |
| S1 |
0.9832 |
0.9834 |
|