CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 03-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2014 |
03-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9853 |
0.9830 |
-0.0023 |
-0.2% |
0.9802 |
| High |
0.9866 |
0.9831 |
-0.0035 |
-0.4% |
0.9956 |
| Low |
0.9823 |
0.9768 |
-0.0055 |
-0.6% |
0.9792 |
| Close |
0.9825 |
0.9788 |
-0.0037 |
-0.4% |
0.9869 |
| Range |
0.0043 |
0.0063 |
0.0020 |
46.5% |
0.0164 |
| ATR |
0.0045 |
0.0047 |
0.0001 |
2.8% |
0.0000 |
| Volume |
93,120 |
117,839 |
24,719 |
26.5% |
507,038 |
|
| Daily Pivots for day following 03-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9985 |
0.9949 |
0.9823 |
|
| R3 |
0.9922 |
0.9886 |
0.9805 |
|
| R2 |
0.9859 |
0.9859 |
0.9800 |
|
| R1 |
0.9823 |
0.9823 |
0.9794 |
0.9810 |
| PP |
0.9796 |
0.9796 |
0.9796 |
0.9789 |
| S1 |
0.9760 |
0.9760 |
0.9782 |
0.9747 |
| S2 |
0.9733 |
0.9733 |
0.9776 |
|
| S3 |
0.9670 |
0.9697 |
0.9771 |
|
| S4 |
0.9607 |
0.9634 |
0.9753 |
|
|
| 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 |
0.9768 |
0.0115 |
1.2% |
0.0042 |
0.4% |
17% |
False |
True |
95,652 |
| 10 |
0.9956 |
0.9768 |
0.0188 |
1.9% |
0.0050 |
0.5% |
11% |
False |
True |
95,892 |
| 20 |
0.9956 |
0.9747 |
0.0209 |
2.1% |
0.0046 |
0.5% |
20% |
False |
False |
84,021 |
| 40 |
0.9956 |
0.9734 |
0.0222 |
2.3% |
0.0043 |
0.4% |
24% |
False |
False |
42,735 |
| 60 |
0.9956 |
0.9700 |
0.0256 |
2.6% |
0.0044 |
0.5% |
34% |
False |
False |
28,572 |
| 80 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0046 |
0.5% |
53% |
False |
False |
21,449 |
| 100 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0043 |
0.4% |
53% |
False |
False |
17,161 |
| 120 |
0.9956 |
0.9575 |
0.0381 |
3.9% |
0.0039 |
0.4% |
56% |
False |
False |
14,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0099 |
|
2.618 |
0.9996 |
|
1.618 |
0.9933 |
|
1.000 |
0.9894 |
|
0.618 |
0.9870 |
|
HIGH |
0.9831 |
|
0.618 |
0.9807 |
|
0.500 |
0.9800 |
|
0.382 |
0.9792 |
|
LOW |
0.9768 |
|
0.618 |
0.9729 |
|
1.000 |
0.9705 |
|
1.618 |
0.9666 |
|
2.618 |
0.9603 |
|
4.250 |
0.9500 |
|
|
| Fisher Pivots for day following 03-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9800 |
0.9824 |
| PP |
0.9796 |
0.9812 |
| S1 |
0.9792 |
0.9800 |
|