CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 08-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2014 |
08-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9805 |
0.9821 |
0.0016 |
0.2% |
0.9864 |
| High |
0.9829 |
0.9858 |
0.0029 |
0.3% |
0.9883 |
| Low |
0.9788 |
0.9819 |
0.0031 |
0.3% |
0.9768 |
| Close |
0.9822 |
0.9854 |
0.0032 |
0.3% |
0.9788 |
| Range |
0.0041 |
0.0039 |
-0.0002 |
-4.9% |
0.0115 |
| ATR |
0.0046 |
0.0046 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
98,491 |
89,193 |
-9,298 |
-9.4% |
376,542 |
|
| Daily Pivots for day following 08-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9961 |
0.9946 |
0.9875 |
|
| R3 |
0.9922 |
0.9907 |
0.9865 |
|
| R2 |
0.9883 |
0.9883 |
0.9861 |
|
| R1 |
0.9868 |
0.9868 |
0.9858 |
0.9876 |
| PP |
0.9844 |
0.9844 |
0.9844 |
0.9847 |
| S1 |
0.9829 |
0.9829 |
0.9850 |
0.9837 |
| S2 |
0.9805 |
0.9805 |
0.9847 |
|
| S3 |
0.9766 |
0.9790 |
0.9843 |
|
| S4 |
0.9727 |
0.9751 |
0.9833 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0158 |
1.0088 |
0.9851 |
|
| R3 |
1.0043 |
0.9973 |
0.9820 |
|
| R2 |
0.9928 |
0.9928 |
0.9809 |
|
| R1 |
0.9858 |
0.9858 |
0.9799 |
0.9836 |
| PP |
0.9813 |
0.9813 |
0.9813 |
0.9802 |
| S1 |
0.9743 |
0.9743 |
0.9777 |
0.9721 |
| S2 |
0.9698 |
0.9698 |
0.9767 |
|
| S3 |
0.9583 |
0.9628 |
0.9756 |
|
| S4 |
0.9468 |
0.9513 |
0.9725 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9880 |
0.9768 |
0.0112 |
1.1% |
0.0044 |
0.4% |
77% |
False |
False |
96,741 |
| 10 |
0.9956 |
0.9768 |
0.0188 |
1.9% |
0.0051 |
0.5% |
46% |
False |
False |
99,560 |
| 20 |
0.9956 |
0.9754 |
0.0202 |
2.0% |
0.0047 |
0.5% |
50% |
False |
False |
91,286 |
| 40 |
0.9956 |
0.9734 |
0.0222 |
2.3% |
0.0044 |
0.4% |
54% |
False |
False |
47,399 |
| 60 |
0.9956 |
0.9700 |
0.0256 |
2.6% |
0.0044 |
0.4% |
60% |
False |
False |
31,693 |
| 80 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0046 |
0.5% |
72% |
False |
False |
23,794 |
| 100 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0043 |
0.4% |
72% |
False |
False |
19,037 |
| 120 |
0.9956 |
0.9575 |
0.0381 |
3.9% |
0.0039 |
0.4% |
73% |
False |
False |
15,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0024 |
|
2.618 |
0.9960 |
|
1.618 |
0.9921 |
|
1.000 |
0.9897 |
|
0.618 |
0.9882 |
|
HIGH |
0.9858 |
|
0.618 |
0.9843 |
|
0.500 |
0.9839 |
|
0.382 |
0.9834 |
|
LOW |
0.9819 |
|
0.618 |
0.9795 |
|
1.000 |
0.9780 |
|
1.618 |
0.9756 |
|
2.618 |
0.9717 |
|
4.250 |
0.9653 |
|
|
| Fisher Pivots for day following 08-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9849 |
0.9840 |
| PP |
0.9844 |
0.9827 |
| S1 |
0.9839 |
0.9813 |
|