CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 09-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2014 |
09-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9821 |
0.9851 |
0.0030 |
0.3% |
0.9864 |
| High |
0.9858 |
0.9862 |
0.0004 |
0.0% |
0.9883 |
| Low |
0.9819 |
0.9819 |
0.0000 |
0.0% |
0.9768 |
| Close |
0.9854 |
0.9851 |
-0.0003 |
0.0% |
0.9788 |
| Range |
0.0039 |
0.0043 |
0.0004 |
10.3% |
0.0115 |
| ATR |
0.0046 |
0.0045 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
89,193 |
84,738 |
-4,455 |
-5.0% |
376,542 |
|
| Daily Pivots for day following 09-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9973 |
0.9955 |
0.9875 |
|
| R3 |
0.9930 |
0.9912 |
0.9863 |
|
| R2 |
0.9887 |
0.9887 |
0.9859 |
|
| R1 |
0.9869 |
0.9869 |
0.9855 |
0.9873 |
| PP |
0.9844 |
0.9844 |
0.9844 |
0.9846 |
| S1 |
0.9826 |
0.9826 |
0.9847 |
0.9830 |
| S2 |
0.9801 |
0.9801 |
0.9843 |
|
| S3 |
0.9758 |
0.9783 |
0.9839 |
|
| S4 |
0.9715 |
0.9740 |
0.9827 |
|
|
| 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 |
0.9866 |
0.9768 |
0.0098 |
1.0% |
0.0046 |
0.5% |
85% |
False |
False |
96,676 |
| 10 |
0.9956 |
0.9768 |
0.0188 |
1.9% |
0.0052 |
0.5% |
44% |
False |
False |
98,573 |
| 20 |
0.9956 |
0.9762 |
0.0194 |
2.0% |
0.0047 |
0.5% |
46% |
False |
False |
93,316 |
| 40 |
0.9956 |
0.9734 |
0.0222 |
2.3% |
0.0044 |
0.4% |
53% |
False |
False |
49,510 |
| 60 |
0.9956 |
0.9700 |
0.0256 |
2.6% |
0.0044 |
0.4% |
59% |
False |
False |
33,102 |
| 80 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0046 |
0.5% |
71% |
False |
False |
24,853 |
| 100 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0043 |
0.4% |
71% |
False |
False |
19,885 |
| 120 |
0.9956 |
0.9592 |
0.0364 |
3.7% |
0.0039 |
0.4% |
71% |
False |
False |
16,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0045 |
|
2.618 |
0.9975 |
|
1.618 |
0.9932 |
|
1.000 |
0.9905 |
|
0.618 |
0.9889 |
|
HIGH |
0.9862 |
|
0.618 |
0.9846 |
|
0.500 |
0.9841 |
|
0.382 |
0.9835 |
|
LOW |
0.9819 |
|
0.618 |
0.9792 |
|
1.000 |
0.9776 |
|
1.618 |
0.9749 |
|
2.618 |
0.9706 |
|
4.250 |
0.9636 |
|
|
| Fisher Pivots for day following 09-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9848 |
0.9842 |
| PP |
0.9844 |
0.9834 |
| S1 |
0.9841 |
0.9825 |
|