CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 10-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2014 |
10-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9851 |
0.9842 |
-0.0009 |
-0.1% |
0.9864 |
| High |
0.9862 |
0.9899 |
0.0037 |
0.4% |
0.9883 |
| Low |
0.9819 |
0.9842 |
0.0023 |
0.2% |
0.9768 |
| Close |
0.9851 |
0.9879 |
0.0028 |
0.3% |
0.9788 |
| Range |
0.0043 |
0.0057 |
0.0014 |
32.6% |
0.0115 |
| ATR |
0.0045 |
0.0046 |
0.0001 |
1.8% |
0.0000 |
| Volume |
84,738 |
131,782 |
47,044 |
55.5% |
376,542 |
|
| Daily Pivots for day following 10-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0044 |
1.0019 |
0.9910 |
|
| R3 |
0.9987 |
0.9962 |
0.9895 |
|
| R2 |
0.9930 |
0.9930 |
0.9889 |
|
| R1 |
0.9905 |
0.9905 |
0.9884 |
0.9918 |
| PP |
0.9873 |
0.9873 |
0.9873 |
0.9880 |
| S1 |
0.9848 |
0.9848 |
0.9874 |
0.9861 |
| S2 |
0.9816 |
0.9816 |
0.9869 |
|
| S3 |
0.9759 |
0.9791 |
0.9863 |
|
| S4 |
0.9702 |
0.9734 |
0.9848 |
|
|
| 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 |
0.9899 |
0.9768 |
0.0131 |
1.3% |
0.0049 |
0.5% |
85% |
True |
False |
104,408 |
| 10 |
0.9899 |
0.9768 |
0.0131 |
1.3% |
0.0043 |
0.4% |
85% |
True |
False |
98,887 |
| 20 |
0.9956 |
0.9762 |
0.0194 |
2.0% |
0.0047 |
0.5% |
60% |
False |
False |
96,322 |
| 40 |
0.9956 |
0.9734 |
0.0222 |
2.2% |
0.0045 |
0.5% |
65% |
False |
False |
52,802 |
| 60 |
0.9956 |
0.9700 |
0.0256 |
2.6% |
0.0044 |
0.4% |
70% |
False |
False |
35,297 |
| 80 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0046 |
0.5% |
79% |
False |
False |
26,500 |
| 100 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0044 |
0.4% |
79% |
False |
False |
21,203 |
| 120 |
0.9956 |
0.9592 |
0.0364 |
3.7% |
0.0040 |
0.4% |
79% |
False |
False |
17,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0141 |
|
2.618 |
1.0048 |
|
1.618 |
0.9991 |
|
1.000 |
0.9956 |
|
0.618 |
0.9934 |
|
HIGH |
0.9899 |
|
0.618 |
0.9877 |
|
0.500 |
0.9871 |
|
0.382 |
0.9864 |
|
LOW |
0.9842 |
|
0.618 |
0.9807 |
|
1.000 |
0.9785 |
|
1.618 |
0.9750 |
|
2.618 |
0.9693 |
|
4.250 |
0.9600 |
|
|
| Fisher Pivots for day following 10-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9876 |
0.9872 |
| PP |
0.9873 |
0.9866 |
| S1 |
0.9871 |
0.9859 |
|