CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 15-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2014 |
15-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9873 |
0.9852 |
-0.0021 |
-0.2% |
0.9805 |
| High |
0.9873 |
0.9862 |
-0.0011 |
-0.1% |
0.9899 |
| Low |
0.9843 |
0.9828 |
-0.0015 |
-0.2% |
0.9788 |
| Close |
0.9848 |
0.9836 |
-0.0012 |
-0.1% |
0.9873 |
| Range |
0.0030 |
0.0034 |
0.0004 |
13.3% |
0.0111 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
67,756 |
107,982 |
40,226 |
59.4% |
470,494 |
|
| Daily Pivots for day following 15-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9944 |
0.9924 |
0.9855 |
|
| R3 |
0.9910 |
0.9890 |
0.9845 |
|
| R2 |
0.9876 |
0.9876 |
0.9842 |
|
| R1 |
0.9856 |
0.9856 |
0.9839 |
0.9849 |
| PP |
0.9842 |
0.9842 |
0.9842 |
0.9839 |
| S1 |
0.9822 |
0.9822 |
0.9833 |
0.9815 |
| S2 |
0.9808 |
0.9808 |
0.9830 |
|
| S3 |
0.9774 |
0.9788 |
0.9827 |
|
| S4 |
0.9740 |
0.9754 |
0.9817 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0186 |
1.0141 |
0.9934 |
|
| R3 |
1.0075 |
1.0030 |
0.9904 |
|
| R2 |
0.9964 |
0.9964 |
0.9893 |
|
| R1 |
0.9919 |
0.9919 |
0.9883 |
0.9942 |
| PP |
0.9853 |
0.9853 |
0.9853 |
0.9865 |
| S1 |
0.9808 |
0.9808 |
0.9863 |
0.9831 |
| S2 |
0.9742 |
0.9742 |
0.9853 |
|
| S3 |
0.9631 |
0.9697 |
0.9842 |
|
| S4 |
0.9520 |
0.9586 |
0.9812 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9899 |
0.9819 |
0.0080 |
0.8% |
0.0036 |
0.4% |
21% |
False |
False |
91,709 |
| 10 |
0.9899 |
0.9768 |
0.0131 |
1.3% |
0.0040 |
0.4% |
52% |
False |
False |
94,225 |
| 20 |
0.9956 |
0.9762 |
0.0194 |
2.0% |
0.0045 |
0.5% |
38% |
False |
False |
94,438 |
| 40 |
0.9956 |
0.9734 |
0.0222 |
2.3% |
0.0043 |
0.4% |
46% |
False |
False |
58,832 |
| 60 |
0.9956 |
0.9700 |
0.0256 |
2.6% |
0.0043 |
0.4% |
53% |
False |
False |
39,313 |
| 80 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0045 |
0.5% |
67% |
False |
False |
29,525 |
| 100 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0043 |
0.4% |
67% |
False |
False |
23,623 |
| 120 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0040 |
0.4% |
67% |
False |
False |
19,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0007 |
|
2.618 |
0.9951 |
|
1.618 |
0.9917 |
|
1.000 |
0.9896 |
|
0.618 |
0.9883 |
|
HIGH |
0.9862 |
|
0.618 |
0.9849 |
|
0.500 |
0.9845 |
|
0.382 |
0.9841 |
|
LOW |
0.9828 |
|
0.618 |
0.9807 |
|
1.000 |
0.9794 |
|
1.618 |
0.9773 |
|
2.618 |
0.9739 |
|
4.250 |
0.9684 |
|
|
| Fisher Pivots for day following 15-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9845 |
0.9856 |
| PP |
0.9842 |
0.9849 |
| S1 |
0.9839 |
0.9843 |
|