CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 16-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2014 |
16-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9852 |
0.9838 |
-0.0014 |
-0.1% |
0.9805 |
| High |
0.9862 |
0.9843 |
-0.0019 |
-0.2% |
0.9899 |
| Low |
0.9828 |
0.9827 |
-0.0001 |
0.0% |
0.9788 |
| Close |
0.9836 |
0.9836 |
0.0000 |
0.0% |
0.9873 |
| Range |
0.0034 |
0.0016 |
-0.0018 |
-52.9% |
0.0111 |
| ATR |
0.0042 |
0.0041 |
-0.0002 |
-4.5% |
0.0000 |
| Volume |
107,982 |
57,101 |
-50,881 |
-47.1% |
470,494 |
|
| Daily Pivots for day following 16-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9883 |
0.9876 |
0.9845 |
|
| R3 |
0.9867 |
0.9860 |
0.9840 |
|
| R2 |
0.9851 |
0.9851 |
0.9839 |
|
| R1 |
0.9844 |
0.9844 |
0.9837 |
0.9840 |
| PP |
0.9835 |
0.9835 |
0.9835 |
0.9833 |
| S1 |
0.9828 |
0.9828 |
0.9835 |
0.9824 |
| S2 |
0.9819 |
0.9819 |
0.9833 |
|
| S3 |
0.9803 |
0.9812 |
0.9832 |
|
| S4 |
0.9787 |
0.9796 |
0.9827 |
|
|
| 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 |
0.9827 |
0.0072 |
0.7% |
0.0031 |
0.3% |
13% |
False |
True |
86,182 |
| 10 |
0.9899 |
0.9768 |
0.0131 |
1.3% |
0.0038 |
0.4% |
52% |
False |
False |
91,429 |
| 20 |
0.9956 |
0.9762 |
0.0194 |
2.0% |
0.0043 |
0.4% |
38% |
False |
False |
92,746 |
| 40 |
0.9956 |
0.9734 |
0.0222 |
2.3% |
0.0043 |
0.4% |
46% |
False |
False |
60,239 |
| 60 |
0.9956 |
0.9700 |
0.0256 |
2.6% |
0.0043 |
0.4% |
53% |
False |
False |
40,263 |
| 80 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0045 |
0.5% |
67% |
False |
False |
30,237 |
| 100 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0043 |
0.4% |
67% |
False |
False |
24,194 |
| 120 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0041 |
0.4% |
67% |
False |
False |
20,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9911 |
|
2.618 |
0.9885 |
|
1.618 |
0.9869 |
|
1.000 |
0.9859 |
|
0.618 |
0.9853 |
|
HIGH |
0.9843 |
|
0.618 |
0.9837 |
|
0.500 |
0.9835 |
|
0.382 |
0.9833 |
|
LOW |
0.9827 |
|
0.618 |
0.9817 |
|
1.000 |
0.9811 |
|
1.618 |
0.9801 |
|
2.618 |
0.9785 |
|
4.250 |
0.9759 |
|
|
| Fisher Pivots for day following 16-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9836 |
0.9850 |
| PP |
0.9835 |
0.9845 |
| S1 |
0.9835 |
0.9841 |
|