CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 17-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9838 |
0.9839 |
0.0001 |
0.0% |
0.9805 |
| High |
0.9843 |
0.9891 |
0.0048 |
0.5% |
0.9899 |
| Low |
0.9827 |
0.9836 |
0.0009 |
0.1% |
0.9788 |
| Close |
0.9836 |
0.9876 |
0.0040 |
0.4% |
0.9873 |
| Range |
0.0016 |
0.0055 |
0.0039 |
243.8% |
0.0111 |
| ATR |
0.0041 |
0.0042 |
0.0001 |
2.5% |
0.0000 |
| Volume |
57,101 |
125,707 |
68,606 |
120.1% |
470,494 |
|
| Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0033 |
1.0009 |
0.9906 |
|
| R3 |
0.9978 |
0.9954 |
0.9891 |
|
| R2 |
0.9923 |
0.9923 |
0.9886 |
|
| R1 |
0.9899 |
0.9899 |
0.9881 |
0.9911 |
| PP |
0.9868 |
0.9868 |
0.9868 |
0.9874 |
| S1 |
0.9844 |
0.9844 |
0.9871 |
0.9856 |
| S2 |
0.9813 |
0.9813 |
0.9866 |
|
| S3 |
0.9758 |
0.9789 |
0.9861 |
|
| S4 |
0.9703 |
0.9734 |
0.9846 |
|
|
| 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 |
0.9891 |
0.9827 |
0.0064 |
0.6% |
0.0030 |
0.3% |
77% |
True |
False |
84,967 |
| 10 |
0.9899 |
0.9768 |
0.0131 |
1.3% |
0.0040 |
0.4% |
82% |
False |
False |
94,687 |
| 20 |
0.9956 |
0.9768 |
0.0188 |
1.9% |
0.0043 |
0.4% |
57% |
False |
False |
93,627 |
| 40 |
0.9956 |
0.9734 |
0.0222 |
2.2% |
0.0043 |
0.4% |
64% |
False |
False |
63,368 |
| 60 |
0.9956 |
0.9700 |
0.0256 |
2.6% |
0.0044 |
0.4% |
69% |
False |
False |
42,358 |
| 80 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0045 |
0.5% |
78% |
False |
False |
31,808 |
| 100 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0043 |
0.4% |
78% |
False |
False |
25,451 |
| 120 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0041 |
0.4% |
78% |
False |
False |
21,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0125 |
|
2.618 |
1.0035 |
|
1.618 |
0.9980 |
|
1.000 |
0.9946 |
|
0.618 |
0.9925 |
|
HIGH |
0.9891 |
|
0.618 |
0.9870 |
|
0.500 |
0.9864 |
|
0.382 |
0.9857 |
|
LOW |
0.9836 |
|
0.618 |
0.9802 |
|
1.000 |
0.9781 |
|
1.618 |
0.9747 |
|
2.618 |
0.9692 |
|
4.250 |
0.9602 |
|
|
| Fisher Pivots for day following 17-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9872 |
0.9870 |
| PP |
0.9868 |
0.9865 |
| S1 |
0.9864 |
0.9859 |
|