CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 24-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2014 |
24-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9859 |
0.9852 |
-0.0007 |
-0.1% |
0.9873 |
| High |
0.9873 |
0.9864 |
-0.0009 |
-0.1% |
0.9896 |
| Low |
0.9850 |
0.9821 |
-0.0029 |
-0.3% |
0.9827 |
| Close |
0.9851 |
0.9823 |
-0.0028 |
-0.3% |
0.9870 |
| Range |
0.0023 |
0.0043 |
0.0020 |
87.0% |
0.0069 |
| ATR |
0.0038 |
0.0038 |
0.0000 |
1.0% |
0.0000 |
| Volume |
71,241 |
113,099 |
41,858 |
58.8% |
455,900 |
|
| Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9965 |
0.9937 |
0.9847 |
|
| R3 |
0.9922 |
0.9894 |
0.9835 |
|
| R2 |
0.9879 |
0.9879 |
0.9831 |
|
| R1 |
0.9851 |
0.9851 |
0.9827 |
0.9844 |
| PP |
0.9836 |
0.9836 |
0.9836 |
0.9832 |
| S1 |
0.9808 |
0.9808 |
0.9819 |
0.9801 |
| S2 |
0.9793 |
0.9793 |
0.9815 |
|
| S3 |
0.9750 |
0.9765 |
0.9811 |
|
| S4 |
0.9707 |
0.9722 |
0.9799 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0071 |
1.0040 |
0.9908 |
|
| R3 |
1.0002 |
0.9971 |
0.9889 |
|
| R2 |
0.9933 |
0.9933 |
0.9883 |
|
| R1 |
0.9902 |
0.9902 |
0.9876 |
0.9883 |
| PP |
0.9864 |
0.9864 |
0.9864 |
0.9855 |
| S1 |
0.9833 |
0.9833 |
0.9864 |
0.9814 |
| S2 |
0.9795 |
0.9795 |
0.9857 |
|
| S3 |
0.9726 |
0.9764 |
0.9851 |
|
| S4 |
0.9657 |
0.9695 |
0.9832 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9896 |
0.9821 |
0.0075 |
0.8% |
0.0030 |
0.3% |
3% |
False |
True |
88,711 |
| 10 |
0.9896 |
0.9821 |
0.0075 |
0.8% |
0.0030 |
0.3% |
3% |
False |
True |
86,839 |
| 20 |
0.9899 |
0.9768 |
0.0131 |
1.3% |
0.0037 |
0.4% |
42% |
False |
False |
92,863 |
| 40 |
0.9956 |
0.9734 |
0.0222 |
2.3% |
0.0041 |
0.4% |
40% |
False |
False |
74,385 |
| 60 |
0.9956 |
0.9700 |
0.0256 |
2.6% |
0.0042 |
0.4% |
48% |
False |
False |
49,738 |
| 80 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0043 |
0.4% |
63% |
False |
False |
37,346 |
| 100 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0044 |
0.4% |
63% |
False |
False |
29,886 |
| 120 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0041 |
0.4% |
63% |
False |
False |
24,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0047 |
|
2.618 |
0.9977 |
|
1.618 |
0.9934 |
|
1.000 |
0.9907 |
|
0.618 |
0.9891 |
|
HIGH |
0.9864 |
|
0.618 |
0.9848 |
|
0.500 |
0.9843 |
|
0.382 |
0.9837 |
|
LOW |
0.9821 |
|
0.618 |
0.9794 |
|
1.000 |
0.9778 |
|
1.618 |
0.9751 |
|
2.618 |
0.9708 |
|
4.250 |
0.9638 |
|
|
| Fisher Pivots for day following 24-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9843 |
0.9847 |
| PP |
0.9836 |
0.9839 |
| S1 |
0.9830 |
0.9831 |
|