CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 25-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2014 |
25-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9852 |
0.9824 |
-0.0028 |
-0.3% |
0.9871 |
| High |
0.9864 |
0.9835 |
-0.0029 |
-0.3% |
0.9887 |
| Low |
0.9821 |
0.9812 |
-0.0009 |
-0.1% |
0.9812 |
| Close |
0.9823 |
0.9826 |
0.0003 |
0.0% |
0.9826 |
| Range |
0.0043 |
0.0023 |
-0.0020 |
-46.5% |
0.0075 |
| ATR |
0.0038 |
0.0037 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
113,099 |
92,851 |
-20,248 |
-17.9% |
439,056 |
|
| Daily Pivots for day following 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9893 |
0.9883 |
0.9839 |
|
| R3 |
0.9870 |
0.9860 |
0.9832 |
|
| R2 |
0.9847 |
0.9847 |
0.9830 |
|
| R1 |
0.9837 |
0.9837 |
0.9828 |
0.9842 |
| PP |
0.9824 |
0.9824 |
0.9824 |
0.9827 |
| S1 |
0.9814 |
0.9814 |
0.9824 |
0.9819 |
| S2 |
0.9801 |
0.9801 |
0.9822 |
|
| S3 |
0.9778 |
0.9791 |
0.9820 |
|
| S4 |
0.9755 |
0.9768 |
0.9813 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0067 |
1.0021 |
0.9867 |
|
| R3 |
0.9992 |
0.9946 |
0.9847 |
|
| R2 |
0.9917 |
0.9917 |
0.9840 |
|
| R1 |
0.9871 |
0.9871 |
0.9833 |
0.9857 |
| PP |
0.9842 |
0.9842 |
0.9842 |
0.9834 |
| S1 |
0.9796 |
0.9796 |
0.9819 |
0.9782 |
| S2 |
0.9767 |
0.9767 |
0.9812 |
|
| S3 |
0.9692 |
0.9721 |
0.9805 |
|
| S4 |
0.9617 |
0.9646 |
0.9785 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9887 |
0.9812 |
0.0075 |
0.8% |
0.0028 |
0.3% |
19% |
False |
True |
87,811 |
| 10 |
0.9896 |
0.9812 |
0.0084 |
0.9% |
0.0031 |
0.3% |
17% |
False |
True |
89,495 |
| 20 |
0.9899 |
0.9768 |
0.0131 |
1.3% |
0.0036 |
0.4% |
44% |
False |
False |
92,185 |
| 40 |
0.9956 |
0.9734 |
0.0222 |
2.3% |
0.0041 |
0.4% |
41% |
False |
False |
76,657 |
| 60 |
0.9956 |
0.9700 |
0.0256 |
2.6% |
0.0042 |
0.4% |
49% |
False |
False |
51,284 |
| 80 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0043 |
0.4% |
64% |
False |
False |
38,505 |
| 100 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0043 |
0.4% |
64% |
False |
False |
30,814 |
| 120 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0041 |
0.4% |
64% |
False |
False |
25,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9933 |
|
2.618 |
0.9895 |
|
1.618 |
0.9872 |
|
1.000 |
0.9858 |
|
0.618 |
0.9849 |
|
HIGH |
0.9835 |
|
0.618 |
0.9826 |
|
0.500 |
0.9824 |
|
0.382 |
0.9821 |
|
LOW |
0.9812 |
|
0.618 |
0.9798 |
|
1.000 |
0.9789 |
|
1.618 |
0.9775 |
|
2.618 |
0.9752 |
|
4.250 |
0.9714 |
|
|
| Fisher Pivots for day following 25-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9825 |
0.9843 |
| PP |
0.9824 |
0.9837 |
| S1 |
0.9824 |
0.9832 |
|