CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 30-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2014 |
30-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9821 |
0.9794 |
-0.0027 |
-0.3% |
0.9871 |
| High |
0.9824 |
0.9803 |
-0.0021 |
-0.2% |
0.9887 |
| Low |
0.9791 |
0.9702 |
-0.0089 |
-0.9% |
0.9812 |
| Close |
0.9794 |
0.9723 |
-0.0071 |
-0.7% |
0.9826 |
| Range |
0.0033 |
0.0101 |
0.0068 |
206.1% |
0.0075 |
| ATR |
0.0035 |
0.0040 |
0.0005 |
13.3% |
0.0000 |
| Volume |
105,956 |
171,816 |
65,860 |
62.2% |
439,056 |
|
| Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0046 |
0.9985 |
0.9779 |
|
| R3 |
0.9945 |
0.9884 |
0.9751 |
|
| R2 |
0.9844 |
0.9844 |
0.9742 |
|
| R1 |
0.9783 |
0.9783 |
0.9732 |
0.9763 |
| PP |
0.9743 |
0.9743 |
0.9743 |
0.9733 |
| S1 |
0.9682 |
0.9682 |
0.9714 |
0.9662 |
| S2 |
0.9642 |
0.9642 |
0.9704 |
|
| S3 |
0.9541 |
0.9581 |
0.9695 |
|
| S4 |
0.9440 |
0.9480 |
0.9667 |
|
|
| 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 |
0.9864 |
0.9702 |
0.0162 |
1.7% |
0.0043 |
0.4% |
13% |
False |
True |
107,443 |
| 10 |
0.9896 |
0.9702 |
0.0194 |
2.0% |
0.0038 |
0.4% |
11% |
False |
True |
99,338 |
| 20 |
0.9899 |
0.9702 |
0.0197 |
2.0% |
0.0038 |
0.4% |
11% |
False |
True |
95,383 |
| 40 |
0.9956 |
0.9702 |
0.0254 |
2.6% |
0.0041 |
0.4% |
8% |
False |
True |
84,672 |
| 60 |
0.9956 |
0.9702 |
0.0254 |
2.6% |
0.0042 |
0.4% |
8% |
False |
True |
56,785 |
| 80 |
0.9956 |
0.9685 |
0.0271 |
2.8% |
0.0043 |
0.4% |
14% |
False |
False |
42,642 |
| 100 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0044 |
0.5% |
35% |
False |
False |
34,127 |
| 120 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0041 |
0.4% |
35% |
False |
False |
28,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0232 |
|
2.618 |
1.0067 |
|
1.618 |
0.9966 |
|
1.000 |
0.9904 |
|
0.618 |
0.9865 |
|
HIGH |
0.9803 |
|
0.618 |
0.9764 |
|
0.500 |
0.9753 |
|
0.382 |
0.9741 |
|
LOW |
0.9702 |
|
0.618 |
0.9640 |
|
1.000 |
0.9601 |
|
1.618 |
0.9539 |
|
2.618 |
0.9438 |
|
4.250 |
0.9273 |
|
|
| Fisher Pivots for day following 30-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9753 |
0.9767 |
| PP |
0.9743 |
0.9752 |
| S1 |
0.9733 |
0.9738 |
|