CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 04-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2014 |
04-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9729 |
0.9749 |
0.0020 |
0.2% |
0.9826 |
| High |
0.9774 |
0.9767 |
-0.0007 |
-0.1% |
0.9832 |
| Low |
0.9707 |
0.9736 |
0.0029 |
0.3% |
0.9702 |
| Close |
0.9753 |
0.9754 |
0.0001 |
0.0% |
0.9753 |
| Range |
0.0067 |
0.0031 |
-0.0036 |
-53.7% |
0.0130 |
| ATR |
0.0041 |
0.0040 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
184,335 |
80,588 |
-103,747 |
-56.3% |
662,178 |
|
| Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9845 |
0.9831 |
0.9771 |
|
| R3 |
0.9814 |
0.9800 |
0.9763 |
|
| R2 |
0.9783 |
0.9783 |
0.9760 |
|
| R1 |
0.9769 |
0.9769 |
0.9757 |
0.9776 |
| PP |
0.9752 |
0.9752 |
0.9752 |
0.9756 |
| S1 |
0.9738 |
0.9738 |
0.9751 |
0.9745 |
| S2 |
0.9721 |
0.9721 |
0.9748 |
|
| S3 |
0.9690 |
0.9707 |
0.9745 |
|
| S4 |
0.9659 |
0.9676 |
0.9737 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0152 |
1.0083 |
0.9825 |
|
| R3 |
1.0022 |
0.9953 |
0.9789 |
|
| R2 |
0.9892 |
0.9892 |
0.9777 |
|
| R1 |
0.9823 |
0.9823 |
0.9765 |
0.9793 |
| PP |
0.9762 |
0.9762 |
0.9762 |
0.9747 |
| S1 |
0.9693 |
0.9693 |
0.9741 |
0.9663 |
| S2 |
0.9632 |
0.9632 |
0.9729 |
|
| S3 |
0.9502 |
0.9563 |
0.9717 |
|
| S4 |
0.9372 |
0.9433 |
0.9682 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9824 |
0.9702 |
0.0122 |
1.3% |
0.0052 |
0.5% |
43% |
False |
False |
137,854 |
| 10 |
0.9873 |
0.9702 |
0.0171 |
1.8% |
0.0039 |
0.4% |
30% |
False |
False |
112,438 |
| 20 |
0.9899 |
0.9702 |
0.0197 |
2.0% |
0.0037 |
0.4% |
26% |
False |
False |
100,486 |
| 40 |
0.9956 |
0.9702 |
0.0254 |
2.6% |
0.0041 |
0.4% |
20% |
False |
False |
94,518 |
| 60 |
0.9956 |
0.9702 |
0.0254 |
2.6% |
0.0041 |
0.4% |
20% |
False |
False |
63,617 |
| 80 |
0.9956 |
0.9700 |
0.0256 |
2.6% |
0.0042 |
0.4% |
21% |
False |
False |
47,777 |
| 100 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0045 |
0.5% |
44% |
False |
False |
38,241 |
| 120 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0042 |
0.4% |
44% |
False |
False |
31,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9899 |
|
2.618 |
0.9848 |
|
1.618 |
0.9817 |
|
1.000 |
0.9798 |
|
0.618 |
0.9786 |
|
HIGH |
0.9767 |
|
0.618 |
0.9755 |
|
0.500 |
0.9752 |
|
0.382 |
0.9748 |
|
LOW |
0.9736 |
|
0.618 |
0.9717 |
|
1.000 |
0.9705 |
|
1.618 |
0.9686 |
|
2.618 |
0.9655 |
|
4.250 |
0.9604 |
|
|
| Fisher Pivots for day following 04-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9753 |
0.9750 |
| PP |
0.9752 |
0.9745 |
| S1 |
0.9752 |
0.9741 |
|