CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 05-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2014 |
05-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9749 |
0.9752 |
0.0003 |
0.0% |
0.9826 |
| High |
0.9767 |
0.9762 |
-0.0005 |
-0.1% |
0.9832 |
| Low |
0.9736 |
0.9717 |
-0.0019 |
-0.2% |
0.9702 |
| Close |
0.9754 |
0.9752 |
-0.0002 |
0.0% |
0.9753 |
| Range |
0.0031 |
0.0045 |
0.0014 |
45.2% |
0.0130 |
| ATR |
0.0040 |
0.0041 |
0.0000 |
0.8% |
0.0000 |
| Volume |
80,588 |
126,947 |
46,359 |
57.5% |
662,178 |
|
| Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9879 |
0.9860 |
0.9777 |
|
| R3 |
0.9834 |
0.9815 |
0.9764 |
|
| R2 |
0.9789 |
0.9789 |
0.9760 |
|
| R1 |
0.9770 |
0.9770 |
0.9756 |
0.9775 |
| PP |
0.9744 |
0.9744 |
0.9744 |
0.9746 |
| S1 |
0.9725 |
0.9725 |
0.9748 |
0.9730 |
| S2 |
0.9699 |
0.9699 |
0.9744 |
|
| S3 |
0.9654 |
0.9680 |
0.9740 |
|
| S4 |
0.9609 |
0.9635 |
0.9727 |
|
|
| 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 |
0.9803 |
0.9702 |
0.0101 |
1.0% |
0.0054 |
0.6% |
50% |
False |
False |
142,052 |
| 10 |
0.9873 |
0.9702 |
0.0171 |
1.8% |
0.0041 |
0.4% |
29% |
False |
False |
114,690 |
| 20 |
0.9899 |
0.9702 |
0.0197 |
2.0% |
0.0037 |
0.4% |
25% |
False |
False |
102,373 |
| 40 |
0.9956 |
0.9702 |
0.0254 |
2.6% |
0.0042 |
0.4% |
20% |
False |
False |
96,830 |
| 60 |
0.9956 |
0.9702 |
0.0254 |
2.6% |
0.0042 |
0.4% |
20% |
False |
False |
65,724 |
| 80 |
0.9956 |
0.9700 |
0.0256 |
2.6% |
0.0042 |
0.4% |
20% |
False |
False |
49,363 |
| 100 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0044 |
0.5% |
43% |
False |
False |
39,510 |
| 120 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0042 |
0.4% |
43% |
False |
False |
32,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9953 |
|
2.618 |
0.9880 |
|
1.618 |
0.9835 |
|
1.000 |
0.9807 |
|
0.618 |
0.9790 |
|
HIGH |
0.9762 |
|
0.618 |
0.9745 |
|
0.500 |
0.9740 |
|
0.382 |
0.9734 |
|
LOW |
0.9717 |
|
0.618 |
0.9689 |
|
1.000 |
0.9672 |
|
1.618 |
0.9644 |
|
2.618 |
0.9599 |
|
4.250 |
0.9526 |
|
|
| Fisher Pivots for day following 05-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9748 |
0.9748 |
| PP |
0.9744 |
0.9744 |
| S1 |
0.9740 |
0.9741 |
|