CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 06-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2014 |
06-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9752 |
0.9748 |
-0.0004 |
0.0% |
0.9826 |
| High |
0.9762 |
0.9828 |
0.0066 |
0.7% |
0.9832 |
| Low |
0.9717 |
0.9745 |
0.0028 |
0.3% |
0.9702 |
| Close |
0.9752 |
0.9803 |
0.0051 |
0.5% |
0.9753 |
| Range |
0.0045 |
0.0083 |
0.0038 |
84.4% |
0.0130 |
| ATR |
0.0041 |
0.0044 |
0.0003 |
7.4% |
0.0000 |
| Volume |
126,947 |
177,792 |
50,845 |
40.1% |
662,178 |
|
| Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0041 |
1.0005 |
0.9849 |
|
| R3 |
0.9958 |
0.9922 |
0.9826 |
|
| R2 |
0.9875 |
0.9875 |
0.9818 |
|
| R1 |
0.9839 |
0.9839 |
0.9811 |
0.9857 |
| PP |
0.9792 |
0.9792 |
0.9792 |
0.9801 |
| S1 |
0.9756 |
0.9756 |
0.9795 |
0.9774 |
| S2 |
0.9709 |
0.9709 |
0.9788 |
|
| S3 |
0.9626 |
0.9673 |
0.9780 |
|
| S4 |
0.9543 |
0.9590 |
0.9757 |
|
|
| 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 |
0.9828 |
0.9707 |
0.0121 |
1.2% |
0.0051 |
0.5% |
79% |
True |
False |
143,248 |
| 10 |
0.9864 |
0.9702 |
0.0162 |
1.7% |
0.0047 |
0.5% |
62% |
False |
False |
125,345 |
| 20 |
0.9899 |
0.9702 |
0.0197 |
2.0% |
0.0039 |
0.4% |
51% |
False |
False |
107,026 |
| 40 |
0.9956 |
0.9702 |
0.0254 |
2.6% |
0.0043 |
0.4% |
40% |
False |
False |
100,171 |
| 60 |
0.9956 |
0.9702 |
0.0254 |
2.6% |
0.0043 |
0.4% |
40% |
False |
False |
68,682 |
| 80 |
0.9956 |
0.9700 |
0.0256 |
2.6% |
0.0043 |
0.4% |
40% |
False |
False |
51,583 |
| 100 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0045 |
0.5% |
58% |
False |
False |
41,288 |
| 120 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0043 |
0.4% |
58% |
False |
False |
34,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0181 |
|
2.618 |
1.0045 |
|
1.618 |
0.9962 |
|
1.000 |
0.9911 |
|
0.618 |
0.9879 |
|
HIGH |
0.9828 |
|
0.618 |
0.9796 |
|
0.500 |
0.9787 |
|
0.382 |
0.9777 |
|
LOW |
0.9745 |
|
0.618 |
0.9694 |
|
1.000 |
0.9662 |
|
1.618 |
0.9611 |
|
2.618 |
0.9528 |
|
4.250 |
0.9392 |
|
|
| Fisher Pivots for day following 06-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9798 |
0.9793 |
| PP |
0.9792 |
0.9783 |
| S1 |
0.9787 |
0.9773 |
|