CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 11-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9797 |
0.9796 |
-0.0001 |
0.0% |
0.9749 |
| High |
0.9854 |
0.9804 |
-0.0050 |
-0.5% |
0.9854 |
| Low |
0.9792 |
0.9784 |
-0.0008 |
-0.1% |
0.9717 |
| Close |
0.9802 |
0.9788 |
-0.0014 |
-0.1% |
0.9802 |
| Range |
0.0062 |
0.0020 |
-0.0042 |
-67.7% |
0.0137 |
| ATR |
0.0045 |
0.0043 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
165,435 |
73,581 |
-91,854 |
-55.5% |
669,234 |
|
| Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9852 |
0.9840 |
0.9799 |
|
| R3 |
0.9832 |
0.9820 |
0.9794 |
|
| R2 |
0.9812 |
0.9812 |
0.9792 |
|
| R1 |
0.9800 |
0.9800 |
0.9790 |
0.9796 |
| PP |
0.9792 |
0.9792 |
0.9792 |
0.9790 |
| S1 |
0.9780 |
0.9780 |
0.9786 |
0.9776 |
| S2 |
0.9772 |
0.9772 |
0.9784 |
|
| S3 |
0.9752 |
0.9760 |
0.9783 |
|
| S4 |
0.9732 |
0.9740 |
0.9777 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0202 |
1.0139 |
0.9877 |
|
| R3 |
1.0065 |
1.0002 |
0.9840 |
|
| R2 |
0.9928 |
0.9928 |
0.9827 |
|
| R1 |
0.9865 |
0.9865 |
0.9815 |
0.9897 |
| PP |
0.9791 |
0.9791 |
0.9791 |
0.9807 |
| S1 |
0.9728 |
0.9728 |
0.9789 |
0.9760 |
| S2 |
0.9654 |
0.9654 |
0.9777 |
|
| S3 |
0.9517 |
0.9591 |
0.9764 |
|
| S4 |
0.9380 |
0.9454 |
0.9727 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9854 |
0.9717 |
0.0137 |
1.4% |
0.0051 |
0.5% |
52% |
False |
False |
132,445 |
| 10 |
0.9854 |
0.9702 |
0.0152 |
1.6% |
0.0051 |
0.5% |
57% |
False |
False |
135,150 |
| 20 |
0.9896 |
0.9702 |
0.0194 |
2.0% |
0.0040 |
0.4% |
44% |
False |
False |
111,609 |
| 40 |
0.9956 |
0.9702 |
0.0254 |
2.6% |
0.0042 |
0.4% |
34% |
False |
False |
102,166 |
| 60 |
0.9956 |
0.9702 |
0.0254 |
2.6% |
0.0042 |
0.4% |
34% |
False |
False |
74,631 |
| 80 |
0.9956 |
0.9700 |
0.0256 |
2.6% |
0.0043 |
0.4% |
34% |
False |
False |
56,043 |
| 100 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0044 |
0.4% |
53% |
False |
False |
44,862 |
| 120 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0043 |
0.4% |
53% |
False |
False |
37,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9889 |
|
2.618 |
0.9856 |
|
1.618 |
0.9836 |
|
1.000 |
0.9824 |
|
0.618 |
0.9816 |
|
HIGH |
0.9804 |
|
0.618 |
0.9796 |
|
0.500 |
0.9794 |
|
0.382 |
0.9792 |
|
LOW |
0.9784 |
|
0.618 |
0.9772 |
|
1.000 |
0.9764 |
|
1.618 |
0.9752 |
|
2.618 |
0.9732 |
|
4.250 |
0.9699 |
|
|
| Fisher Pivots for day following 11-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9794 |
0.9808 |
| PP |
0.9792 |
0.9801 |
| S1 |
0.9790 |
0.9795 |
|