CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 12-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2014 |
12-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9796 |
0.9787 |
-0.0009 |
-0.1% |
0.9749 |
| High |
0.9804 |
0.9797 |
-0.0007 |
-0.1% |
0.9854 |
| Low |
0.9784 |
0.9771 |
-0.0013 |
-0.1% |
0.9717 |
| Close |
0.9788 |
0.9786 |
-0.0002 |
0.0% |
0.9802 |
| Range |
0.0020 |
0.0026 |
0.0006 |
30.0% |
0.0137 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
73,581 |
80,165 |
6,584 |
8.9% |
669,234 |
|
| Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9863 |
0.9850 |
0.9800 |
|
| R3 |
0.9837 |
0.9824 |
0.9793 |
|
| R2 |
0.9811 |
0.9811 |
0.9791 |
|
| R1 |
0.9798 |
0.9798 |
0.9788 |
0.9792 |
| PP |
0.9785 |
0.9785 |
0.9785 |
0.9781 |
| S1 |
0.9772 |
0.9772 |
0.9784 |
0.9766 |
| S2 |
0.9759 |
0.9759 |
0.9781 |
|
| S3 |
0.9733 |
0.9746 |
0.9779 |
|
| S4 |
0.9707 |
0.9720 |
0.9772 |
|
|
| 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 |
0.9745 |
0.0109 |
1.1% |
0.0047 |
0.5% |
38% |
False |
False |
123,089 |
| 10 |
0.9854 |
0.9702 |
0.0152 |
1.6% |
0.0051 |
0.5% |
55% |
False |
False |
132,570 |
| 20 |
0.9896 |
0.9702 |
0.0194 |
2.0% |
0.0040 |
0.4% |
43% |
False |
False |
110,218 |
| 40 |
0.9956 |
0.9702 |
0.0254 |
2.6% |
0.0042 |
0.4% |
33% |
False |
False |
102,328 |
| 60 |
0.9956 |
0.9702 |
0.0254 |
2.6% |
0.0042 |
0.4% |
33% |
False |
False |
75,961 |
| 80 |
0.9956 |
0.9700 |
0.0256 |
2.6% |
0.0042 |
0.4% |
34% |
False |
False |
57,039 |
| 100 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0044 |
0.4% |
53% |
False |
False |
45,663 |
| 120 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0042 |
0.4% |
53% |
False |
False |
38,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9908 |
|
2.618 |
0.9865 |
|
1.618 |
0.9839 |
|
1.000 |
0.9823 |
|
0.618 |
0.9813 |
|
HIGH |
0.9797 |
|
0.618 |
0.9787 |
|
0.500 |
0.9784 |
|
0.382 |
0.9781 |
|
LOW |
0.9771 |
|
0.618 |
0.9755 |
|
1.000 |
0.9745 |
|
1.618 |
0.9729 |
|
2.618 |
0.9703 |
|
4.250 |
0.9661 |
|
|
| Fisher Pivots for day following 12-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9785 |
0.9813 |
| PP |
0.9785 |
0.9804 |
| S1 |
0.9784 |
0.9795 |
|