CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 19-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2014 |
19-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9771 |
0.9750 |
-0.0021 |
-0.2% |
0.9796 |
| High |
0.9782 |
0.9756 |
-0.0026 |
-0.3% |
0.9804 |
| Low |
0.9748 |
0.9717 |
-0.0031 |
-0.3% |
0.9737 |
| Close |
0.9749 |
0.9718 |
-0.0031 |
-0.3% |
0.9774 |
| Range |
0.0034 |
0.0039 |
0.0005 |
14.7% |
0.0067 |
| ATR |
0.0041 |
0.0041 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
66,105 |
76,770 |
10,665 |
16.1% |
484,055 |
|
| Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9847 |
0.9822 |
0.9739 |
|
| R3 |
0.9808 |
0.9783 |
0.9729 |
|
| R2 |
0.9769 |
0.9769 |
0.9725 |
|
| R1 |
0.9744 |
0.9744 |
0.9722 |
0.9737 |
| PP |
0.9730 |
0.9730 |
0.9730 |
0.9727 |
| S1 |
0.9705 |
0.9705 |
0.9714 |
0.9698 |
| S2 |
0.9691 |
0.9691 |
0.9711 |
|
| S3 |
0.9652 |
0.9666 |
0.9707 |
|
| S4 |
0.9613 |
0.9627 |
0.9697 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9973 |
0.9940 |
0.9811 |
|
| R3 |
0.9906 |
0.9873 |
0.9792 |
|
| R2 |
0.9839 |
0.9839 |
0.9786 |
|
| R1 |
0.9806 |
0.9806 |
0.9780 |
0.9789 |
| PP |
0.9772 |
0.9772 |
0.9772 |
0.9763 |
| S1 |
0.9739 |
0.9739 |
0.9768 |
0.9722 |
| S2 |
0.9705 |
0.9705 |
0.9762 |
|
| S3 |
0.9638 |
0.9672 |
0.9756 |
|
| S4 |
0.9571 |
0.9605 |
0.9737 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9792 |
0.9717 |
0.0075 |
0.8% |
0.0039 |
0.4% |
1% |
False |
True |
94,636 |
| 10 |
0.9854 |
0.9717 |
0.0137 |
1.4% |
0.0043 |
0.4% |
1% |
False |
True |
108,862 |
| 20 |
0.9873 |
0.9702 |
0.0171 |
1.8% |
0.0042 |
0.4% |
9% |
False |
False |
111,776 |
| 40 |
0.9956 |
0.9702 |
0.0254 |
2.6% |
0.0042 |
0.4% |
6% |
False |
False |
103,292 |
| 60 |
0.9956 |
0.9702 |
0.0254 |
2.6% |
0.0042 |
0.4% |
6% |
False |
False |
83,805 |
| 80 |
0.9956 |
0.9700 |
0.0256 |
2.6% |
0.0042 |
0.4% |
7% |
False |
False |
62,949 |
| 100 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0044 |
0.4% |
34% |
False |
False |
50,392 |
| 120 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0043 |
0.4% |
34% |
False |
False |
41,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9922 |
|
2.618 |
0.9858 |
|
1.618 |
0.9819 |
|
1.000 |
0.9795 |
|
0.618 |
0.9780 |
|
HIGH |
0.9756 |
|
0.618 |
0.9741 |
|
0.500 |
0.9737 |
|
0.382 |
0.9732 |
|
LOW |
0.9717 |
|
0.618 |
0.9693 |
|
1.000 |
0.9678 |
|
1.618 |
0.9654 |
|
2.618 |
0.9615 |
|
4.250 |
0.9551 |
|
|
| Fisher Pivots for day following 19-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9737 |
0.9755 |
| PP |
0.9730 |
0.9742 |
| S1 |
0.9724 |
0.9730 |
|