CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 20-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9750 |
0.9716 |
-0.0034 |
-0.3% |
0.9796 |
| High |
0.9756 |
0.9719 |
-0.0037 |
-0.4% |
0.9804 |
| Low |
0.9717 |
0.9631 |
-0.0086 |
-0.9% |
0.9737 |
| Close |
0.9718 |
0.9644 |
-0.0074 |
-0.8% |
0.9774 |
| Range |
0.0039 |
0.0088 |
0.0049 |
125.6% |
0.0067 |
| ATR |
0.0041 |
0.0044 |
0.0003 |
8.1% |
0.0000 |
| Volume |
76,770 |
142,837 |
66,067 |
86.1% |
484,055 |
|
| Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9929 |
0.9874 |
0.9692 |
|
| R3 |
0.9841 |
0.9786 |
0.9668 |
|
| R2 |
0.9753 |
0.9753 |
0.9660 |
|
| R1 |
0.9698 |
0.9698 |
0.9652 |
0.9682 |
| PP |
0.9665 |
0.9665 |
0.9665 |
0.9656 |
| S1 |
0.9610 |
0.9610 |
0.9636 |
0.9594 |
| S2 |
0.9577 |
0.9577 |
0.9628 |
|
| S3 |
0.9489 |
0.9522 |
0.9620 |
|
| S4 |
0.9401 |
0.9434 |
0.9596 |
|
|
| 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 |
0.9631 |
0.0161 |
1.7% |
0.0050 |
0.5% |
8% |
False |
True |
104,013 |
| 10 |
0.9854 |
0.9631 |
0.0223 |
2.3% |
0.0044 |
0.5% |
6% |
False |
True |
105,367 |
| 20 |
0.9864 |
0.9631 |
0.0233 |
2.4% |
0.0045 |
0.5% |
6% |
False |
True |
115,356 |
| 40 |
0.9956 |
0.9631 |
0.0325 |
3.4% |
0.0043 |
0.5% |
4% |
False |
True |
104,498 |
| 60 |
0.9956 |
0.9631 |
0.0325 |
3.4% |
0.0042 |
0.4% |
4% |
False |
True |
86,163 |
| 80 |
0.9956 |
0.9631 |
0.0325 |
3.4% |
0.0043 |
0.4% |
4% |
False |
True |
64,732 |
| 100 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0044 |
0.5% |
14% |
False |
False |
51,819 |
| 120 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0044 |
0.5% |
14% |
False |
False |
43,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0093 |
|
2.618 |
0.9949 |
|
1.618 |
0.9861 |
|
1.000 |
0.9807 |
|
0.618 |
0.9773 |
|
HIGH |
0.9719 |
|
0.618 |
0.9685 |
|
0.500 |
0.9675 |
|
0.382 |
0.9665 |
|
LOW |
0.9631 |
|
0.618 |
0.9577 |
|
1.000 |
0.9543 |
|
1.618 |
0.9489 |
|
2.618 |
0.9401 |
|
4.250 |
0.9257 |
|
|
| Fisher Pivots for day following 20-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9675 |
0.9707 |
| PP |
0.9665 |
0.9686 |
| S1 |
0.9654 |
0.9665 |
|