CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 21-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9716 |
0.9643 |
-0.0073 |
-0.8% |
0.9796 |
| High |
0.9719 |
0.9652 |
-0.0067 |
-0.7% |
0.9804 |
| Low |
0.9631 |
0.9621 |
-0.0010 |
-0.1% |
0.9737 |
| Close |
0.9644 |
0.9636 |
-0.0008 |
-0.1% |
0.9774 |
| Range |
0.0088 |
0.0031 |
-0.0057 |
-64.8% |
0.0067 |
| ATR |
0.0044 |
0.0044 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
142,837 |
102,911 |
-39,926 |
-28.0% |
484,055 |
|
| Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9729 |
0.9714 |
0.9653 |
|
| R3 |
0.9698 |
0.9683 |
0.9645 |
|
| R2 |
0.9667 |
0.9667 |
0.9642 |
|
| R1 |
0.9652 |
0.9652 |
0.9639 |
0.9644 |
| PP |
0.9636 |
0.9636 |
0.9636 |
0.9633 |
| S1 |
0.9621 |
0.9621 |
0.9633 |
0.9613 |
| S2 |
0.9605 |
0.9605 |
0.9630 |
|
| S3 |
0.9574 |
0.9590 |
0.9627 |
|
| S4 |
0.9543 |
0.9559 |
0.9619 |
|
|
| 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 |
0.9621 |
0.0171 |
1.8% |
0.0049 |
0.5% |
9% |
False |
True |
108,463 |
| 10 |
0.9854 |
0.9621 |
0.0233 |
2.4% |
0.0042 |
0.4% |
6% |
False |
True |
103,811 |
| 20 |
0.9854 |
0.9621 |
0.0233 |
2.4% |
0.0045 |
0.5% |
6% |
False |
True |
114,847 |
| 40 |
0.9899 |
0.9621 |
0.0278 |
2.9% |
0.0041 |
0.4% |
5% |
False |
True |
103,855 |
| 60 |
0.9956 |
0.9621 |
0.0335 |
3.5% |
0.0042 |
0.4% |
4% |
False |
True |
87,872 |
| 80 |
0.9956 |
0.9621 |
0.0335 |
3.5% |
0.0043 |
0.4% |
4% |
False |
True |
66,015 |
| 100 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0044 |
0.5% |
11% |
False |
False |
52,846 |
| 120 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0044 |
0.5% |
11% |
False |
False |
44,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9784 |
|
2.618 |
0.9733 |
|
1.618 |
0.9702 |
|
1.000 |
0.9683 |
|
0.618 |
0.9671 |
|
HIGH |
0.9652 |
|
0.618 |
0.9640 |
|
0.500 |
0.9637 |
|
0.382 |
0.9633 |
|
LOW |
0.9621 |
|
0.618 |
0.9602 |
|
1.000 |
0.9590 |
|
1.618 |
0.9571 |
|
2.618 |
0.9540 |
|
4.250 |
0.9489 |
|
|
| Fisher Pivots for day following 21-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9637 |
0.9689 |
| PP |
0.9636 |
0.9671 |
| S1 |
0.9636 |
0.9654 |
|