CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 25-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9631 |
0.9606 |
-0.0025 |
-0.3% |
0.9771 |
| High |
0.9663 |
0.9629 |
-0.0034 |
-0.4% |
0.9782 |
| Low |
0.9599 |
0.9593 |
-0.0006 |
-0.1% |
0.9599 |
| Close |
0.9623 |
0.9618 |
-0.0005 |
-0.1% |
0.9623 |
| Range |
0.0064 |
0.0036 |
-0.0028 |
-43.8% |
0.0183 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
147,217 |
69,615 |
-77,602 |
-52.7% |
535,840 |
|
| Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9721 |
0.9706 |
0.9638 |
|
| R3 |
0.9685 |
0.9670 |
0.9628 |
|
| R2 |
0.9649 |
0.9649 |
0.9625 |
|
| R1 |
0.9634 |
0.9634 |
0.9621 |
0.9642 |
| PP |
0.9613 |
0.9613 |
0.9613 |
0.9617 |
| S1 |
0.9598 |
0.9598 |
0.9615 |
0.9606 |
| S2 |
0.9577 |
0.9577 |
0.9611 |
|
| S3 |
0.9541 |
0.9562 |
0.9608 |
|
| S4 |
0.9505 |
0.9526 |
0.9598 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0217 |
1.0103 |
0.9724 |
|
| R3 |
1.0034 |
0.9920 |
0.9673 |
|
| R2 |
0.9851 |
0.9851 |
0.9657 |
|
| R1 |
0.9737 |
0.9737 |
0.9640 |
0.9703 |
| PP |
0.9668 |
0.9668 |
0.9668 |
0.9651 |
| S1 |
0.9554 |
0.9554 |
0.9606 |
0.9520 |
| S2 |
0.9485 |
0.9485 |
0.9589 |
|
| S3 |
0.9302 |
0.9371 |
0.9573 |
|
| S4 |
0.9119 |
0.9188 |
0.9522 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9756 |
0.9593 |
0.0163 |
1.7% |
0.0052 |
0.5% |
15% |
False |
True |
107,870 |
| 10 |
0.9797 |
0.9593 |
0.0204 |
2.1% |
0.0044 |
0.5% |
12% |
False |
True |
101,592 |
| 20 |
0.9854 |
0.9593 |
0.0261 |
2.7% |
0.0048 |
0.5% |
10% |
False |
True |
118,371 |
| 40 |
0.9899 |
0.9593 |
0.0306 |
3.2% |
0.0041 |
0.4% |
8% |
False |
True |
104,072 |
| 60 |
0.9956 |
0.9593 |
0.0363 |
3.8% |
0.0043 |
0.4% |
7% |
False |
True |
91,416 |
| 80 |
0.9956 |
0.9593 |
0.0363 |
3.8% |
0.0043 |
0.4% |
7% |
False |
True |
68,721 |
| 100 |
0.9956 |
0.9593 |
0.0363 |
3.8% |
0.0044 |
0.5% |
7% |
False |
True |
55,012 |
| 120 |
0.9956 |
0.9593 |
0.0363 |
3.8% |
0.0044 |
0.5% |
7% |
False |
True |
45,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9782 |
|
2.618 |
0.9723 |
|
1.618 |
0.9687 |
|
1.000 |
0.9665 |
|
0.618 |
0.9651 |
|
HIGH |
0.9629 |
|
0.618 |
0.9615 |
|
0.500 |
0.9611 |
|
0.382 |
0.9607 |
|
LOW |
0.9593 |
|
0.618 |
0.9571 |
|
1.000 |
0.9557 |
|
1.618 |
0.9535 |
|
2.618 |
0.9499 |
|
4.250 |
0.9440 |
|
|
| Fisher Pivots for day following 25-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9616 |
0.9628 |
| PP |
0.9613 |
0.9625 |
| S1 |
0.9611 |
0.9621 |
|