CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 28-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2014 |
28-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9609 |
0.9626 |
0.0017 |
0.2% |
0.9771 |
| High |
0.9636 |
0.9657 |
0.0021 |
0.2% |
0.9782 |
| Low |
0.9601 |
0.9621 |
0.0020 |
0.2% |
0.9599 |
| Close |
0.9628 |
0.9647 |
0.0019 |
0.2% |
0.9623 |
| Range |
0.0035 |
0.0036 |
0.0001 |
2.9% |
0.0183 |
| ATR |
0.0043 |
0.0043 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
80,409 |
105,702 |
25,293 |
31.5% |
535,840 |
|
| Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9750 |
0.9734 |
0.9667 |
|
| R3 |
0.9714 |
0.9698 |
0.9657 |
|
| R2 |
0.9678 |
0.9678 |
0.9654 |
|
| R1 |
0.9662 |
0.9662 |
0.9650 |
0.9670 |
| PP |
0.9642 |
0.9642 |
0.9642 |
0.9646 |
| S1 |
0.9626 |
0.9626 |
0.9644 |
0.9634 |
| S2 |
0.9606 |
0.9606 |
0.9640 |
|
| S3 |
0.9570 |
0.9590 |
0.9637 |
|
| S4 |
0.9534 |
0.9554 |
0.9627 |
|
|
| 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 |
0.9663 |
0.9593 |
0.0070 |
0.7% |
0.0042 |
0.4% |
77% |
False |
False |
98,748 |
| 10 |
0.9792 |
0.9593 |
0.0199 |
2.1% |
0.0046 |
0.5% |
27% |
False |
False |
103,606 |
| 20 |
0.9854 |
0.9593 |
0.0261 |
2.7% |
0.0045 |
0.5% |
21% |
False |
False |
110,999 |
| 40 |
0.9899 |
0.9593 |
0.0306 |
3.2% |
0.0041 |
0.4% |
18% |
False |
False |
104,528 |
| 60 |
0.9956 |
0.9593 |
0.0363 |
3.8% |
0.0042 |
0.4% |
15% |
False |
False |
95,829 |
| 80 |
0.9956 |
0.9593 |
0.0363 |
3.8% |
0.0042 |
0.4% |
15% |
False |
False |
72,167 |
| 100 |
0.9956 |
0.9593 |
0.0363 |
3.8% |
0.0044 |
0.5% |
15% |
False |
False |
57,778 |
| 120 |
0.9956 |
0.9593 |
0.0363 |
3.8% |
0.0044 |
0.5% |
15% |
False |
False |
48,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9810 |
|
2.618 |
0.9751 |
|
1.618 |
0.9715 |
|
1.000 |
0.9693 |
|
0.618 |
0.9679 |
|
HIGH |
0.9657 |
|
0.618 |
0.9643 |
|
0.500 |
0.9639 |
|
0.382 |
0.9635 |
|
LOW |
0.9621 |
|
0.618 |
0.9599 |
|
1.000 |
0.9585 |
|
1.618 |
0.9563 |
|
2.618 |
0.9527 |
|
4.250 |
0.9468 |
|
|
| Fisher Pivots for day following 28-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9644 |
0.9641 |
| PP |
0.9642 |
0.9635 |
| S1 |
0.9639 |
0.9629 |
|