CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 29-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2014 |
29-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9626 |
0.9642 |
0.0016 |
0.2% |
0.9606 |
| High |
0.9657 |
0.9648 |
-0.0009 |
-0.1% |
0.9657 |
| Low |
0.9621 |
0.9605 |
-0.0016 |
-0.2% |
0.9593 |
| Close |
0.9647 |
0.9606 |
-0.0041 |
-0.4% |
0.9606 |
| Range |
0.0036 |
0.0043 |
0.0007 |
19.4% |
0.0064 |
| ATR |
0.0043 |
0.0043 |
0.0000 |
0.0% |
0.0000 |
| Volume |
105,702 |
98,517 |
-7,185 |
-6.8% |
445,043 |
|
| Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9749 |
0.9720 |
0.9630 |
|
| R3 |
0.9706 |
0.9677 |
0.9618 |
|
| R2 |
0.9663 |
0.9663 |
0.9614 |
|
| R1 |
0.9634 |
0.9634 |
0.9610 |
0.9627 |
| PP |
0.9620 |
0.9620 |
0.9620 |
0.9616 |
| S1 |
0.9591 |
0.9591 |
0.9602 |
0.9584 |
| S2 |
0.9577 |
0.9577 |
0.9598 |
|
| S3 |
0.9534 |
0.9548 |
0.9594 |
|
| S4 |
0.9491 |
0.9505 |
0.9582 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9811 |
0.9772 |
0.9641 |
|
| R3 |
0.9747 |
0.9708 |
0.9624 |
|
| R2 |
0.9683 |
0.9683 |
0.9618 |
|
| R1 |
0.9644 |
0.9644 |
0.9612 |
0.9638 |
| PP |
0.9619 |
0.9619 |
0.9619 |
0.9616 |
| S1 |
0.9580 |
0.9580 |
0.9600 |
0.9574 |
| S2 |
0.9555 |
0.9555 |
0.9594 |
|
| S3 |
0.9491 |
0.9516 |
0.9588 |
|
| S4 |
0.9427 |
0.9452 |
0.9571 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9657 |
0.9593 |
0.0064 |
0.7% |
0.0038 |
0.4% |
20% |
False |
False |
89,008 |
| 10 |
0.9782 |
0.9593 |
0.0189 |
2.0% |
0.0045 |
0.5% |
7% |
False |
False |
98,088 |
| 20 |
0.9854 |
0.9593 |
0.0261 |
2.7% |
0.0044 |
0.5% |
5% |
False |
False |
106,708 |
| 40 |
0.9899 |
0.9593 |
0.0306 |
3.2% |
0.0041 |
0.4% |
4% |
False |
False |
104,045 |
| 60 |
0.9956 |
0.9593 |
0.0363 |
3.8% |
0.0043 |
0.4% |
4% |
False |
False |
97,370 |
| 80 |
0.9956 |
0.9593 |
0.0363 |
3.8% |
0.0042 |
0.4% |
4% |
False |
False |
73,390 |
| 100 |
0.9956 |
0.9593 |
0.0363 |
3.8% |
0.0043 |
0.4% |
4% |
False |
False |
58,761 |
| 120 |
0.9956 |
0.9593 |
0.0363 |
3.8% |
0.0045 |
0.5% |
4% |
False |
False |
48,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9831 |
|
2.618 |
0.9761 |
|
1.618 |
0.9718 |
|
1.000 |
0.9691 |
|
0.618 |
0.9675 |
|
HIGH |
0.9648 |
|
0.618 |
0.9632 |
|
0.500 |
0.9627 |
|
0.382 |
0.9621 |
|
LOW |
0.9605 |
|
0.618 |
0.9578 |
|
1.000 |
0.9562 |
|
1.618 |
0.9535 |
|
2.618 |
0.9492 |
|
4.250 |
0.9422 |
|
|
| Fisher Pivots for day following 29-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9627 |
0.9629 |
| PP |
0.9620 |
0.9621 |
| S1 |
0.9613 |
0.9614 |
|