CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 03-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9602 |
0.9518 |
-0.0084 |
-0.9% |
0.9606 |
| High |
0.9606 |
0.9548 |
-0.0058 |
-0.6% |
0.9657 |
| Low |
0.9505 |
0.9496 |
-0.0009 |
-0.1% |
0.9593 |
| Close |
0.9513 |
0.9539 |
0.0026 |
0.3% |
0.9606 |
| Range |
0.0101 |
0.0052 |
-0.0049 |
-48.5% |
0.0064 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
0.8% |
0.0000 |
| Volume |
178,797 |
137,556 |
-41,241 |
-23.1% |
445,043 |
|
| Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9684 |
0.9663 |
0.9568 |
|
| R3 |
0.9632 |
0.9611 |
0.9553 |
|
| R2 |
0.9580 |
0.9580 |
0.9549 |
|
| R1 |
0.9559 |
0.9559 |
0.9544 |
0.9570 |
| PP |
0.9528 |
0.9528 |
0.9528 |
0.9533 |
| S1 |
0.9507 |
0.9507 |
0.9534 |
0.9518 |
| S2 |
0.9476 |
0.9476 |
0.9529 |
|
| S3 |
0.9424 |
0.9455 |
0.9525 |
|
| S4 |
0.9372 |
0.9403 |
0.9510 |
|
|
| 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 |
0.9496 |
0.0161 |
1.7% |
0.0053 |
0.6% |
27% |
False |
True |
120,196 |
| 10 |
0.9719 |
0.9496 |
0.0223 |
2.3% |
0.0053 |
0.6% |
19% |
False |
True |
115,436 |
| 20 |
0.9854 |
0.9496 |
0.0358 |
3.8% |
0.0048 |
0.5% |
12% |
False |
True |
112,149 |
| 40 |
0.9899 |
0.9496 |
0.0403 |
4.2% |
0.0043 |
0.4% |
11% |
False |
True |
107,261 |
| 60 |
0.9956 |
0.9496 |
0.0460 |
4.8% |
0.0044 |
0.5% |
9% |
False |
True |
101,936 |
| 80 |
0.9956 |
0.9496 |
0.0460 |
4.8% |
0.0043 |
0.5% |
9% |
False |
True |
77,330 |
| 100 |
0.9956 |
0.9496 |
0.0460 |
4.8% |
0.0043 |
0.5% |
9% |
False |
True |
61,920 |
| 120 |
0.9956 |
0.9496 |
0.0460 |
4.8% |
0.0045 |
0.5% |
9% |
False |
True |
51,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9769 |
|
2.618 |
0.9684 |
|
1.618 |
0.9632 |
|
1.000 |
0.9600 |
|
0.618 |
0.9580 |
|
HIGH |
0.9548 |
|
0.618 |
0.9528 |
|
0.500 |
0.9522 |
|
0.382 |
0.9516 |
|
LOW |
0.9496 |
|
0.618 |
0.9464 |
|
1.000 |
0.9444 |
|
1.618 |
0.9412 |
|
2.618 |
0.9360 |
|
4.250 |
0.9275 |
|
|
| Fisher Pivots for day following 03-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9533 |
0.9572 |
| PP |
0.9528 |
0.9561 |
| S1 |
0.9522 |
0.9550 |
|