CME Japanese Yen Future September 2014
Trading Metrics calculated at close of trading on 05-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.9538 |
0.9497 |
-0.0041 |
-0.4% |
0.9602 |
High |
0.9546 |
0.9553 |
0.0007 |
0.1% |
0.9606 |
Low |
0.9491 |
0.9461 |
-0.0030 |
-0.3% |
0.9461 |
Close |
0.9503 |
0.9518 |
0.0015 |
0.2% |
0.9518 |
Range |
0.0055 |
0.0092 |
0.0037 |
67.3% |
0.0145 |
ATR |
0.0048 |
0.0051 |
0.0003 |
6.6% |
0.0000 |
Volume |
158,155 |
177,594 |
19,439 |
12.3% |
652,102 |
|
Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9787 |
0.9744 |
0.9569 |
|
R3 |
0.9695 |
0.9652 |
0.9543 |
|
R2 |
0.9603 |
0.9603 |
0.9535 |
|
R1 |
0.9560 |
0.9560 |
0.9526 |
0.9582 |
PP |
0.9511 |
0.9511 |
0.9511 |
0.9521 |
S1 |
0.9468 |
0.9468 |
0.9510 |
0.9490 |
S2 |
0.9419 |
0.9419 |
0.9501 |
|
S3 |
0.9327 |
0.9376 |
0.9493 |
|
S4 |
0.9235 |
0.9284 |
0.9467 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9963 |
0.9886 |
0.9598 |
|
R3 |
0.9818 |
0.9741 |
0.9558 |
|
R2 |
0.9673 |
0.9673 |
0.9545 |
|
R1 |
0.9596 |
0.9596 |
0.9531 |
0.9562 |
PP |
0.9528 |
0.9528 |
0.9528 |
0.9512 |
S1 |
0.9451 |
0.9451 |
0.9505 |
0.9417 |
S2 |
0.9383 |
0.9383 |
0.9491 |
|
S3 |
0.9238 |
0.9306 |
0.9478 |
|
S4 |
0.9093 |
0.9161 |
0.9438 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9648 |
0.9461 |
0.0187 |
2.0% |
0.0069 |
0.7% |
30% |
False |
True |
150,123 |
10 |
0.9663 |
0.9461 |
0.0202 |
2.1% |
0.0055 |
0.6% |
28% |
False |
True |
124,436 |
20 |
0.9854 |
0.9461 |
0.0393 |
4.1% |
0.0049 |
0.5% |
15% |
False |
True |
114,123 |
40 |
0.9896 |
0.9461 |
0.0435 |
4.6% |
0.0044 |
0.5% |
13% |
False |
True |
110,242 |
60 |
0.9956 |
0.9461 |
0.0495 |
5.2% |
0.0045 |
0.5% |
12% |
False |
True |
105,602 |
80 |
0.9956 |
0.9461 |
0.0495 |
5.2% |
0.0044 |
0.5% |
12% |
False |
True |
81,522 |
100 |
0.9956 |
0.9461 |
0.0495 |
5.2% |
0.0044 |
0.5% |
12% |
False |
True |
65,275 |
120 |
0.9956 |
0.9461 |
0.0495 |
5.2% |
0.0045 |
0.5% |
12% |
False |
True |
54,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9944 |
2.618 |
0.9794 |
1.618 |
0.9702 |
1.000 |
0.9645 |
0.618 |
0.9610 |
HIGH |
0.9553 |
0.618 |
0.9518 |
0.500 |
0.9507 |
0.382 |
0.9496 |
LOW |
0.9461 |
0.618 |
0.9404 |
1.000 |
0.9369 |
1.618 |
0.9312 |
2.618 |
0.9220 |
4.250 |
0.9070 |
|
|
Fisher Pivots for day following 05-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9514 |
0.9514 |
PP |
0.9511 |
0.9511 |
S1 |
0.9507 |
0.9507 |
|