CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 09-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2014 |
09-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9841 |
0.9847 |
0.0006 |
0.1% |
0.9870 |
| High |
0.9861 |
0.9858 |
-0.0003 |
0.0% |
0.9887 |
| Low |
0.9835 |
0.9835 |
0.0000 |
0.0% |
0.9791 |
| Close |
0.9861 |
0.9858 |
-0.0003 |
0.0% |
0.9795 |
| Range |
0.0026 |
0.0023 |
-0.0003 |
-11.5% |
0.0096 |
| ATR |
0.0033 |
0.0032 |
0.0000 |
-1.5% |
0.0000 |
| Volume |
46 |
30 |
-16 |
-34.8% |
663 |
|
| Daily Pivots for day following 09-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9919 |
0.9912 |
0.9871 |
|
| R3 |
0.9896 |
0.9889 |
0.9864 |
|
| R2 |
0.9873 |
0.9873 |
0.9862 |
|
| R1 |
0.9866 |
0.9866 |
0.9860 |
0.9870 |
| PP |
0.9850 |
0.9850 |
0.9850 |
0.9852 |
| S1 |
0.9843 |
0.9843 |
0.9856 |
0.9847 |
| S2 |
0.9827 |
0.9827 |
0.9854 |
|
| S3 |
0.9804 |
0.9820 |
0.9852 |
|
| S4 |
0.9781 |
0.9797 |
0.9845 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0112 |
1.0050 |
0.9848 |
|
| R3 |
1.0016 |
0.9954 |
0.9821 |
|
| R2 |
0.9920 |
0.9920 |
0.9813 |
|
| R1 |
0.9858 |
0.9858 |
0.9804 |
0.9841 |
| PP |
0.9824 |
0.9824 |
0.9824 |
0.9816 |
| S1 |
0.9762 |
0.9762 |
0.9786 |
0.9745 |
| S2 |
0.9728 |
0.9728 |
0.9777 |
|
| S3 |
0.9632 |
0.9666 |
0.9769 |
|
| S4 |
0.9536 |
0.9570 |
0.9742 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9861 |
0.9791 |
0.0070 |
0.7% |
0.0029 |
0.3% |
96% |
False |
False |
94 |
| 10 |
0.9891 |
0.9791 |
0.0100 |
1.0% |
0.0033 |
0.3% |
67% |
False |
False |
189 |
| 20 |
0.9891 |
0.9778 |
0.0113 |
1.1% |
0.0026 |
0.3% |
71% |
False |
False |
105 |
| 40 |
0.9930 |
0.9744 |
0.0186 |
1.9% |
0.0026 |
0.3% |
61% |
False |
False |
62 |
| 60 |
0.9930 |
0.9735 |
0.0195 |
2.0% |
0.0022 |
0.2% |
63% |
False |
False |
42 |
| 80 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0021 |
0.2% |
77% |
False |
False |
32 |
| 100 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0020 |
0.2% |
77% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9956 |
|
2.618 |
0.9918 |
|
1.618 |
0.9895 |
|
1.000 |
0.9881 |
|
0.618 |
0.9872 |
|
HIGH |
0.9858 |
|
0.618 |
0.9849 |
|
0.500 |
0.9847 |
|
0.382 |
0.9844 |
|
LOW |
0.9835 |
|
0.618 |
0.9821 |
|
1.000 |
0.9812 |
|
1.618 |
0.9798 |
|
2.618 |
0.9775 |
|
4.250 |
0.9737 |
|
|
| Fisher Pivots for day following 09-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9854 |
0.9849 |
| PP |
0.9850 |
0.9840 |
| S1 |
0.9847 |
0.9832 |
|