CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 23-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2014 |
23-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9868 |
0.9876 |
0.0008 |
0.1% |
0.9878 |
| High |
0.9877 |
0.9876 |
-0.0001 |
0.0% |
0.9900 |
| Low |
0.9857 |
0.9858 |
0.0001 |
0.0% |
0.9836 |
| Close |
0.9868 |
0.9858 |
-0.0010 |
-0.1% |
0.9877 |
| Range |
0.0020 |
0.0018 |
-0.0002 |
-10.0% |
0.0064 |
| ATR |
0.0028 |
0.0028 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
133 |
209 |
76 |
57.1% |
376 |
|
| Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9918 |
0.9906 |
0.9868 |
|
| R3 |
0.9900 |
0.9888 |
0.9863 |
|
| R2 |
0.9882 |
0.9882 |
0.9861 |
|
| R1 |
0.9870 |
0.9870 |
0.9860 |
0.9867 |
| PP |
0.9864 |
0.9864 |
0.9864 |
0.9863 |
| S1 |
0.9852 |
0.9852 |
0.9856 |
0.9849 |
| S2 |
0.9846 |
0.9846 |
0.9855 |
|
| S3 |
0.9828 |
0.9834 |
0.9853 |
|
| S4 |
0.9810 |
0.9816 |
0.9848 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0063 |
1.0034 |
0.9912 |
|
| R3 |
0.9999 |
0.9970 |
0.9895 |
|
| R2 |
0.9935 |
0.9935 |
0.9889 |
|
| R1 |
0.9906 |
0.9906 |
0.9883 |
0.9889 |
| PP |
0.9871 |
0.9871 |
0.9871 |
0.9862 |
| S1 |
0.9842 |
0.9842 |
0.9871 |
0.9825 |
| S2 |
0.9807 |
0.9807 |
0.9865 |
|
| S3 |
0.9743 |
0.9778 |
0.9859 |
|
| S4 |
0.9679 |
0.9714 |
0.9842 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9900 |
0.9857 |
0.0043 |
0.4% |
0.0022 |
0.2% |
2% |
False |
False |
113 |
| 10 |
0.9902 |
0.9836 |
0.0066 |
0.7% |
0.0022 |
0.2% |
33% |
False |
False |
102 |
| 20 |
0.9902 |
0.9791 |
0.0111 |
1.1% |
0.0027 |
0.3% |
60% |
False |
False |
145 |
| 40 |
0.9902 |
0.9744 |
0.0158 |
1.6% |
0.0023 |
0.2% |
72% |
False |
False |
84 |
| 60 |
0.9930 |
0.9735 |
0.0195 |
2.0% |
0.0024 |
0.2% |
63% |
False |
False |
58 |
| 80 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0022 |
0.2% |
77% |
False |
False |
45 |
| 100 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0021 |
0.2% |
77% |
False |
False |
37 |
| 120 |
0.9941 |
0.9618 |
0.0323 |
3.3% |
0.0020 |
0.2% |
74% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9953 |
|
2.618 |
0.9923 |
|
1.618 |
0.9905 |
|
1.000 |
0.9894 |
|
0.618 |
0.9887 |
|
HIGH |
0.9876 |
|
0.618 |
0.9869 |
|
0.500 |
0.9867 |
|
0.382 |
0.9865 |
|
LOW |
0.9858 |
|
0.618 |
0.9847 |
|
1.000 |
0.9840 |
|
1.618 |
0.9829 |
|
2.618 |
0.9811 |
|
4.250 |
0.9782 |
|
|
| Fisher Pivots for day following 23-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9867 |
0.9872 |
| PP |
0.9864 |
0.9867 |
| S1 |
0.9861 |
0.9863 |
|