CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 25-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2014 |
25-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9860 |
0.9836 |
-0.0024 |
-0.2% |
0.9882 |
| High |
0.9869 |
0.9836 |
-0.0033 |
-0.3% |
0.9886 |
| Low |
0.9828 |
0.9821 |
-0.0007 |
-0.1% |
0.9821 |
| Close |
0.9830 |
0.9833 |
0.0003 |
0.0% |
0.9833 |
| Range |
0.0041 |
0.0015 |
-0.0026 |
-63.4% |
0.0065 |
| ATR |
0.0029 |
0.0028 |
-0.0001 |
-3.4% |
0.0000 |
| Volume |
346 |
353 |
7 |
2.0% |
1,144 |
|
| Daily Pivots for day following 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9875 |
0.9869 |
0.9841 |
|
| R3 |
0.9860 |
0.9854 |
0.9837 |
|
| R2 |
0.9845 |
0.9845 |
0.9836 |
|
| R1 |
0.9839 |
0.9839 |
0.9834 |
0.9835 |
| PP |
0.9830 |
0.9830 |
0.9830 |
0.9828 |
| S1 |
0.9824 |
0.9824 |
0.9832 |
0.9820 |
| S2 |
0.9815 |
0.9815 |
0.9830 |
|
| S3 |
0.9800 |
0.9809 |
0.9829 |
|
| S4 |
0.9785 |
0.9794 |
0.9825 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0042 |
1.0002 |
0.9869 |
|
| R3 |
0.9977 |
0.9937 |
0.9851 |
|
| R2 |
0.9912 |
0.9912 |
0.9845 |
|
| R1 |
0.9872 |
0.9872 |
0.9839 |
0.9860 |
| PP |
0.9847 |
0.9847 |
0.9847 |
0.9840 |
| S1 |
0.9807 |
0.9807 |
0.9827 |
0.9795 |
| S2 |
0.9782 |
0.9782 |
0.9821 |
|
| S3 |
0.9717 |
0.9742 |
0.9815 |
|
| S4 |
0.9652 |
0.9677 |
0.9797 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9886 |
0.9821 |
0.0065 |
0.7% |
0.0021 |
0.2% |
18% |
False |
True |
228 |
| 10 |
0.9900 |
0.9821 |
0.0079 |
0.8% |
0.0023 |
0.2% |
15% |
False |
True |
152 |
| 20 |
0.9902 |
0.9791 |
0.0111 |
1.1% |
0.0025 |
0.3% |
38% |
False |
False |
142 |
| 40 |
0.9902 |
0.9744 |
0.0158 |
1.6% |
0.0024 |
0.2% |
56% |
False |
False |
100 |
| 60 |
0.9930 |
0.9735 |
0.0195 |
2.0% |
0.0024 |
0.2% |
50% |
False |
False |
70 |
| 80 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0022 |
0.2% |
69% |
False |
False |
53 |
| 100 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0022 |
0.2% |
69% |
False |
False |
44 |
| 120 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0020 |
0.2% |
69% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9900 |
|
2.618 |
0.9875 |
|
1.618 |
0.9860 |
|
1.000 |
0.9851 |
|
0.618 |
0.9845 |
|
HIGH |
0.9836 |
|
0.618 |
0.9830 |
|
0.500 |
0.9829 |
|
0.382 |
0.9827 |
|
LOW |
0.9821 |
|
0.618 |
0.9812 |
|
1.000 |
0.9806 |
|
1.618 |
0.9797 |
|
2.618 |
0.9782 |
|
4.250 |
0.9757 |
|
|
| Fisher Pivots for day following 25-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9832 |
0.9849 |
| PP |
0.9830 |
0.9843 |
| S1 |
0.9829 |
0.9838 |
|