CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 30-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2014 |
30-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9814 |
0.9802 |
-0.0012 |
-0.1% |
0.9882 |
| High |
0.9824 |
0.9802 |
-0.0022 |
-0.2% |
0.9886 |
| Low |
0.9800 |
0.9717 |
-0.0083 |
-0.8% |
0.9821 |
| Close |
0.9801 |
0.9730 |
-0.0071 |
-0.7% |
0.9833 |
| Range |
0.0024 |
0.0085 |
0.0061 |
254.2% |
0.0065 |
| ATR |
0.0026 |
0.0031 |
0.0004 |
15.8% |
0.0000 |
| Volume |
91 |
244 |
153 |
168.1% |
1,144 |
|
| Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0005 |
0.9952 |
0.9777 |
|
| R3 |
0.9920 |
0.9867 |
0.9753 |
|
| R2 |
0.9835 |
0.9835 |
0.9746 |
|
| R1 |
0.9782 |
0.9782 |
0.9738 |
0.9766 |
| PP |
0.9750 |
0.9750 |
0.9750 |
0.9742 |
| S1 |
0.9697 |
0.9697 |
0.9722 |
0.9681 |
| S2 |
0.9665 |
0.9665 |
0.9714 |
|
| S3 |
0.9580 |
0.9612 |
0.9707 |
|
| S4 |
0.9495 |
0.9527 |
0.9683 |
|
|
| 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 |
0.9869 |
0.9717 |
0.0152 |
1.6% |
0.0035 |
0.4% |
9% |
False |
True |
274 |
| 10 |
0.9900 |
0.9717 |
0.0183 |
1.9% |
0.0029 |
0.3% |
7% |
False |
True |
194 |
| 20 |
0.9902 |
0.9717 |
0.0185 |
1.9% |
0.0027 |
0.3% |
7% |
False |
True |
143 |
| 40 |
0.9902 |
0.9717 |
0.0185 |
1.9% |
0.0025 |
0.3% |
7% |
False |
True |
116 |
| 60 |
0.9930 |
0.9717 |
0.0213 |
2.2% |
0.0024 |
0.2% |
6% |
False |
True |
81 |
| 80 |
0.9930 |
0.9695 |
0.0235 |
2.4% |
0.0024 |
0.2% |
15% |
False |
False |
61 |
| 100 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0022 |
0.2% |
36% |
False |
False |
50 |
| 120 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0020 |
0.2% |
36% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0163 |
|
2.618 |
1.0025 |
|
1.618 |
0.9940 |
|
1.000 |
0.9887 |
|
0.618 |
0.9855 |
|
HIGH |
0.9802 |
|
0.618 |
0.9770 |
|
0.500 |
0.9760 |
|
0.382 |
0.9749 |
|
LOW |
0.9717 |
|
0.618 |
0.9664 |
|
1.000 |
0.9632 |
|
1.618 |
0.9579 |
|
2.618 |
0.9494 |
|
4.250 |
0.9356 |
|
|
| Fisher Pivots for day following 30-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9760 |
0.9777 |
| PP |
0.9750 |
0.9761 |
| S1 |
0.9740 |
0.9746 |
|