CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 01-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2014 |
01-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9730 |
0.9731 |
0.0001 |
0.0% |
0.9837 |
| High |
0.9742 |
0.9773 |
0.0031 |
0.3% |
0.9837 |
| Low |
0.9717 |
0.9720 |
0.0003 |
0.0% |
0.9717 |
| Close |
0.9731 |
0.9760 |
0.0029 |
0.3% |
0.9760 |
| Range |
0.0025 |
0.0053 |
0.0028 |
112.0% |
0.0120 |
| ATR |
0.0030 |
0.0032 |
0.0002 |
5.4% |
0.0000 |
| Volume |
442 |
561 |
119 |
26.9% |
1,676 |
|
| Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9910 |
0.9888 |
0.9789 |
|
| R3 |
0.9857 |
0.9835 |
0.9775 |
|
| R2 |
0.9804 |
0.9804 |
0.9770 |
|
| R1 |
0.9782 |
0.9782 |
0.9765 |
0.9793 |
| PP |
0.9751 |
0.9751 |
0.9751 |
0.9757 |
| S1 |
0.9729 |
0.9729 |
0.9755 |
0.9740 |
| S2 |
0.9698 |
0.9698 |
0.9750 |
|
| S3 |
0.9645 |
0.9676 |
0.9745 |
|
| S4 |
0.9592 |
0.9623 |
0.9731 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0131 |
1.0066 |
0.9826 |
|
| R3 |
1.0011 |
0.9946 |
0.9793 |
|
| R2 |
0.9891 |
0.9891 |
0.9782 |
|
| R1 |
0.9826 |
0.9826 |
0.9771 |
0.9799 |
| PP |
0.9771 |
0.9771 |
0.9771 |
0.9758 |
| S1 |
0.9706 |
0.9706 |
0.9749 |
0.9679 |
| S2 |
0.9651 |
0.9651 |
0.9738 |
|
| S3 |
0.9531 |
0.9586 |
0.9727 |
|
| S4 |
0.9411 |
0.9466 |
0.9694 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9837 |
0.9717 |
0.0120 |
1.2% |
0.0040 |
0.4% |
36% |
False |
False |
335 |
| 10 |
0.9886 |
0.9717 |
0.0169 |
1.7% |
0.0031 |
0.3% |
25% |
False |
False |
282 |
| 20 |
0.9902 |
0.9717 |
0.0185 |
1.9% |
0.0027 |
0.3% |
23% |
False |
False |
182 |
| 40 |
0.9902 |
0.9717 |
0.0185 |
1.9% |
0.0026 |
0.3% |
23% |
False |
False |
139 |
| 60 |
0.9930 |
0.9717 |
0.0213 |
2.2% |
0.0025 |
0.3% |
20% |
False |
False |
98 |
| 80 |
0.9930 |
0.9717 |
0.0213 |
2.2% |
0.0023 |
0.2% |
20% |
False |
False |
74 |
| 100 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0022 |
0.2% |
46% |
False |
False |
60 |
| 120 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0020 |
0.2% |
46% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9998 |
|
2.618 |
0.9912 |
|
1.618 |
0.9859 |
|
1.000 |
0.9826 |
|
0.618 |
0.9806 |
|
HIGH |
0.9773 |
|
0.618 |
0.9753 |
|
0.500 |
0.9747 |
|
0.382 |
0.9740 |
|
LOW |
0.9720 |
|
0.618 |
0.9687 |
|
1.000 |
0.9667 |
|
1.618 |
0.9634 |
|
2.618 |
0.9581 |
|
4.250 |
0.9495 |
|
|
| Fisher Pivots for day following 01-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9756 |
0.9760 |
| PP |
0.9751 |
0.9760 |
| S1 |
0.9747 |
0.9760 |
|