CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 05-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2014 |
05-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9754 |
0.9750 |
-0.0004 |
0.0% |
0.9837 |
| High |
0.9767 |
0.9764 |
-0.0003 |
0.0% |
0.9837 |
| Low |
0.9750 |
0.9724 |
-0.0026 |
-0.3% |
0.9717 |
| Close |
0.9761 |
0.9759 |
-0.0002 |
0.0% |
0.9760 |
| Range |
0.0017 |
0.0040 |
0.0023 |
135.3% |
0.0120 |
| ATR |
0.0031 |
0.0031 |
0.0001 |
2.1% |
0.0000 |
| Volume |
345 |
52 |
-293 |
-84.9% |
1,676 |
|
| Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9869 |
0.9854 |
0.9781 |
|
| R3 |
0.9829 |
0.9814 |
0.9770 |
|
| R2 |
0.9789 |
0.9789 |
0.9766 |
|
| R1 |
0.9774 |
0.9774 |
0.9763 |
0.9782 |
| PP |
0.9749 |
0.9749 |
0.9749 |
0.9753 |
| S1 |
0.9734 |
0.9734 |
0.9755 |
0.9742 |
| S2 |
0.9709 |
0.9709 |
0.9752 |
|
| S3 |
0.9669 |
0.9694 |
0.9748 |
|
| S4 |
0.9629 |
0.9654 |
0.9737 |
|
|
| 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 |
0.9802 |
0.9717 |
0.0085 |
0.9% |
0.0044 |
0.5% |
49% |
False |
False |
328 |
| 10 |
0.9876 |
0.9717 |
0.0159 |
1.6% |
0.0033 |
0.3% |
26% |
False |
False |
298 |
| 20 |
0.9902 |
0.9717 |
0.0185 |
1.9% |
0.0028 |
0.3% |
23% |
False |
False |
191 |
| 40 |
0.9902 |
0.9717 |
0.0185 |
1.9% |
0.0027 |
0.3% |
23% |
False |
False |
148 |
| 60 |
0.9930 |
0.9717 |
0.0213 |
2.2% |
0.0026 |
0.3% |
20% |
False |
False |
104 |
| 80 |
0.9930 |
0.9717 |
0.0213 |
2.2% |
0.0023 |
0.2% |
20% |
False |
False |
79 |
| 100 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0022 |
0.2% |
45% |
False |
False |
64 |
| 120 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0021 |
0.2% |
45% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9934 |
|
2.618 |
0.9869 |
|
1.618 |
0.9829 |
|
1.000 |
0.9804 |
|
0.618 |
0.9789 |
|
HIGH |
0.9764 |
|
0.618 |
0.9749 |
|
0.500 |
0.9744 |
|
0.382 |
0.9739 |
|
LOW |
0.9724 |
|
0.618 |
0.9699 |
|
1.000 |
0.9684 |
|
1.618 |
0.9659 |
|
2.618 |
0.9619 |
|
4.250 |
0.9554 |
|
|
| Fisher Pivots for day following 05-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9754 |
0.9755 |
| PP |
0.9749 |
0.9751 |
| S1 |
0.9744 |
0.9747 |
|