CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 19-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2014 |
19-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9773 |
0.9750 |
-0.0023 |
-0.2% |
0.9802 |
| High |
0.9786 |
0.9762 |
-0.0024 |
-0.2% |
0.9806 |
| Low |
0.9755 |
0.9724 |
-0.0031 |
-0.3% |
0.9745 |
| Close |
0.9755 |
0.9725 |
-0.0030 |
-0.3% |
0.9780 |
| Range |
0.0031 |
0.0038 |
0.0007 |
22.6% |
0.0061 |
| ATR |
0.0035 |
0.0036 |
0.0000 |
0.5% |
0.0000 |
| Volume |
627 |
507 |
-120 |
-19.1% |
2,157 |
|
| Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9851 |
0.9826 |
0.9746 |
|
| R3 |
0.9813 |
0.9788 |
0.9735 |
|
| R2 |
0.9775 |
0.9775 |
0.9732 |
|
| R1 |
0.9750 |
0.9750 |
0.9728 |
0.9744 |
| PP |
0.9737 |
0.9737 |
0.9737 |
0.9734 |
| S1 |
0.9712 |
0.9712 |
0.9722 |
0.9706 |
| S2 |
0.9699 |
0.9699 |
0.9718 |
|
| S3 |
0.9661 |
0.9674 |
0.9715 |
|
| S4 |
0.9623 |
0.9636 |
0.9704 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9960 |
0.9931 |
0.9814 |
|
| R3 |
0.9899 |
0.9870 |
0.9797 |
|
| R2 |
0.9838 |
0.9838 |
0.9791 |
|
| R1 |
0.9809 |
0.9809 |
0.9786 |
0.9793 |
| PP |
0.9777 |
0.9777 |
0.9777 |
0.9769 |
| S1 |
0.9748 |
0.9748 |
0.9774 |
0.9732 |
| S2 |
0.9716 |
0.9716 |
0.9769 |
|
| S3 |
0.9655 |
0.9687 |
0.9763 |
|
| S4 |
0.9594 |
0.9626 |
0.9746 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9796 |
0.9724 |
0.0072 |
0.7% |
0.0036 |
0.4% |
1% |
False |
True |
534 |
| 10 |
0.9860 |
0.9724 |
0.0136 |
1.4% |
0.0040 |
0.4% |
1% |
False |
True |
478 |
| 20 |
0.9876 |
0.9717 |
0.0159 |
1.6% |
0.0037 |
0.4% |
5% |
False |
False |
388 |
| 40 |
0.9902 |
0.9717 |
0.0185 |
1.9% |
0.0032 |
0.3% |
4% |
False |
False |
262 |
| 60 |
0.9902 |
0.9717 |
0.0185 |
1.9% |
0.0028 |
0.3% |
4% |
False |
False |
182 |
| 80 |
0.9930 |
0.9717 |
0.0213 |
2.2% |
0.0027 |
0.3% |
4% |
False |
False |
138 |
| 100 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0025 |
0.3% |
34% |
False |
False |
111 |
| 120 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0024 |
0.2% |
34% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9924 |
|
2.618 |
0.9861 |
|
1.618 |
0.9823 |
|
1.000 |
0.9800 |
|
0.618 |
0.9785 |
|
HIGH |
0.9762 |
|
0.618 |
0.9747 |
|
0.500 |
0.9743 |
|
0.382 |
0.9739 |
|
LOW |
0.9724 |
|
0.618 |
0.9701 |
|
1.000 |
0.9686 |
|
1.618 |
0.9663 |
|
2.618 |
0.9625 |
|
4.250 |
0.9563 |
|
|
| Fisher Pivots for day following 19-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9743 |
0.9760 |
| PP |
0.9737 |
0.9748 |
| S1 |
0.9731 |
0.9737 |
|