CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 22-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9652 |
0.9635 |
-0.0017 |
-0.2% |
0.9773 |
| High |
0.9660 |
0.9665 |
0.0005 |
0.1% |
0.9786 |
| Low |
0.9630 |
0.9606 |
-0.0024 |
-0.2% |
0.9606 |
| Close |
0.9643 |
0.9630 |
-0.0013 |
-0.1% |
0.9630 |
| Range |
0.0030 |
0.0059 |
0.0029 |
96.7% |
0.0180 |
| ATR |
0.0038 |
0.0040 |
0.0001 |
3.8% |
0.0000 |
| Volume |
1,310 |
1,537 |
227 |
17.3% |
5,244 |
|
| Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9811 |
0.9779 |
0.9662 |
|
| R3 |
0.9752 |
0.9720 |
0.9646 |
|
| R2 |
0.9693 |
0.9693 |
0.9641 |
|
| R1 |
0.9661 |
0.9661 |
0.9635 |
0.9648 |
| PP |
0.9634 |
0.9634 |
0.9634 |
0.9627 |
| S1 |
0.9602 |
0.9602 |
0.9625 |
0.9589 |
| S2 |
0.9575 |
0.9575 |
0.9619 |
|
| S3 |
0.9516 |
0.9543 |
0.9614 |
|
| S4 |
0.9457 |
0.9484 |
0.9598 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0214 |
1.0102 |
0.9729 |
|
| R3 |
1.0034 |
0.9922 |
0.9680 |
|
| R2 |
0.9854 |
0.9854 |
0.9663 |
|
| R1 |
0.9742 |
0.9742 |
0.9647 |
0.9708 |
| PP |
0.9674 |
0.9674 |
0.9674 |
0.9657 |
| S1 |
0.9562 |
0.9562 |
0.9614 |
0.9528 |
| S2 |
0.9494 |
0.9494 |
0.9597 |
|
| S3 |
0.9314 |
0.9382 |
0.9581 |
|
| S4 |
0.9134 |
0.9202 |
0.9531 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9786 |
0.9606 |
0.0180 |
1.9% |
0.0049 |
0.5% |
13% |
False |
True |
1,048 |
| 10 |
0.9806 |
0.9606 |
0.0200 |
2.1% |
0.0039 |
0.4% |
12% |
False |
True |
740 |
| 20 |
0.9860 |
0.9606 |
0.0254 |
2.6% |
0.0042 |
0.4% |
9% |
False |
True |
548 |
| 40 |
0.9902 |
0.9606 |
0.0296 |
3.1% |
0.0033 |
0.3% |
8% |
False |
True |
345 |
| 60 |
0.9902 |
0.9606 |
0.0296 |
3.1% |
0.0030 |
0.3% |
8% |
False |
True |
249 |
| 80 |
0.9930 |
0.9606 |
0.0324 |
3.4% |
0.0028 |
0.3% |
7% |
False |
True |
189 |
| 100 |
0.9930 |
0.9606 |
0.0324 |
3.4% |
0.0026 |
0.3% |
7% |
False |
True |
152 |
| 120 |
0.9930 |
0.9606 |
0.0324 |
3.4% |
0.0025 |
0.3% |
7% |
False |
True |
128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9916 |
|
2.618 |
0.9819 |
|
1.618 |
0.9760 |
|
1.000 |
0.9724 |
|
0.618 |
0.9701 |
|
HIGH |
0.9665 |
|
0.618 |
0.9642 |
|
0.500 |
0.9636 |
|
0.382 |
0.9629 |
|
LOW |
0.9606 |
|
0.618 |
0.9570 |
|
1.000 |
0.9547 |
|
1.618 |
0.9511 |
|
2.618 |
0.9452 |
|
4.250 |
0.9355 |
|
|
| Fisher Pivots for day following 22-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9636 |
0.9666 |
| PP |
0.9634 |
0.9654 |
| S1 |
0.9632 |
0.9642 |
|