CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 25-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9635 |
0.9606 |
-0.0029 |
-0.3% |
0.9773 |
| High |
0.9665 |
0.9632 |
-0.0033 |
-0.3% |
0.9786 |
| Low |
0.9606 |
0.9599 |
-0.0007 |
-0.1% |
0.9606 |
| Close |
0.9630 |
0.9625 |
-0.0005 |
-0.1% |
0.9630 |
| Range |
0.0059 |
0.0033 |
-0.0026 |
-44.1% |
0.0180 |
| ATR |
0.0040 |
0.0039 |
0.0000 |
-1.2% |
0.0000 |
| Volume |
1,537 |
1,289 |
-248 |
-16.1% |
5,244 |
|
| Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9718 |
0.9704 |
0.9643 |
|
| R3 |
0.9685 |
0.9671 |
0.9634 |
|
| R2 |
0.9652 |
0.9652 |
0.9631 |
|
| R1 |
0.9638 |
0.9638 |
0.9628 |
0.9645 |
| PP |
0.9619 |
0.9619 |
0.9619 |
0.9622 |
| S1 |
0.9605 |
0.9605 |
0.9622 |
0.9612 |
| S2 |
0.9586 |
0.9586 |
0.9619 |
|
| S3 |
0.9553 |
0.9572 |
0.9616 |
|
| S4 |
0.9520 |
0.9539 |
0.9607 |
|
|
| 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 |
0.9762 |
0.9599 |
0.0163 |
1.7% |
0.0049 |
0.5% |
16% |
False |
True |
1,181 |
| 10 |
0.9800 |
0.9599 |
0.0201 |
2.1% |
0.0041 |
0.4% |
13% |
False |
True |
818 |
| 20 |
0.9860 |
0.9599 |
0.0261 |
2.7% |
0.0043 |
0.4% |
10% |
False |
True |
595 |
| 40 |
0.9902 |
0.9599 |
0.0303 |
3.1% |
0.0033 |
0.3% |
9% |
False |
True |
372 |
| 60 |
0.9902 |
0.9599 |
0.0303 |
3.1% |
0.0030 |
0.3% |
9% |
False |
True |
271 |
| 80 |
0.9930 |
0.9599 |
0.0331 |
3.4% |
0.0029 |
0.3% |
8% |
False |
True |
205 |
| 100 |
0.9930 |
0.9599 |
0.0331 |
3.4% |
0.0026 |
0.3% |
8% |
False |
True |
165 |
| 120 |
0.9930 |
0.9599 |
0.0331 |
3.4% |
0.0025 |
0.3% |
8% |
False |
True |
138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9772 |
|
2.618 |
0.9718 |
|
1.618 |
0.9685 |
|
1.000 |
0.9665 |
|
0.618 |
0.9652 |
|
HIGH |
0.9632 |
|
0.618 |
0.9619 |
|
0.500 |
0.9616 |
|
0.382 |
0.9612 |
|
LOW |
0.9599 |
|
0.618 |
0.9579 |
|
1.000 |
0.9566 |
|
1.618 |
0.9546 |
|
2.618 |
0.9513 |
|
4.250 |
0.9459 |
|
|
| Fisher Pivots for day following 25-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9622 |
0.9632 |
| PP |
0.9619 |
0.9630 |
| S1 |
0.9616 |
0.9627 |
|