CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 27-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2014 |
27-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9618 |
0.9617 |
-0.0001 |
0.0% |
0.9773 |
| High |
0.9642 |
0.9642 |
0.0000 |
0.0% |
0.9786 |
| Low |
0.9608 |
0.9609 |
0.0001 |
0.0% |
0.9606 |
| Close |
0.9615 |
0.9635 |
0.0020 |
0.2% |
0.9630 |
| Range |
0.0034 |
0.0033 |
-0.0001 |
-2.9% |
0.0180 |
| ATR |
0.0039 |
0.0039 |
0.0000 |
-1.1% |
0.0000 |
| Volume |
969 |
707 |
-262 |
-27.0% |
5,244 |
|
| Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9728 |
0.9714 |
0.9653 |
|
| R3 |
0.9695 |
0.9681 |
0.9644 |
|
| R2 |
0.9662 |
0.9662 |
0.9641 |
|
| R1 |
0.9648 |
0.9648 |
0.9638 |
0.9655 |
| PP |
0.9629 |
0.9629 |
0.9629 |
0.9632 |
| S1 |
0.9615 |
0.9615 |
0.9632 |
0.9622 |
| S2 |
0.9596 |
0.9596 |
0.9629 |
|
| S3 |
0.9563 |
0.9582 |
0.9626 |
|
| S4 |
0.9530 |
0.9549 |
0.9617 |
|
|
| 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 |
0.9665 |
0.9599 |
0.0066 |
0.7% |
0.0038 |
0.4% |
55% |
False |
False |
1,162 |
| 10 |
0.9796 |
0.9599 |
0.0197 |
2.0% |
0.0043 |
0.4% |
18% |
False |
False |
929 |
| 20 |
0.9860 |
0.9599 |
0.0261 |
2.7% |
0.0041 |
0.4% |
14% |
False |
False |
662 |
| 40 |
0.9902 |
0.9599 |
0.0303 |
3.1% |
0.0034 |
0.4% |
12% |
False |
False |
403 |
| 60 |
0.9902 |
0.9599 |
0.0303 |
3.1% |
0.0030 |
0.3% |
12% |
False |
False |
298 |
| 80 |
0.9930 |
0.9599 |
0.0331 |
3.4% |
0.0028 |
0.3% |
11% |
False |
False |
226 |
| 100 |
0.9930 |
0.9599 |
0.0331 |
3.4% |
0.0027 |
0.3% |
11% |
False |
False |
182 |
| 120 |
0.9930 |
0.9599 |
0.0331 |
3.4% |
0.0025 |
0.3% |
11% |
False |
False |
152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9782 |
|
2.618 |
0.9728 |
|
1.618 |
0.9695 |
|
1.000 |
0.9675 |
|
0.618 |
0.9662 |
|
HIGH |
0.9642 |
|
0.618 |
0.9629 |
|
0.500 |
0.9626 |
|
0.382 |
0.9622 |
|
LOW |
0.9609 |
|
0.618 |
0.9589 |
|
1.000 |
0.9576 |
|
1.618 |
0.9556 |
|
2.618 |
0.9523 |
|
4.250 |
0.9469 |
|
|
| Fisher Pivots for day following 27-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9632 |
0.9630 |
| PP |
0.9629 |
0.9625 |
| S1 |
0.9626 |
0.9621 |
|