CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 28-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2014 |
28-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9617 |
0.9632 |
0.0015 |
0.2% |
0.9773 |
| High |
0.9642 |
0.9662 |
0.0020 |
0.2% |
0.9786 |
| Low |
0.9609 |
0.9632 |
0.0023 |
0.2% |
0.9606 |
| Close |
0.9635 |
0.9654 |
0.0019 |
0.2% |
0.9630 |
| Range |
0.0033 |
0.0030 |
-0.0003 |
-9.1% |
0.0180 |
| ATR |
0.0039 |
0.0038 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
707 |
824 |
117 |
16.5% |
5,244 |
|
| Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9739 |
0.9727 |
0.9671 |
|
| R3 |
0.9709 |
0.9697 |
0.9662 |
|
| R2 |
0.9679 |
0.9679 |
0.9660 |
|
| R1 |
0.9667 |
0.9667 |
0.9657 |
0.9673 |
| PP |
0.9649 |
0.9649 |
0.9649 |
0.9653 |
| S1 |
0.9637 |
0.9637 |
0.9651 |
0.9643 |
| S2 |
0.9619 |
0.9619 |
0.9649 |
|
| S3 |
0.9589 |
0.9607 |
0.9646 |
|
| S4 |
0.9559 |
0.9577 |
0.9638 |
|
|
| 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% |
83% |
False |
False |
1,065 |
| 10 |
0.9796 |
0.9599 |
0.0197 |
2.0% |
0.0043 |
0.4% |
28% |
False |
False |
935 |
| 20 |
0.9860 |
0.9599 |
0.0261 |
2.7% |
0.0041 |
0.4% |
21% |
False |
False |
682 |
| 40 |
0.9902 |
0.9599 |
0.0303 |
3.1% |
0.0034 |
0.3% |
18% |
False |
False |
422 |
| 60 |
0.9902 |
0.9599 |
0.0303 |
3.1% |
0.0030 |
0.3% |
18% |
False |
False |
311 |
| 80 |
0.9930 |
0.9599 |
0.0331 |
3.4% |
0.0029 |
0.3% |
17% |
False |
False |
237 |
| 100 |
0.9930 |
0.9599 |
0.0331 |
3.4% |
0.0027 |
0.3% |
17% |
False |
False |
190 |
| 120 |
0.9930 |
0.9599 |
0.0331 |
3.4% |
0.0025 |
0.3% |
17% |
False |
False |
159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9790 |
|
2.618 |
0.9741 |
|
1.618 |
0.9711 |
|
1.000 |
0.9692 |
|
0.618 |
0.9681 |
|
HIGH |
0.9662 |
|
0.618 |
0.9651 |
|
0.500 |
0.9647 |
|
0.382 |
0.9643 |
|
LOW |
0.9632 |
|
0.618 |
0.9613 |
|
1.000 |
0.9602 |
|
1.618 |
0.9583 |
|
2.618 |
0.9553 |
|
4.250 |
0.9505 |
|
|
| Fisher Pivots for day following 28-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9652 |
0.9648 |
| PP |
0.9649 |
0.9641 |
| S1 |
0.9647 |
0.9635 |
|