CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 03-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9607 |
0.9524 |
-0.0083 |
-0.9% |
0.9606 |
| High |
0.9613 |
0.9554 |
-0.0059 |
-0.6% |
0.9662 |
| Low |
0.9500 |
0.9503 |
0.0003 |
0.0% |
0.9599 |
| Close |
0.9519 |
0.9545 |
0.0026 |
0.3% |
0.9613 |
| Range |
0.0113 |
0.0051 |
-0.0062 |
-54.9% |
0.0063 |
| ATR |
0.0044 |
0.0044 |
0.0001 |
1.2% |
0.0000 |
| Volume |
6,416 |
6,096 |
-320 |
-5.0% |
6,664 |
|
| Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9687 |
0.9667 |
0.9573 |
|
| R3 |
0.9636 |
0.9616 |
0.9559 |
|
| R2 |
0.9585 |
0.9585 |
0.9554 |
|
| R1 |
0.9565 |
0.9565 |
0.9550 |
0.9575 |
| PP |
0.9534 |
0.9534 |
0.9534 |
0.9539 |
| S1 |
0.9514 |
0.9514 |
0.9540 |
0.9524 |
| S2 |
0.9483 |
0.9483 |
0.9536 |
|
| S3 |
0.9432 |
0.9463 |
0.9531 |
|
| S4 |
0.9381 |
0.9412 |
0.9517 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9814 |
0.9776 |
0.9648 |
|
| R3 |
0.9751 |
0.9713 |
0.9630 |
|
| R2 |
0.9688 |
0.9688 |
0.9625 |
|
| R1 |
0.9650 |
0.9650 |
0.9619 |
0.9669 |
| PP |
0.9625 |
0.9625 |
0.9625 |
0.9634 |
| S1 |
0.9587 |
0.9587 |
0.9607 |
0.9606 |
| S2 |
0.9562 |
0.9562 |
0.9601 |
|
| S3 |
0.9499 |
0.9524 |
0.9596 |
|
| S4 |
0.9436 |
0.9461 |
0.9578 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9662 |
0.9500 |
0.0162 |
1.7% |
0.0053 |
0.6% |
28% |
False |
False |
3,383 |
| 10 |
0.9725 |
0.9500 |
0.0225 |
2.4% |
0.0051 |
0.5% |
20% |
False |
False |
2,328 |
| 20 |
0.9860 |
0.9500 |
0.0360 |
3.8% |
0.0045 |
0.5% |
13% |
False |
False |
1,403 |
| 40 |
0.9902 |
0.9500 |
0.0402 |
4.2% |
0.0036 |
0.4% |
11% |
False |
False |
797 |
| 60 |
0.9902 |
0.9500 |
0.0402 |
4.2% |
0.0033 |
0.3% |
11% |
False |
False |
567 |
| 80 |
0.9930 |
0.9500 |
0.0430 |
4.5% |
0.0031 |
0.3% |
10% |
False |
False |
429 |
| 100 |
0.9930 |
0.9500 |
0.0430 |
4.5% |
0.0028 |
0.3% |
10% |
False |
False |
344 |
| 120 |
0.9930 |
0.9500 |
0.0430 |
4.5% |
0.0026 |
0.3% |
10% |
False |
False |
287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9771 |
|
2.618 |
0.9688 |
|
1.618 |
0.9637 |
|
1.000 |
0.9605 |
|
0.618 |
0.9586 |
|
HIGH |
0.9554 |
|
0.618 |
0.9535 |
|
0.500 |
0.9529 |
|
0.382 |
0.9522 |
|
LOW |
0.9503 |
|
0.618 |
0.9471 |
|
1.000 |
0.9452 |
|
1.618 |
0.9420 |
|
2.618 |
0.9369 |
|
4.250 |
0.9286 |
|
|
| Fisher Pivots for day following 03-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9540 |
0.9574 |
| PP |
0.9534 |
0.9564 |
| S1 |
0.9529 |
0.9555 |
|