CME Japanese Yen Future March 2014
Trading Metrics calculated at close of trading on 05-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2013 |
05-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1.0129 |
1.0195 |
0.0066 |
0.7% |
1.0243 |
High |
1.0129 |
1.0195 |
0.0066 |
0.7% |
1.0246 |
Low |
1.0129 |
1.0188 |
0.0059 |
0.6% |
1.0066 |
Close |
1.0129 |
1.0188 |
0.0059 |
0.6% |
1.0129 |
Range |
0.0000 |
0.0007 |
0.0007 |
|
0.0180 |
ATR |
0.0073 |
0.0072 |
0.0000 |
-0.7% |
0.0000 |
Volume |
9 |
9 |
0 |
0.0% |
41 |
|
Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0211 |
1.0207 |
1.0192 |
|
R3 |
1.0204 |
1.0200 |
1.0190 |
|
R2 |
1.0197 |
1.0197 |
1.0189 |
|
R1 |
1.0193 |
1.0193 |
1.0189 |
1.0192 |
PP |
1.0190 |
1.0190 |
1.0190 |
1.0190 |
S1 |
1.0186 |
1.0186 |
1.0187 |
1.0185 |
S2 |
1.0183 |
1.0183 |
1.0187 |
|
S3 |
1.0176 |
1.0179 |
1.0186 |
|
S4 |
1.0169 |
1.0172 |
1.0184 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0687 |
1.0588 |
1.0228 |
|
R3 |
1.0507 |
1.0408 |
1.0179 |
|
R2 |
1.0327 |
1.0327 |
1.0162 |
|
R1 |
1.0228 |
1.0228 |
1.0146 |
1.0188 |
PP |
1.0147 |
1.0147 |
1.0147 |
1.0127 |
S1 |
1.0048 |
1.0048 |
1.0113 |
1.0008 |
S2 |
0.9967 |
0.9967 |
1.0096 |
|
S3 |
0.9787 |
0.9868 |
1.0080 |
|
S4 |
0.9607 |
0.9688 |
1.0030 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0246 |
1.0066 |
0.0180 |
1.8% |
0.0011 |
0.1% |
68% |
False |
False |
8 |
10 |
1.0246 |
0.9990 |
0.0256 |
2.5% |
0.0011 |
0.1% |
77% |
False |
False |
5 |
20 |
1.0246 |
0.9930 |
0.0316 |
3.1% |
0.0016 |
0.2% |
82% |
False |
False |
9 |
40 |
1.0643 |
0.9902 |
0.0741 |
7.3% |
0.0030 |
0.3% |
39% |
False |
False |
8 |
60 |
1.0643 |
0.9710 |
0.0933 |
9.2% |
0.0036 |
0.4% |
51% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0225 |
2.618 |
1.0213 |
1.618 |
1.0206 |
1.000 |
1.0202 |
0.618 |
1.0199 |
HIGH |
1.0195 |
0.618 |
1.0192 |
0.500 |
1.0192 |
0.382 |
1.0191 |
LOW |
1.0188 |
0.618 |
1.0184 |
1.000 |
1.0181 |
1.618 |
1.0177 |
2.618 |
1.0170 |
4.250 |
1.0158 |
|
|
Fisher Pivots for day following 05-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0192 |
1.0169 |
PP |
1.0190 |
1.0150 |
S1 |
1.0189 |
1.0131 |
|