CME Japanese Yen Future March 2014
Trading Metrics calculated at close of trading on 09-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2013 |
09-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1.0375 |
1.0370 |
-0.0005 |
0.0% |
1.0195 |
High |
1.0376 |
1.0398 |
0.0022 |
0.2% |
1.0398 |
Low |
1.0375 |
1.0370 |
-0.0005 |
0.0% |
1.0188 |
Close |
1.0376 |
1.0398 |
0.0022 |
0.2% |
1.0398 |
Range |
0.0001 |
0.0028 |
0.0027 |
2,700.0% |
0.0210 |
ATR |
0.0072 |
0.0069 |
-0.0003 |
-4.4% |
0.0000 |
Volume |
2 |
21 |
19 |
950.0% |
41 |
|
Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0473 |
1.0463 |
1.0413 |
|
R3 |
1.0445 |
1.0435 |
1.0406 |
|
R2 |
1.0417 |
1.0417 |
1.0403 |
|
R1 |
1.0407 |
1.0407 |
1.0401 |
1.0412 |
PP |
1.0389 |
1.0389 |
1.0389 |
1.0391 |
S1 |
1.0379 |
1.0379 |
1.0395 |
1.0384 |
S2 |
1.0361 |
1.0361 |
1.0393 |
|
S3 |
1.0333 |
1.0351 |
1.0390 |
|
S4 |
1.0305 |
1.0323 |
1.0383 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0958 |
1.0888 |
1.0514 |
|
R3 |
1.0748 |
1.0678 |
1.0456 |
|
R2 |
1.0538 |
1.0538 |
1.0437 |
|
R1 |
1.0468 |
1.0468 |
1.0417 |
1.0503 |
PP |
1.0328 |
1.0328 |
1.0328 |
1.0346 |
S1 |
1.0258 |
1.0258 |
1.0379 |
1.0293 |
S2 |
1.0118 |
1.0118 |
1.0360 |
|
S3 |
0.9908 |
1.0048 |
1.0340 |
|
S4 |
0.9698 |
0.9838 |
1.0283 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0398 |
1.0188 |
0.0210 |
2.0% |
0.0019 |
0.2% |
100% |
True |
False |
8 |
10 |
1.0398 |
1.0066 |
0.0332 |
3.2% |
0.0018 |
0.2% |
100% |
True |
False |
8 |
20 |
1.0398 |
0.9973 |
0.0425 |
4.1% |
0.0019 |
0.2% |
100% |
True |
False |
5 |
40 |
1.0632 |
0.9902 |
0.0730 |
7.0% |
0.0024 |
0.2% |
68% |
False |
False |
8 |
60 |
1.0643 |
0.9710 |
0.0933 |
9.0% |
0.0036 |
0.3% |
74% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0517 |
2.618 |
1.0471 |
1.618 |
1.0443 |
1.000 |
1.0426 |
0.618 |
1.0415 |
HIGH |
1.0398 |
0.618 |
1.0387 |
0.500 |
1.0384 |
0.382 |
1.0381 |
LOW |
1.0370 |
0.618 |
1.0353 |
1.000 |
1.0342 |
1.618 |
1.0325 |
2.618 |
1.0297 |
4.250 |
1.0251 |
|
|
Fisher Pivots for day following 09-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0393 |
1.0392 |
PP |
1.0389 |
1.0386 |
S1 |
1.0384 |
1.0380 |
|