CME Japanese Yen Future March 2014
Trading Metrics calculated at close of trading on 12-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1.0370 |
1.0361 |
-0.0009 |
-0.1% |
1.0195 |
High |
1.0398 |
1.0361 |
-0.0037 |
-0.4% |
1.0398 |
Low |
1.0370 |
1.0361 |
-0.0009 |
-0.1% |
1.0188 |
Close |
1.0398 |
1.0361 |
-0.0037 |
-0.4% |
1.0398 |
Range |
0.0028 |
0.0000 |
-0.0028 |
-100.0% |
0.0210 |
ATR |
0.0069 |
0.0067 |
-0.0002 |
-3.3% |
0.0000 |
Volume |
21 |
1 |
-20 |
-95.2% |
41 |
|
Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0361 |
1.0361 |
1.0361 |
|
R3 |
1.0361 |
1.0361 |
1.0361 |
|
R2 |
1.0361 |
1.0361 |
1.0361 |
|
R1 |
1.0361 |
1.0361 |
1.0361 |
1.0361 |
PP |
1.0361 |
1.0361 |
1.0361 |
1.0361 |
S1 |
1.0361 |
1.0361 |
1.0361 |
1.0361 |
S2 |
1.0361 |
1.0361 |
1.0361 |
|
S3 |
1.0361 |
1.0361 |
1.0361 |
|
S4 |
1.0361 |
1.0361 |
1.0361 |
|
|
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 |
1.0228 |
0.0170 |
1.6% |
0.0018 |
0.2% |
78% |
False |
False |
6 |
10 |
1.0398 |
1.0066 |
0.0332 |
3.2% |
0.0014 |
0.1% |
89% |
False |
False |
7 |
20 |
1.0398 |
0.9973 |
0.0425 |
4.1% |
0.0018 |
0.2% |
91% |
False |
False |
5 |
40 |
1.0565 |
0.9902 |
0.0663 |
6.4% |
0.0024 |
0.2% |
69% |
False |
False |
7 |
60 |
1.0643 |
0.9710 |
0.0933 |
9.0% |
0.0036 |
0.3% |
70% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0361 |
2.618 |
1.0361 |
1.618 |
1.0361 |
1.000 |
1.0361 |
0.618 |
1.0361 |
HIGH |
1.0361 |
0.618 |
1.0361 |
0.500 |
1.0361 |
0.382 |
1.0361 |
LOW |
1.0361 |
0.618 |
1.0361 |
1.000 |
1.0361 |
1.618 |
1.0361 |
2.618 |
1.0361 |
4.250 |
1.0361 |
|
|
Fisher Pivots for day following 12-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0361 |
1.0380 |
PP |
1.0361 |
1.0373 |
S1 |
1.0361 |
1.0367 |
|