CME Japanese Yen Future March 2014
Trading Metrics calculated at close of trading on 16-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1.0285 |
1.0261 |
-0.0024 |
-0.2% |
1.0361 |
High |
1.0285 |
1.0265 |
-0.0020 |
-0.2% |
1.0361 |
Low |
1.0285 |
1.0261 |
-0.0024 |
-0.2% |
1.0198 |
Close |
1.0285 |
1.0265 |
-0.0020 |
-0.2% |
1.0265 |
Range |
0.0000 |
0.0004 |
0.0004 |
|
0.0163 |
ATR |
0.0070 |
0.0066 |
-0.0003 |
-4.7% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0276 |
1.0274 |
1.0267 |
|
R3 |
1.0272 |
1.0270 |
1.0266 |
|
R2 |
1.0268 |
1.0268 |
1.0266 |
|
R1 |
1.0266 |
1.0266 |
1.0265 |
1.0267 |
PP |
1.0264 |
1.0264 |
1.0264 |
1.0264 |
S1 |
1.0262 |
1.0262 |
1.0265 |
1.0263 |
S2 |
1.0260 |
1.0260 |
1.0264 |
|
S3 |
1.0256 |
1.0258 |
1.0264 |
|
S4 |
1.0252 |
1.0254 |
1.0263 |
|
|
Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0764 |
1.0677 |
1.0355 |
|
R3 |
1.0601 |
1.0514 |
1.0310 |
|
R2 |
1.0438 |
1.0438 |
1.0295 |
|
R1 |
1.0351 |
1.0351 |
1.0280 |
1.0313 |
PP |
1.0275 |
1.0275 |
1.0275 |
1.0256 |
S1 |
1.0188 |
1.0188 |
1.0250 |
1.0150 |
S2 |
1.0112 |
1.0112 |
1.0235 |
|
S3 |
0.9949 |
1.0025 |
1.0220 |
|
S4 |
0.9786 |
0.9862 |
1.0175 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0361 |
1.0198 |
0.0163 |
1.6% |
0.0001 |
0.0% |
41% |
False |
False |
1 |
10 |
1.0398 |
1.0188 |
0.0210 |
2.0% |
0.0010 |
0.1% |
37% |
False |
False |
4 |
20 |
1.0398 |
0.9990 |
0.0408 |
4.0% |
0.0012 |
0.1% |
67% |
False |
False |
4 |
40 |
1.0398 |
0.9902 |
0.0496 |
4.8% |
0.0019 |
0.2% |
73% |
False |
False |
7 |
60 |
1.0643 |
0.9820 |
0.0823 |
8.0% |
0.0034 |
0.3% |
54% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0282 |
2.618 |
1.0275 |
1.618 |
1.0271 |
1.000 |
1.0269 |
0.618 |
1.0267 |
HIGH |
1.0265 |
0.618 |
1.0263 |
0.500 |
1.0263 |
0.382 |
1.0263 |
LOW |
1.0261 |
0.618 |
1.0259 |
1.000 |
1.0257 |
1.618 |
1.0255 |
2.618 |
1.0251 |
4.250 |
1.0244 |
|
|
Fisher Pivots for day following 16-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0264 |
1.0259 |
PP |
1.0264 |
1.0252 |
S1 |
1.0263 |
1.0246 |
|