CME Japanese Yen Future March 2014
Trading Metrics calculated at close of trading on 20-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1.0264 |
1.0300 |
0.0036 |
0.4% |
1.0361 |
High |
1.0264 |
1.0300 |
0.0036 |
0.4% |
1.0361 |
Low |
1.0264 |
1.0300 |
0.0036 |
0.4% |
1.0198 |
Close |
1.0264 |
1.0300 |
0.0036 |
0.4% |
1.0265 |
Range |
|
|
|
|
|
ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.0% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0300 |
1.0300 |
1.0300 |
|
R3 |
1.0300 |
1.0300 |
1.0300 |
|
R2 |
1.0300 |
1.0300 |
1.0300 |
|
R1 |
1.0300 |
1.0300 |
1.0300 |
1.0300 |
PP |
1.0300 |
1.0300 |
1.0300 |
1.0300 |
S1 |
1.0300 |
1.0300 |
1.0300 |
1.0300 |
S2 |
1.0300 |
1.0300 |
1.0300 |
|
S3 |
1.0300 |
1.0300 |
1.0300 |
|
S4 |
1.0300 |
1.0300 |
1.0300 |
|
|
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 |
1.0300 |
1.0206 |
0.0094 |
0.9% |
0.0001 |
0.0% |
100% |
True |
False |
1 |
10 |
1.0398 |
1.0198 |
0.0200 |
1.9% |
0.0006 |
0.1% |
51% |
False |
False |
3 |
20 |
1.0398 |
0.9990 |
0.0408 |
4.0% |
0.0010 |
0.1% |
76% |
False |
False |
4 |
40 |
1.0398 |
0.9902 |
0.0496 |
4.8% |
0.0017 |
0.2% |
80% |
False |
False |
7 |
60 |
1.0643 |
0.9820 |
0.0823 |
8.0% |
0.0033 |
0.3% |
58% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0300 |
2.618 |
1.0300 |
1.618 |
1.0300 |
1.000 |
1.0300 |
0.618 |
1.0300 |
HIGH |
1.0300 |
0.618 |
1.0300 |
0.500 |
1.0300 |
0.382 |
1.0300 |
LOW |
1.0300 |
0.618 |
1.0300 |
1.000 |
1.0300 |
1.618 |
1.0300 |
2.618 |
1.0300 |
4.250 |
1.0300 |
|
|
Fisher Pivots for day following 20-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0300 |
1.0294 |
PP |
1.0300 |
1.0287 |
S1 |
1.0300 |
1.0281 |
|