CME Japanese Yen Future March 2014
Trading Metrics calculated at close of trading on 21-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1.0300 |
1.0257 |
-0.0043 |
-0.4% |
1.0361 |
High |
1.0300 |
1.0257 |
-0.0043 |
-0.4% |
1.0361 |
Low |
1.0300 |
1.0240 |
-0.0060 |
-0.6% |
1.0198 |
Close |
1.0300 |
1.0248 |
-0.0052 |
-0.5% |
1.0265 |
Range |
0.0000 |
0.0017 |
0.0017 |
|
0.0163 |
ATR |
0.0060 |
0.0060 |
0.0000 |
0.0% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0299 |
1.0291 |
1.0257 |
|
R3 |
1.0282 |
1.0274 |
1.0253 |
|
R2 |
1.0265 |
1.0265 |
1.0251 |
|
R1 |
1.0257 |
1.0257 |
1.0250 |
1.0253 |
PP |
1.0248 |
1.0248 |
1.0248 |
1.0246 |
S1 |
1.0240 |
1.0240 |
1.0246 |
1.0236 |
S2 |
1.0231 |
1.0231 |
1.0245 |
|
S3 |
1.0214 |
1.0223 |
1.0243 |
|
S4 |
1.0197 |
1.0206 |
1.0239 |
|
|
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 |
1.0240 |
0.0060 |
0.6% |
0.0004 |
0.0% |
13% |
False |
True |
1 |
10 |
1.0398 |
1.0198 |
0.0200 |
2.0% |
0.0005 |
0.0% |
25% |
False |
False |
3 |
20 |
1.0398 |
1.0062 |
0.0336 |
3.3% |
0.0010 |
0.1% |
55% |
False |
False |
4 |
40 |
1.0398 |
0.9902 |
0.0496 |
4.8% |
0.0016 |
0.2% |
70% |
False |
False |
6 |
60 |
1.0643 |
0.9902 |
0.0741 |
7.2% |
0.0033 |
0.3% |
47% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0329 |
2.618 |
1.0302 |
1.618 |
1.0285 |
1.000 |
1.0274 |
0.618 |
1.0268 |
HIGH |
1.0257 |
0.618 |
1.0251 |
0.500 |
1.0249 |
0.382 |
1.0246 |
LOW |
1.0240 |
0.618 |
1.0229 |
1.000 |
1.0223 |
1.618 |
1.0212 |
2.618 |
1.0195 |
4.250 |
1.0168 |
|
|
Fisher Pivots for day following 21-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0249 |
1.0270 |
PP |
1.0248 |
1.0263 |
S1 |
1.0248 |
1.0255 |
|