CME Japanese Yen Future March 2014
Trading Metrics calculated at close of trading on 26-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1.0151 |
1.0167 |
0.0016 |
0.2% |
1.0264 |
High |
1.0151 |
1.0167 |
0.0016 |
0.2% |
1.0300 |
Low |
1.0151 |
1.0151 |
0.0000 |
0.0% |
1.0151 |
Close |
1.0151 |
1.0153 |
0.0002 |
0.0% |
1.0151 |
Range |
0.0000 |
0.0016 |
0.0016 |
|
0.0149 |
ATR |
0.0058 |
0.0055 |
-0.0003 |
-5.2% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
6 |
|
Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0205 |
1.0195 |
1.0162 |
|
R3 |
1.0189 |
1.0179 |
1.0157 |
|
R2 |
1.0173 |
1.0173 |
1.0156 |
|
R1 |
1.0163 |
1.0163 |
1.0154 |
1.0160 |
PP |
1.0157 |
1.0157 |
1.0157 |
1.0156 |
S1 |
1.0147 |
1.0147 |
1.0152 |
1.0144 |
S2 |
1.0141 |
1.0141 |
1.0150 |
|
S3 |
1.0125 |
1.0131 |
1.0149 |
|
S4 |
1.0109 |
1.0115 |
1.0144 |
|
|
Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0648 |
1.0548 |
1.0233 |
|
R3 |
1.0499 |
1.0399 |
1.0192 |
|
R2 |
1.0350 |
1.0350 |
1.0178 |
|
R1 |
1.0250 |
1.0250 |
1.0165 |
1.0226 |
PP |
1.0201 |
1.0201 |
1.0201 |
1.0188 |
S1 |
1.0101 |
1.0101 |
1.0137 |
1.0077 |
S2 |
1.0052 |
1.0052 |
1.0124 |
|
S3 |
0.9903 |
0.9952 |
1.0110 |
|
S4 |
0.9754 |
0.9803 |
1.0069 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0300 |
1.0151 |
0.0149 |
1.5% |
0.0009 |
0.1% |
1% |
False |
True |
1 |
10 |
1.0300 |
1.0151 |
0.0149 |
1.5% |
0.0005 |
0.0% |
1% |
False |
True |
1 |
20 |
1.0398 |
1.0066 |
0.0332 |
3.3% |
0.0010 |
0.1% |
26% |
False |
False |
4 |
40 |
1.0398 |
0.9902 |
0.0496 |
4.9% |
0.0015 |
0.2% |
51% |
False |
False |
6 |
60 |
1.0643 |
0.9902 |
0.0741 |
7.3% |
0.0033 |
0.3% |
34% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0235 |
2.618 |
1.0209 |
1.618 |
1.0193 |
1.000 |
1.0183 |
0.618 |
1.0177 |
HIGH |
1.0167 |
0.618 |
1.0161 |
0.500 |
1.0159 |
0.382 |
1.0157 |
LOW |
1.0151 |
0.618 |
1.0141 |
1.000 |
1.0135 |
1.618 |
1.0125 |
2.618 |
1.0109 |
4.250 |
1.0083 |
|
|
Fisher Pivots for day following 26-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0159 |
1.0162 |
PP |
1.0157 |
1.0159 |
S1 |
1.0155 |
1.0156 |
|