CME Japanese Yen Future March 2014
Trading Metrics calculated at close of trading on 29-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1.0278 |
1.0267 |
-0.0011 |
-0.1% |
1.0264 |
High |
1.0278 |
1.0267 |
-0.0011 |
-0.1% |
1.0300 |
Low |
1.0250 |
1.0191 |
-0.0059 |
-0.6% |
1.0151 |
Close |
1.0250 |
1.0191 |
-0.0059 |
-0.6% |
1.0151 |
Range |
0.0028 |
0.0076 |
0.0048 |
171.4% |
0.0149 |
ATR |
0.0063 |
0.0064 |
0.0001 |
1.5% |
0.0000 |
Volume |
3 |
1 |
-2 |
-66.7% |
6 |
|
Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0444 |
1.0394 |
1.0233 |
|
R3 |
1.0368 |
1.0318 |
1.0212 |
|
R2 |
1.0292 |
1.0292 |
1.0205 |
|
R1 |
1.0242 |
1.0242 |
1.0198 |
1.0229 |
PP |
1.0216 |
1.0216 |
1.0216 |
1.0210 |
S1 |
1.0166 |
1.0166 |
1.0184 |
1.0153 |
S2 |
1.0140 |
1.0140 |
1.0177 |
|
S3 |
1.0064 |
1.0090 |
1.0170 |
|
S4 |
0.9988 |
1.0014 |
1.0149 |
|
|
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 |
1.0315 |
1.0151 |
0.0164 |
1.6% |
0.0042 |
0.4% |
24% |
False |
False |
4 |
10 |
1.0315 |
1.0151 |
0.0164 |
1.6% |
0.0025 |
0.2% |
24% |
False |
False |
2 |
20 |
1.0398 |
1.0129 |
0.0269 |
2.6% |
0.0017 |
0.2% |
23% |
False |
False |
4 |
40 |
1.0398 |
0.9902 |
0.0496 |
4.9% |
0.0019 |
0.2% |
58% |
False |
False |
6 |
60 |
1.0643 |
0.9902 |
0.0741 |
7.3% |
0.0034 |
0.3% |
39% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0590 |
2.618 |
1.0466 |
1.618 |
1.0390 |
1.000 |
1.0343 |
0.618 |
1.0314 |
HIGH |
1.0267 |
0.618 |
1.0238 |
0.500 |
1.0229 |
0.382 |
1.0220 |
LOW |
1.0191 |
0.618 |
1.0144 |
1.000 |
1.0115 |
1.618 |
1.0068 |
2.618 |
0.9992 |
4.250 |
0.9868 |
|
|
Fisher Pivots for day following 29-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0229 |
1.0253 |
PP |
1.0216 |
1.0232 |
S1 |
1.0204 |
1.0212 |
|