CME Japanese Yen Future March 2014
Trading Metrics calculated at close of trading on 06-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2013 |
06-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1.0015 |
1.0158 |
0.0143 |
1.4% |
1.0052 |
High |
1.0015 |
1.0158 |
0.0143 |
1.4% |
1.0158 |
Low |
0.9998 |
1.0089 |
0.0091 |
0.9% |
0.9998 |
Close |
0.9998 |
1.0089 |
0.0091 |
0.9% |
1.0089 |
Range |
0.0017 |
0.0069 |
0.0052 |
305.9% |
0.0160 |
ATR |
0.0064 |
0.0071 |
0.0007 |
10.6% |
0.0000 |
Volume |
30 |
1 |
-29 |
-96.7% |
39 |
|
Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0319 |
1.0273 |
1.0127 |
|
R3 |
1.0250 |
1.0204 |
1.0108 |
|
R2 |
1.0181 |
1.0181 |
1.0102 |
|
R1 |
1.0135 |
1.0135 |
1.0095 |
1.0124 |
PP |
1.0112 |
1.0112 |
1.0112 |
1.0106 |
S1 |
1.0066 |
1.0066 |
1.0083 |
1.0055 |
S2 |
1.0043 |
1.0043 |
1.0076 |
|
S3 |
0.9974 |
0.9997 |
1.0070 |
|
S4 |
0.9905 |
0.9928 |
1.0051 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0562 |
1.0485 |
1.0177 |
|
R3 |
1.0402 |
1.0325 |
1.0133 |
|
R2 |
1.0242 |
1.0242 |
1.0118 |
|
R1 |
1.0165 |
1.0165 |
1.0104 |
1.0204 |
PP |
1.0082 |
1.0082 |
1.0082 |
1.0101 |
S1 |
1.0005 |
1.0005 |
1.0074 |
1.0044 |
S2 |
0.9922 |
0.9922 |
1.0060 |
|
S3 |
0.9762 |
0.9845 |
1.0045 |
|
S4 |
0.9602 |
0.9685 |
1.0001 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0209 |
0.9998 |
0.0211 |
2.1% |
0.0028 |
0.3% |
43% |
False |
False |
8 |
10 |
1.0315 |
0.9998 |
0.0317 |
3.1% |
0.0035 |
0.3% |
29% |
False |
False |
6 |
20 |
1.0398 |
0.9998 |
0.0400 |
4.0% |
0.0021 |
0.2% |
23% |
False |
False |
4 |
40 |
1.0398 |
0.9973 |
0.0425 |
4.2% |
0.0019 |
0.2% |
27% |
False |
False |
4 |
60 |
1.0643 |
0.9902 |
0.0741 |
7.3% |
0.0025 |
0.3% |
25% |
False |
False |
6 |
80 |
1.0643 |
0.9710 |
0.0933 |
9.2% |
0.0032 |
0.3% |
41% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0451 |
2.618 |
1.0339 |
1.618 |
1.0270 |
1.000 |
1.0227 |
0.618 |
1.0201 |
HIGH |
1.0158 |
0.618 |
1.0132 |
0.500 |
1.0124 |
0.382 |
1.0115 |
LOW |
1.0089 |
0.618 |
1.0046 |
1.000 |
1.0020 |
1.618 |
0.9977 |
2.618 |
0.9908 |
4.250 |
0.9796 |
|
|
Fisher Pivots for day following 06-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0124 |
1.0085 |
PP |
1.0112 |
1.0082 |
S1 |
1.0101 |
1.0078 |
|