CME Japanese Yen Future March 2014
Trading Metrics calculated at close of trading on 09-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1.0158 |
1.0053 |
-0.0105 |
-1.0% |
1.0052 |
High |
1.0158 |
1.0053 |
-0.0105 |
-1.0% |
1.0158 |
Low |
1.0089 |
1.0053 |
-0.0036 |
-0.4% |
0.9998 |
Close |
1.0089 |
1.0053 |
-0.0036 |
-0.4% |
1.0089 |
Range |
0.0069 |
0.0000 |
-0.0069 |
-100.0% |
0.0160 |
ATR |
0.0071 |
0.0069 |
-0.0003 |
-3.5% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
39 |
|
Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0053 |
1.0053 |
1.0053 |
|
R3 |
1.0053 |
1.0053 |
1.0053 |
|
R2 |
1.0053 |
1.0053 |
1.0053 |
|
R1 |
1.0053 |
1.0053 |
1.0053 |
1.0053 |
PP |
1.0053 |
1.0053 |
1.0053 |
1.0053 |
S1 |
1.0053 |
1.0053 |
1.0053 |
1.0053 |
S2 |
1.0053 |
1.0053 |
1.0053 |
|
S3 |
1.0053 |
1.0053 |
1.0053 |
|
S4 |
1.0053 |
1.0053 |
1.0053 |
|
|
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 |
1.0158 |
0.9998 |
0.0160 |
1.6% |
0.0026 |
0.3% |
34% |
False |
False |
8 |
10 |
1.0315 |
0.9998 |
0.0317 |
3.2% |
0.0035 |
0.3% |
17% |
False |
False |
6 |
20 |
1.0361 |
0.9998 |
0.0363 |
3.6% |
0.0019 |
0.2% |
15% |
False |
False |
3 |
40 |
1.0398 |
0.9973 |
0.0425 |
4.2% |
0.0019 |
0.2% |
19% |
False |
False |
4 |
60 |
1.0632 |
0.9902 |
0.0730 |
7.3% |
0.0023 |
0.2% |
21% |
False |
False |
6 |
80 |
1.0643 |
0.9710 |
0.0933 |
9.3% |
0.0032 |
0.3% |
37% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0053 |
2.618 |
1.0053 |
1.618 |
1.0053 |
1.000 |
1.0053 |
0.618 |
1.0053 |
HIGH |
1.0053 |
0.618 |
1.0053 |
0.500 |
1.0053 |
0.382 |
1.0053 |
LOW |
1.0053 |
0.618 |
1.0053 |
1.000 |
1.0053 |
1.618 |
1.0053 |
2.618 |
1.0053 |
4.250 |
1.0053 |
|
|
Fisher Pivots for day following 09-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0053 |
1.0078 |
PP |
1.0053 |
1.0070 |
S1 |
1.0053 |
1.0061 |
|