CME Japanese Yen Future September 2014
Trading Metrics calculated at close of trading on 27-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2014 |
27-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
0.9777 |
0.9839 |
0.0062 |
0.6% |
0.9865 |
High |
0.9813 |
0.9839 |
0.0026 |
0.3% |
0.9871 |
Low |
0.9763 |
0.9772 |
0.0009 |
0.1% |
0.9763 |
Close |
0.9807 |
0.9796 |
-0.0011 |
-0.1% |
0.9792 |
Range |
0.0050 |
0.0067 |
0.0017 |
34.0% |
0.0108 |
ATR |
0.0048 |
0.0049 |
0.0001 |
2.9% |
0.0000 |
Volume |
126 |
14 |
-112 |
-88.9% |
204 |
|
Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0003 |
0.9967 |
0.9833 |
|
R3 |
0.9936 |
0.9900 |
0.9814 |
|
R2 |
0.9869 |
0.9869 |
0.9808 |
|
R1 |
0.9833 |
0.9833 |
0.9802 |
0.9818 |
PP |
0.9802 |
0.9802 |
0.9802 |
0.9795 |
S1 |
0.9766 |
0.9766 |
0.9790 |
0.9751 |
S2 |
0.9735 |
0.9735 |
0.9784 |
|
S3 |
0.9668 |
0.9699 |
0.9778 |
|
S4 |
0.9601 |
0.9632 |
0.9759 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0133 |
1.0070 |
0.9851 |
|
R3 |
1.0025 |
0.9962 |
0.9822 |
|
R2 |
0.9917 |
0.9917 |
0.9812 |
|
R1 |
0.9854 |
0.9854 |
0.9802 |
0.9832 |
PP |
0.9809 |
0.9809 |
0.9809 |
0.9797 |
S1 |
0.9746 |
0.9746 |
0.9782 |
0.9724 |
S2 |
0.9701 |
0.9701 |
0.9772 |
|
S3 |
0.9593 |
0.9638 |
0.9762 |
|
S4 |
0.9485 |
0.9530 |
0.9733 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9839 |
0.9763 |
0.0076 |
0.8% |
0.0043 |
0.4% |
43% |
True |
False |
67 |
10 |
0.9892 |
0.9763 |
0.0129 |
1.3% |
0.0050 |
0.5% |
26% |
False |
False |
46 |
20 |
0.9892 |
0.9672 |
0.0220 |
2.2% |
0.0041 |
0.4% |
56% |
False |
False |
31 |
40 |
0.9931 |
0.9672 |
0.0259 |
2.6% |
0.0033 |
0.3% |
48% |
False |
False |
17 |
60 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0026 |
0.3% |
68% |
False |
False |
12 |
80 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0023 |
0.2% |
68% |
False |
False |
9 |
100 |
1.0241 |
0.9515 |
0.0726 |
7.4% |
0.0020 |
0.2% |
39% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0124 |
2.618 |
1.0014 |
1.618 |
0.9947 |
1.000 |
0.9906 |
0.618 |
0.9880 |
HIGH |
0.9839 |
0.618 |
0.9813 |
0.500 |
0.9806 |
0.382 |
0.9798 |
LOW |
0.9772 |
0.618 |
0.9731 |
1.000 |
0.9705 |
1.618 |
0.9664 |
2.618 |
0.9597 |
4.250 |
0.9487 |
|
|
Fisher Pivots for day following 27-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9806 |
0.9801 |
PP |
0.9802 |
0.9799 |
S1 |
0.9799 |
0.9798 |
|