CME Japanese Yen Future December 2014
Trading Metrics calculated at close of trading on 24-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2014 |
24-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
0.9779 |
0.9805 |
0.0026 |
0.3% |
0.9830 |
High |
0.9779 |
0.9805 |
0.0026 |
0.3% |
0.9847 |
Low |
0.9779 |
0.9787 |
0.0008 |
0.1% |
0.9781 |
Close |
0.9779 |
0.9787 |
0.0008 |
0.1% |
0.9781 |
Range |
0.0000 |
0.0018 |
0.0018 |
|
0.0066 |
ATR |
0.0033 |
0.0032 |
0.0000 |
-1.5% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
14 |
|
Daily Pivots for day following 24-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9847 |
0.9835 |
0.9797 |
|
R3 |
0.9829 |
0.9817 |
0.9792 |
|
R2 |
0.9811 |
0.9811 |
0.9790 |
|
R1 |
0.9799 |
0.9799 |
0.9789 |
0.9796 |
PP |
0.9793 |
0.9793 |
0.9793 |
0.9792 |
S1 |
0.9781 |
0.9781 |
0.9785 |
0.9778 |
S2 |
0.9775 |
0.9775 |
0.9784 |
|
S3 |
0.9757 |
0.9763 |
0.9782 |
|
S4 |
0.9739 |
0.9745 |
0.9777 |
|
|
Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0001 |
0.9957 |
0.9817 |
|
R3 |
0.9935 |
0.9891 |
0.9799 |
|
R2 |
0.9869 |
0.9869 |
0.9793 |
|
R1 |
0.9825 |
0.9825 |
0.9787 |
0.9814 |
PP |
0.9803 |
0.9803 |
0.9803 |
0.9798 |
S1 |
0.9759 |
0.9759 |
0.9775 |
0.9748 |
S2 |
0.9737 |
0.9737 |
0.9769 |
|
S3 |
0.9671 |
0.9693 |
0.9763 |
|
S4 |
0.9605 |
0.9627 |
0.9745 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9805 |
0.9758 |
0.0047 |
0.5% |
0.0009 |
0.1% |
62% |
True |
False |
1 |
10 |
0.9872 |
0.9758 |
0.0114 |
1.2% |
0.0008 |
0.1% |
25% |
False |
False |
2 |
20 |
0.9872 |
0.9618 |
0.0254 |
2.6% |
0.0015 |
0.2% |
67% |
False |
False |
3 |
40 |
0.9892 |
0.9618 |
0.0274 |
2.8% |
0.0017 |
0.2% |
62% |
False |
False |
4 |
60 |
0.9941 |
0.9618 |
0.0323 |
3.3% |
0.0018 |
0.2% |
52% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9882 |
2.618 |
0.9852 |
1.618 |
0.9834 |
1.000 |
0.9823 |
0.618 |
0.9816 |
HIGH |
0.9805 |
0.618 |
0.9798 |
0.500 |
0.9796 |
0.382 |
0.9794 |
LOW |
0.9787 |
0.618 |
0.9776 |
1.000 |
0.9769 |
1.618 |
0.9758 |
2.618 |
0.9740 |
4.250 |
0.9711 |
|
|
Fisher Pivots for day following 24-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9796 |
0.9785 |
PP |
0.9793 |
0.9783 |
S1 |
0.9790 |
0.9782 |
|