CME Japanese Yen Future December 2014
Trading Metrics calculated at close of trading on 02-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2014 |
02-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9784 |
0.9735 |
-0.0049 |
-0.5% |
0.9759 |
High |
0.9789 |
0.9796 |
0.0007 |
0.1% |
0.9807 |
Low |
0.9784 |
0.9735 |
-0.0049 |
-0.5% |
0.9735 |
Close |
0.9789 |
0.9796 |
0.0007 |
0.1% |
0.9796 |
Range |
0.0005 |
0.0061 |
0.0056 |
1,120.0% |
0.0072 |
ATR |
0.0032 |
0.0034 |
0.0002 |
6.3% |
0.0000 |
Volume |
11 |
1 |
-10 |
-90.9% |
19 |
|
Daily Pivots for day following 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9959 |
0.9938 |
0.9830 |
|
R3 |
0.9898 |
0.9877 |
0.9813 |
|
R2 |
0.9837 |
0.9837 |
0.9807 |
|
R1 |
0.9816 |
0.9816 |
0.9802 |
0.9827 |
PP |
0.9776 |
0.9776 |
0.9776 |
0.9781 |
S1 |
0.9755 |
0.9755 |
0.9790 |
0.9766 |
S2 |
0.9715 |
0.9715 |
0.9785 |
|
S3 |
0.9654 |
0.9694 |
0.9779 |
|
S4 |
0.9593 |
0.9633 |
0.9762 |
|
|
Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9995 |
0.9968 |
0.9836 |
|
R3 |
0.9923 |
0.9896 |
0.9816 |
|
R2 |
0.9851 |
0.9851 |
0.9809 |
|
R1 |
0.9824 |
0.9824 |
0.9803 |
0.9838 |
PP |
0.9779 |
0.9779 |
0.9779 |
0.9786 |
S1 |
0.9752 |
0.9752 |
0.9789 |
0.9766 |
S2 |
0.9707 |
0.9707 |
0.9783 |
|
S3 |
0.9635 |
0.9680 |
0.9776 |
|
S4 |
0.9563 |
0.9608 |
0.9756 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9807 |
0.9735 |
0.0072 |
0.7% |
0.0024 |
0.2% |
85% |
False |
True |
3 |
10 |
0.9822 |
0.9735 |
0.0087 |
0.9% |
0.0019 |
0.2% |
70% |
False |
True |
2 |
20 |
0.9872 |
0.9695 |
0.0177 |
1.8% |
0.0020 |
0.2% |
57% |
False |
False |
3 |
40 |
0.9892 |
0.9618 |
0.0274 |
2.8% |
0.0020 |
0.2% |
65% |
False |
False |
4 |
60 |
0.9892 |
0.9618 |
0.0274 |
2.8% |
0.0015 |
0.2% |
65% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0055 |
2.618 |
0.9956 |
1.618 |
0.9895 |
1.000 |
0.9857 |
0.618 |
0.9834 |
HIGH |
0.9796 |
0.618 |
0.9773 |
0.500 |
0.9766 |
0.382 |
0.9758 |
LOW |
0.9735 |
0.618 |
0.9697 |
1.000 |
0.9674 |
1.618 |
0.9636 |
2.618 |
0.9575 |
4.250 |
0.9476 |
|
|
Fisher Pivots for day following 02-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9786 |
0.9788 |
PP |
0.9776 |
0.9779 |
S1 |
0.9766 |
0.9771 |
|