CME Japanese Yen Future December 2014
Trading Metrics calculated at close of trading on 24-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2014 |
24-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
0.9807 |
0.9833 |
0.0026 |
0.3% |
0.9832 |
High |
0.9828 |
0.9833 |
0.0005 |
0.1% |
0.9832 |
Low |
0.9807 |
0.9801 |
-0.0006 |
-0.1% |
0.9788 |
Close |
0.9824 |
0.9818 |
-0.0006 |
-0.1% |
0.9805 |
Range |
0.0021 |
0.0032 |
0.0011 |
52.4% |
0.0044 |
ATR |
0.0029 |
0.0030 |
0.0000 |
0.6% |
0.0000 |
Volume |
3 |
18 |
15 |
500.0% |
83 |
|
Daily Pivots for day following 24-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9913 |
0.9898 |
0.9836 |
|
R3 |
0.9881 |
0.9866 |
0.9827 |
|
R2 |
0.9849 |
0.9849 |
0.9824 |
|
R1 |
0.9834 |
0.9834 |
0.9821 |
0.9826 |
PP |
0.9817 |
0.9817 |
0.9817 |
0.9813 |
S1 |
0.9802 |
0.9802 |
0.9815 |
0.9794 |
S2 |
0.9785 |
0.9785 |
0.9812 |
|
S3 |
0.9753 |
0.9770 |
0.9809 |
|
S4 |
0.9721 |
0.9738 |
0.9800 |
|
|
Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9940 |
0.9917 |
0.9829 |
|
R3 |
0.9896 |
0.9873 |
0.9817 |
|
R2 |
0.9852 |
0.9852 |
0.9813 |
|
R1 |
0.9829 |
0.9829 |
0.9809 |
0.9819 |
PP |
0.9808 |
0.9808 |
0.9808 |
0.9803 |
S1 |
0.9785 |
0.9785 |
0.9801 |
0.9775 |
S2 |
0.9764 |
0.9764 |
0.9797 |
|
S3 |
0.9720 |
0.9741 |
0.9793 |
|
S4 |
0.9676 |
0.9697 |
0.9781 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9833 |
0.9788 |
0.0045 |
0.5% |
0.0020 |
0.2% |
67% |
True |
False |
16 |
10 |
0.9848 |
0.9778 |
0.0070 |
0.7% |
0.0020 |
0.2% |
57% |
False |
False |
21 |
20 |
0.9863 |
0.9744 |
0.0119 |
1.2% |
0.0020 |
0.2% |
62% |
False |
False |
22 |
40 |
0.9930 |
0.9735 |
0.0195 |
2.0% |
0.0022 |
0.2% |
43% |
False |
False |
15 |
60 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0020 |
0.2% |
64% |
False |
False |
11 |
80 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0020 |
0.2% |
64% |
False |
False |
9 |
100 |
0.9941 |
0.9618 |
0.0323 |
3.3% |
0.0019 |
0.2% |
62% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9969 |
2.618 |
0.9917 |
1.618 |
0.9885 |
1.000 |
0.9865 |
0.618 |
0.9853 |
HIGH |
0.9833 |
0.618 |
0.9821 |
0.500 |
0.9817 |
0.382 |
0.9813 |
LOW |
0.9801 |
0.618 |
0.9781 |
1.000 |
0.9769 |
1.618 |
0.9749 |
2.618 |
0.9717 |
4.250 |
0.9665 |
|
|
Fisher Pivots for day following 24-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9818 |
0.9818 |
PP |
0.9817 |
0.9817 |
S1 |
0.9817 |
0.9817 |
|