CME Japanese Yen Future December 2014
Trading Metrics calculated at close of trading on 26-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2014 |
26-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
0.9827 |
0.9829 |
0.0002 |
0.0% |
0.9832 |
High |
0.9891 |
0.9862 |
-0.0029 |
-0.3% |
0.9832 |
Low |
0.9823 |
0.9829 |
0.0006 |
0.1% |
0.9788 |
Close |
0.9828 |
0.9846 |
0.0018 |
0.2% |
0.9805 |
Range |
0.0068 |
0.0033 |
-0.0035 |
-51.5% |
0.0044 |
ATR |
0.0033 |
0.0033 |
0.0000 |
0.3% |
0.0000 |
Volume |
67 |
704 |
637 |
950.7% |
83 |
|
Daily Pivots for day following 26-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9945 |
0.9928 |
0.9864 |
|
R3 |
0.9912 |
0.9895 |
0.9855 |
|
R2 |
0.9879 |
0.9879 |
0.9852 |
|
R1 |
0.9862 |
0.9862 |
0.9849 |
0.9871 |
PP |
0.9846 |
0.9846 |
0.9846 |
0.9850 |
S1 |
0.9829 |
0.9829 |
0.9843 |
0.9838 |
S2 |
0.9813 |
0.9813 |
0.9840 |
|
S3 |
0.9780 |
0.9796 |
0.9837 |
|
S4 |
0.9747 |
0.9763 |
0.9828 |
|
|
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 |
0.9891 |
0.9801 |
0.0090 |
0.9% |
0.0033 |
0.3% |
50% |
False |
False |
163 |
10 |
0.9891 |
0.9788 |
0.0103 |
1.0% |
0.0021 |
0.2% |
56% |
False |
False |
91 |
20 |
0.9891 |
0.9744 |
0.0147 |
1.5% |
0.0023 |
0.2% |
69% |
False |
False |
58 |
40 |
0.9930 |
0.9735 |
0.0195 |
2.0% |
0.0023 |
0.2% |
57% |
False |
False |
34 |
60 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0021 |
0.2% |
73% |
False |
False |
24 |
80 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0021 |
0.2% |
73% |
False |
False |
19 |
100 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0019 |
0.2% |
73% |
False |
False |
16 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0002 |
2.618 |
0.9948 |
1.618 |
0.9915 |
1.000 |
0.9895 |
0.618 |
0.9882 |
HIGH |
0.9862 |
0.618 |
0.9849 |
0.500 |
0.9846 |
0.382 |
0.9842 |
LOW |
0.9829 |
0.618 |
0.9809 |
1.000 |
0.9796 |
1.618 |
0.9776 |
2.618 |
0.9743 |
4.250 |
0.9689 |
|
|
Fisher Pivots for day following 26-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9846 |
0.9846 |
PP |
0.9846 |
0.9846 |
S1 |
0.9846 |
0.9846 |
|