CME Japanese Yen Future December 2014
Trading Metrics calculated at close of trading on 07-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2014 |
07-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
0.9830 |
0.9802 |
-0.0028 |
-0.3% |
0.9870 |
High |
0.9830 |
0.9831 |
0.0001 |
0.0% |
0.9887 |
Low |
0.9791 |
0.9802 |
0.0011 |
0.1% |
0.9791 |
Close |
0.9795 |
0.9828 |
0.0033 |
0.3% |
0.9795 |
Range |
0.0039 |
0.0029 |
-0.0010 |
-25.6% |
0.0096 |
ATR |
0.0033 |
0.0033 |
0.0000 |
0.8% |
0.0000 |
Volume |
168 |
187 |
19 |
11.3% |
663 |
|
Daily Pivots for day following 07-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9907 |
0.9897 |
0.9844 |
|
R3 |
0.9878 |
0.9868 |
0.9836 |
|
R2 |
0.9849 |
0.9849 |
0.9833 |
|
R1 |
0.9839 |
0.9839 |
0.9831 |
0.9844 |
PP |
0.9820 |
0.9820 |
0.9820 |
0.9823 |
S1 |
0.9810 |
0.9810 |
0.9825 |
0.9815 |
S2 |
0.9791 |
0.9791 |
0.9823 |
|
S3 |
0.9762 |
0.9781 |
0.9820 |
|
S4 |
0.9733 |
0.9752 |
0.9812 |
|
|
Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0112 |
1.0050 |
0.9848 |
|
R3 |
1.0016 |
0.9954 |
0.9821 |
|
R2 |
0.9920 |
0.9920 |
0.9813 |
|
R1 |
0.9858 |
0.9858 |
0.9804 |
0.9841 |
PP |
0.9824 |
0.9824 |
0.9824 |
0.9816 |
S1 |
0.9762 |
0.9762 |
0.9786 |
0.9745 |
S2 |
0.9728 |
0.9728 |
0.9777 |
|
S3 |
0.9632 |
0.9666 |
0.9769 |
|
S4 |
0.9536 |
0.9570 |
0.9742 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9887 |
0.9791 |
0.0096 |
1.0% |
0.0027 |
0.3% |
39% |
False |
False |
170 |
10 |
0.9891 |
0.9791 |
0.0100 |
1.0% |
0.0033 |
0.3% |
37% |
False |
False |
184 |
20 |
0.9891 |
0.9765 |
0.0126 |
1.3% |
0.0025 |
0.2% |
50% |
False |
False |
104 |
40 |
0.9930 |
0.9744 |
0.0186 |
1.9% |
0.0025 |
0.3% |
45% |
False |
False |
60 |
60 |
0.9930 |
0.9735 |
0.0195 |
2.0% |
0.0021 |
0.2% |
48% |
False |
False |
41 |
80 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0021 |
0.2% |
67% |
False |
False |
32 |
100 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0019 |
0.2% |
67% |
False |
False |
26 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9954 |
2.618 |
0.9907 |
1.618 |
0.9878 |
1.000 |
0.9860 |
0.618 |
0.9849 |
HIGH |
0.9831 |
0.618 |
0.9820 |
0.500 |
0.9817 |
0.382 |
0.9813 |
LOW |
0.9802 |
0.618 |
0.9784 |
1.000 |
0.9773 |
1.618 |
0.9755 |
2.618 |
0.9726 |
4.250 |
0.9679 |
|
|
Fisher Pivots for day following 07-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9824 |
0.9827 |
PP |
0.9820 |
0.9826 |
S1 |
0.9817 |
0.9826 |
|