CME Japanese Yen Future December 2014
Trading Metrics calculated at close of trading on 10-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2014 |
10-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
0.9847 |
0.9860 |
0.0013 |
0.1% |
0.9870 |
High |
0.9858 |
0.9902 |
0.0044 |
0.4% |
0.9887 |
Low |
0.9835 |
0.9860 |
0.0025 |
0.3% |
0.9791 |
Close |
0.9858 |
0.9886 |
0.0028 |
0.3% |
0.9795 |
Range |
0.0023 |
0.0042 |
0.0019 |
82.6% |
0.0096 |
ATR |
0.0032 |
0.0033 |
0.0001 |
2.6% |
0.0000 |
Volume |
30 |
53 |
23 |
76.7% |
663 |
|
Daily Pivots for day following 10-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0009 |
0.9989 |
0.9909 |
|
R3 |
0.9967 |
0.9947 |
0.9898 |
|
R2 |
0.9925 |
0.9925 |
0.9894 |
|
R1 |
0.9905 |
0.9905 |
0.9890 |
0.9915 |
PP |
0.9883 |
0.9883 |
0.9883 |
0.9888 |
S1 |
0.9863 |
0.9863 |
0.9882 |
0.9873 |
S2 |
0.9841 |
0.9841 |
0.9878 |
|
S3 |
0.9799 |
0.9821 |
0.9874 |
|
S4 |
0.9757 |
0.9779 |
0.9863 |
|
|
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 |
0.9902 |
0.9791 |
0.0111 |
1.1% |
0.0032 |
0.3% |
86% |
True |
False |
96 |
10 |
0.9902 |
0.9791 |
0.0111 |
1.1% |
0.0030 |
0.3% |
86% |
True |
False |
188 |
20 |
0.9902 |
0.9788 |
0.0114 |
1.2% |
0.0026 |
0.3% |
86% |
True |
False |
107 |
40 |
0.9930 |
0.9744 |
0.0186 |
1.9% |
0.0027 |
0.3% |
76% |
False |
False |
63 |
60 |
0.9930 |
0.9735 |
0.0195 |
2.0% |
0.0022 |
0.2% |
77% |
False |
False |
43 |
80 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0021 |
0.2% |
86% |
False |
False |
33 |
100 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0020 |
0.2% |
86% |
False |
False |
27 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0081 |
2.618 |
1.0012 |
1.618 |
0.9970 |
1.000 |
0.9944 |
0.618 |
0.9928 |
HIGH |
0.9902 |
0.618 |
0.9886 |
0.500 |
0.9881 |
0.382 |
0.9876 |
LOW |
0.9860 |
0.618 |
0.9834 |
1.000 |
0.9818 |
1.618 |
0.9792 |
2.618 |
0.9750 |
4.250 |
0.9682 |
|
|
Fisher Pivots for day following 10-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9884 |
0.9880 |
PP |
0.9883 |
0.9874 |
S1 |
0.9881 |
0.9869 |
|