CME Japanese Yen Future December 2014
Trading Metrics calculated at close of trading on 11-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2014 |
11-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
0.9860 |
0.9879 |
0.0019 |
0.2% |
0.9802 |
High |
0.9902 |
0.9881 |
-0.0021 |
-0.2% |
0.9902 |
Low |
0.9860 |
0.9879 |
0.0019 |
0.2% |
0.9802 |
Close |
0.9886 |
0.9880 |
-0.0006 |
-0.1% |
0.9880 |
Range |
0.0042 |
0.0002 |
-0.0040 |
-95.2% |
0.0100 |
ATR |
0.0033 |
0.0031 |
-0.0002 |
-5.6% |
0.0000 |
Volume |
53 |
146 |
93 |
175.5% |
462 |
|
Daily Pivots for day following 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9886 |
0.9885 |
0.9881 |
|
R3 |
0.9884 |
0.9883 |
0.9881 |
|
R2 |
0.9882 |
0.9882 |
0.9880 |
|
R1 |
0.9881 |
0.9881 |
0.9880 |
0.9882 |
PP |
0.9880 |
0.9880 |
0.9880 |
0.9880 |
S1 |
0.9879 |
0.9879 |
0.9880 |
0.9880 |
S2 |
0.9878 |
0.9878 |
0.9880 |
|
S3 |
0.9876 |
0.9877 |
0.9879 |
|
S4 |
0.9874 |
0.9875 |
0.9879 |
|
|
Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0161 |
1.0121 |
0.9935 |
|
R3 |
1.0061 |
1.0021 |
0.9908 |
|
R2 |
0.9961 |
0.9961 |
0.9898 |
|
R1 |
0.9921 |
0.9921 |
0.9889 |
0.9941 |
PP |
0.9861 |
0.9861 |
0.9861 |
0.9872 |
S1 |
0.9821 |
0.9821 |
0.9871 |
0.9841 |
S2 |
0.9761 |
0.9761 |
0.9862 |
|
S3 |
0.9661 |
0.9721 |
0.9853 |
|
S4 |
0.9561 |
0.9621 |
0.9825 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9902 |
0.9802 |
0.0100 |
1.0% |
0.0024 |
0.2% |
78% |
False |
False |
92 |
10 |
0.9902 |
0.9791 |
0.0111 |
1.1% |
0.0027 |
0.3% |
80% |
False |
False |
132 |
20 |
0.9902 |
0.9788 |
0.0114 |
1.2% |
0.0024 |
0.2% |
81% |
False |
False |
111 |
40 |
0.9930 |
0.9744 |
0.0186 |
1.9% |
0.0026 |
0.3% |
73% |
False |
False |
66 |
60 |
0.9930 |
0.9735 |
0.0195 |
2.0% |
0.0022 |
0.2% |
74% |
False |
False |
45 |
80 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0021 |
0.2% |
84% |
False |
False |
35 |
100 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0020 |
0.2% |
84% |
False |
False |
29 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9890 |
2.618 |
0.9886 |
1.618 |
0.9884 |
1.000 |
0.9883 |
0.618 |
0.9882 |
HIGH |
0.9881 |
0.618 |
0.9880 |
0.500 |
0.9880 |
0.382 |
0.9880 |
LOW |
0.9879 |
0.618 |
0.9878 |
1.000 |
0.9877 |
1.618 |
0.9876 |
2.618 |
0.9874 |
4.250 |
0.9871 |
|
|
Fisher Pivots for day following 11-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9880 |
0.9876 |
PP |
0.9880 |
0.9872 |
S1 |
0.9880 |
0.9869 |
|