CME Japanese Yen Future December 2014
Trading Metrics calculated at close of trading on 17-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
0.9843 |
0.9860 |
0.0017 |
0.2% |
0.9802 |
High |
0.9846 |
0.9887 |
0.0041 |
0.4% |
0.9902 |
Low |
0.9836 |
0.9860 |
0.0024 |
0.2% |
0.9802 |
Close |
0.9843 |
0.9883 |
0.0040 |
0.4% |
0.9880 |
Range |
0.0010 |
0.0027 |
0.0017 |
170.0% |
0.0100 |
ATR |
0.0029 |
0.0030 |
0.0001 |
3.6% |
0.0000 |
Volume |
139 |
62 |
-77 |
-55.4% |
462 |
|
Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9958 |
0.9947 |
0.9898 |
|
R3 |
0.9931 |
0.9920 |
0.9890 |
|
R2 |
0.9904 |
0.9904 |
0.9888 |
|
R1 |
0.9893 |
0.9893 |
0.9885 |
0.9899 |
PP |
0.9877 |
0.9877 |
0.9877 |
0.9879 |
S1 |
0.9866 |
0.9866 |
0.9881 |
0.9872 |
S2 |
0.9850 |
0.9850 |
0.9878 |
|
S3 |
0.9823 |
0.9839 |
0.9876 |
|
S4 |
0.9796 |
0.9812 |
0.9868 |
|
|
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 |
0.9887 |
0.9836 |
0.0051 |
0.5% |
0.0018 |
0.2% |
92% |
True |
False |
92 |
10 |
0.9902 |
0.9791 |
0.0111 |
1.1% |
0.0025 |
0.3% |
83% |
False |
False |
94 |
20 |
0.9902 |
0.9791 |
0.0111 |
1.1% |
0.0027 |
0.3% |
83% |
False |
False |
123 |
40 |
0.9930 |
0.9744 |
0.0186 |
1.9% |
0.0025 |
0.3% |
75% |
False |
False |
72 |
60 |
0.9930 |
0.9735 |
0.0195 |
2.0% |
0.0023 |
0.2% |
76% |
False |
False |
50 |
80 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0021 |
0.2% |
85% |
False |
False |
39 |
100 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0021 |
0.2% |
85% |
False |
False |
32 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0002 |
2.618 |
0.9958 |
1.618 |
0.9931 |
1.000 |
0.9914 |
0.618 |
0.9904 |
HIGH |
0.9887 |
0.618 |
0.9877 |
0.500 |
0.9874 |
0.382 |
0.9870 |
LOW |
0.9860 |
0.618 |
0.9843 |
1.000 |
0.9833 |
1.618 |
0.9816 |
2.618 |
0.9789 |
4.250 |
0.9745 |
|
|
Fisher Pivots for day following 17-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9880 |
0.9876 |
PP |
0.9877 |
0.9869 |
S1 |
0.9874 |
0.9862 |
|