CME Japanese Yen Future December 2014
Trading Metrics calculated at close of trading on 21-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2014 |
21-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
0.9898 |
0.9882 |
-0.0016 |
-0.2% |
0.9878 |
High |
0.9900 |
0.9886 |
-0.0014 |
-0.1% |
0.9900 |
Low |
0.9869 |
0.9873 |
0.0004 |
0.0% |
0.9836 |
Close |
0.9877 |
0.9875 |
-0.0002 |
0.0% |
0.9877 |
Range |
0.0031 |
0.0013 |
-0.0018 |
-58.1% |
0.0064 |
ATR |
0.0030 |
0.0029 |
-0.0001 |
-4.1% |
0.0000 |
Volume |
62 |
103 |
41 |
66.1% |
376 |
|
Daily Pivots for day following 21-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9917 |
0.9909 |
0.9882 |
|
R3 |
0.9904 |
0.9896 |
0.9879 |
|
R2 |
0.9891 |
0.9891 |
0.9877 |
|
R1 |
0.9883 |
0.9883 |
0.9876 |
0.9881 |
PP |
0.9878 |
0.9878 |
0.9878 |
0.9877 |
S1 |
0.9870 |
0.9870 |
0.9874 |
0.9868 |
S2 |
0.9865 |
0.9865 |
0.9873 |
|
S3 |
0.9852 |
0.9857 |
0.9871 |
|
S4 |
0.9839 |
0.9844 |
0.9868 |
|
|
Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0063 |
1.0034 |
0.9912 |
|
R3 |
0.9999 |
0.9970 |
0.9895 |
|
R2 |
0.9935 |
0.9935 |
0.9889 |
|
R1 |
0.9906 |
0.9906 |
0.9883 |
0.9889 |
PP |
0.9871 |
0.9871 |
0.9871 |
0.9862 |
S1 |
0.9842 |
0.9842 |
0.9871 |
0.9825 |
S2 |
0.9807 |
0.9807 |
0.9865 |
|
S3 |
0.9743 |
0.9778 |
0.9859 |
|
S4 |
0.9679 |
0.9714 |
0.9842 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9900 |
0.9836 |
0.0064 |
0.6% |
0.0022 |
0.2% |
61% |
False |
False |
94 |
10 |
0.9902 |
0.9835 |
0.0067 |
0.7% |
0.0023 |
0.2% |
60% |
False |
False |
75 |
20 |
0.9902 |
0.9791 |
0.0111 |
1.1% |
0.0028 |
0.3% |
76% |
False |
False |
129 |
40 |
0.9902 |
0.9744 |
0.0158 |
1.6% |
0.0024 |
0.2% |
83% |
False |
False |
76 |
60 |
0.9930 |
0.9735 |
0.0195 |
2.0% |
0.0024 |
0.2% |
72% |
False |
False |
53 |
80 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0022 |
0.2% |
82% |
False |
False |
40 |
100 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0021 |
0.2% |
82% |
False |
False |
33 |
120 |
0.9941 |
0.9618 |
0.0323 |
3.3% |
0.0021 |
0.2% |
80% |
False |
False |
29 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9941 |
2.618 |
0.9920 |
1.618 |
0.9907 |
1.000 |
0.9899 |
0.618 |
0.9894 |
HIGH |
0.9886 |
0.618 |
0.9881 |
0.500 |
0.9880 |
0.382 |
0.9878 |
LOW |
0.9873 |
0.618 |
0.9865 |
1.000 |
0.9860 |
1.618 |
0.9852 |
2.618 |
0.9839 |
4.250 |
0.9818 |
|
|
Fisher Pivots for day following 21-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9880 |
0.9880 |
PP |
0.9878 |
0.9878 |
S1 |
0.9877 |
0.9877 |
|