CME Japanese Yen Future December 2014
Trading Metrics calculated at close of trading on 24-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2014 |
24-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
0.9876 |
0.9860 |
-0.0016 |
-0.2% |
0.9878 |
High |
0.9876 |
0.9869 |
-0.0007 |
-0.1% |
0.9900 |
Low |
0.9858 |
0.9828 |
-0.0030 |
-0.3% |
0.9836 |
Close |
0.9858 |
0.9830 |
-0.0028 |
-0.3% |
0.9877 |
Range |
0.0018 |
0.0041 |
0.0023 |
127.8% |
0.0064 |
ATR |
0.0028 |
0.0029 |
0.0001 |
3.4% |
0.0000 |
Volume |
209 |
346 |
137 |
65.6% |
376 |
|
Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9965 |
0.9939 |
0.9853 |
|
R3 |
0.9924 |
0.9898 |
0.9841 |
|
R2 |
0.9883 |
0.9883 |
0.9838 |
|
R1 |
0.9857 |
0.9857 |
0.9834 |
0.9850 |
PP |
0.9842 |
0.9842 |
0.9842 |
0.9839 |
S1 |
0.9816 |
0.9816 |
0.9826 |
0.9809 |
S2 |
0.9801 |
0.9801 |
0.9822 |
|
S3 |
0.9760 |
0.9775 |
0.9819 |
|
S4 |
0.9719 |
0.9734 |
0.9807 |
|
|
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 |
0.9828 |
0.0072 |
0.7% |
0.0025 |
0.3% |
3% |
False |
True |
170 |
10 |
0.9900 |
0.9828 |
0.0072 |
0.7% |
0.0022 |
0.2% |
3% |
False |
True |
131 |
20 |
0.9902 |
0.9791 |
0.0111 |
1.1% |
0.0026 |
0.3% |
35% |
False |
False |
159 |
40 |
0.9902 |
0.9744 |
0.0158 |
1.6% |
0.0024 |
0.2% |
54% |
False |
False |
91 |
60 |
0.9930 |
0.9735 |
0.0195 |
2.0% |
0.0024 |
0.2% |
49% |
False |
False |
64 |
80 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0023 |
0.2% |
68% |
False |
False |
49 |
100 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0022 |
0.2% |
68% |
False |
False |
40 |
120 |
0.9941 |
0.9618 |
0.0323 |
3.3% |
0.0020 |
0.2% |
66% |
False |
False |
34 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0043 |
2.618 |
0.9976 |
1.618 |
0.9935 |
1.000 |
0.9910 |
0.618 |
0.9894 |
HIGH |
0.9869 |
0.618 |
0.9853 |
0.500 |
0.9849 |
0.382 |
0.9844 |
LOW |
0.9828 |
0.618 |
0.9803 |
1.000 |
0.9787 |
1.618 |
0.9762 |
2.618 |
0.9721 |
4.250 |
0.9654 |
|
|
Fisher Pivots for day following 24-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9849 |
0.9853 |
PP |
0.9842 |
0.9845 |
S1 |
0.9836 |
0.9838 |
|