CME Japanese Yen Future December 2014
Trading Metrics calculated at close of trading on 31-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2014 |
31-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
0.9802 |
0.9730 |
-0.0072 |
-0.7% |
0.9882 |
High |
0.9802 |
0.9742 |
-0.0060 |
-0.6% |
0.9886 |
Low |
0.9717 |
0.9717 |
0.0000 |
0.0% |
0.9821 |
Close |
0.9730 |
0.9731 |
0.0001 |
0.0% |
0.9833 |
Range |
0.0085 |
0.0025 |
-0.0060 |
-70.6% |
0.0065 |
ATR |
0.0031 |
0.0030 |
0.0000 |
-1.3% |
0.0000 |
Volume |
244 |
442 |
198 |
81.1% |
1,144 |
|
Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9805 |
0.9793 |
0.9745 |
|
R3 |
0.9780 |
0.9768 |
0.9738 |
|
R2 |
0.9755 |
0.9755 |
0.9736 |
|
R1 |
0.9743 |
0.9743 |
0.9733 |
0.9749 |
PP |
0.9730 |
0.9730 |
0.9730 |
0.9733 |
S1 |
0.9718 |
0.9718 |
0.9729 |
0.9724 |
S2 |
0.9705 |
0.9705 |
0.9726 |
|
S3 |
0.9680 |
0.9693 |
0.9724 |
|
S4 |
0.9655 |
0.9668 |
0.9717 |
|
|
Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0042 |
1.0002 |
0.9869 |
|
R3 |
0.9977 |
0.9937 |
0.9851 |
|
R2 |
0.9912 |
0.9912 |
0.9845 |
|
R1 |
0.9872 |
0.9872 |
0.9839 |
0.9860 |
PP |
0.9847 |
0.9847 |
0.9847 |
0.9840 |
S1 |
0.9807 |
0.9807 |
0.9827 |
0.9795 |
S2 |
0.9782 |
0.9782 |
0.9821 |
|
S3 |
0.9717 |
0.9742 |
0.9815 |
|
S4 |
0.9652 |
0.9677 |
0.9797 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9837 |
0.9717 |
0.0120 |
1.2% |
0.0032 |
0.3% |
12% |
False |
True |
293 |
10 |
0.9900 |
0.9717 |
0.0183 |
1.9% |
0.0028 |
0.3% |
8% |
False |
True |
232 |
20 |
0.9902 |
0.9717 |
0.0185 |
1.9% |
0.0027 |
0.3% |
8% |
False |
True |
163 |
40 |
0.9902 |
0.9717 |
0.0185 |
1.9% |
0.0025 |
0.3% |
8% |
False |
True |
126 |
60 |
0.9930 |
0.9717 |
0.0213 |
2.2% |
0.0025 |
0.3% |
7% |
False |
True |
88 |
80 |
0.9930 |
0.9717 |
0.0213 |
2.2% |
0.0024 |
0.2% |
7% |
False |
True |
67 |
100 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0022 |
0.2% |
36% |
False |
False |
54 |
120 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0020 |
0.2% |
36% |
False |
False |
46 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9848 |
2.618 |
0.9807 |
1.618 |
0.9782 |
1.000 |
0.9767 |
0.618 |
0.9757 |
HIGH |
0.9742 |
0.618 |
0.9732 |
0.500 |
0.9730 |
0.382 |
0.9727 |
LOW |
0.9717 |
0.618 |
0.9702 |
1.000 |
0.9692 |
1.618 |
0.9677 |
2.618 |
0.9652 |
4.250 |
0.9611 |
|
|
Fisher Pivots for day following 31-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9731 |
0.9771 |
PP |
0.9730 |
0.9757 |
S1 |
0.9730 |
0.9744 |
|