CME Japanese Yen Future December 2014
Trading Metrics calculated at close of trading on 04-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2014 |
04-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
0.9731 |
0.9754 |
0.0023 |
0.2% |
0.9837 |
High |
0.9773 |
0.9767 |
-0.0006 |
-0.1% |
0.9837 |
Low |
0.9720 |
0.9750 |
0.0030 |
0.3% |
0.9717 |
Close |
0.9760 |
0.9761 |
0.0001 |
0.0% |
0.9760 |
Range |
0.0053 |
0.0017 |
-0.0036 |
-67.9% |
0.0120 |
ATR |
0.0032 |
0.0031 |
-0.0001 |
-3.3% |
0.0000 |
Volume |
561 |
345 |
-216 |
-38.5% |
1,676 |
|
Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9810 |
0.9803 |
0.9770 |
|
R3 |
0.9793 |
0.9786 |
0.9766 |
|
R2 |
0.9776 |
0.9776 |
0.9764 |
|
R1 |
0.9769 |
0.9769 |
0.9763 |
0.9773 |
PP |
0.9759 |
0.9759 |
0.9759 |
0.9761 |
S1 |
0.9752 |
0.9752 |
0.9759 |
0.9756 |
S2 |
0.9742 |
0.9742 |
0.9758 |
|
S3 |
0.9725 |
0.9735 |
0.9756 |
|
S4 |
0.9708 |
0.9718 |
0.9752 |
|
|
Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0131 |
1.0066 |
0.9826 |
|
R3 |
1.0011 |
0.9946 |
0.9793 |
|
R2 |
0.9891 |
0.9891 |
0.9782 |
|
R1 |
0.9826 |
0.9826 |
0.9771 |
0.9799 |
PP |
0.9771 |
0.9771 |
0.9771 |
0.9758 |
S1 |
0.9706 |
0.9706 |
0.9749 |
0.9679 |
S2 |
0.9651 |
0.9651 |
0.9738 |
|
S3 |
0.9531 |
0.9586 |
0.9727 |
|
S4 |
0.9411 |
0.9466 |
0.9694 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9824 |
0.9717 |
0.0107 |
1.1% |
0.0041 |
0.4% |
41% |
False |
False |
336 |
10 |
0.9877 |
0.9717 |
0.0160 |
1.6% |
0.0031 |
0.3% |
28% |
False |
False |
306 |
20 |
0.9902 |
0.9717 |
0.0185 |
1.9% |
0.0027 |
0.3% |
24% |
False |
False |
190 |
40 |
0.9902 |
0.9717 |
0.0185 |
1.9% |
0.0026 |
0.3% |
24% |
False |
False |
147 |
60 |
0.9930 |
0.9717 |
0.0213 |
2.2% |
0.0026 |
0.3% |
21% |
False |
False |
103 |
80 |
0.9930 |
0.9717 |
0.0213 |
2.2% |
0.0023 |
0.2% |
21% |
False |
False |
78 |
100 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0023 |
0.2% |
46% |
False |
False |
63 |
120 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0021 |
0.2% |
46% |
False |
False |
53 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9839 |
2.618 |
0.9812 |
1.618 |
0.9795 |
1.000 |
0.9784 |
0.618 |
0.9778 |
HIGH |
0.9767 |
0.618 |
0.9761 |
0.500 |
0.9759 |
0.382 |
0.9756 |
LOW |
0.9750 |
0.618 |
0.9739 |
1.000 |
0.9733 |
1.618 |
0.9722 |
2.618 |
0.9705 |
4.250 |
0.9678 |
|
|
Fisher Pivots for day following 04-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9760 |
0.9756 |
PP |
0.9759 |
0.9750 |
S1 |
0.9759 |
0.9745 |
|