CME Japanese Yen Future December 2014
Trading Metrics calculated at close of trading on 06-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2014 |
06-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
0.9750 |
0.9758 |
0.0008 |
0.1% |
0.9837 |
High |
0.9764 |
0.9841 |
0.0077 |
0.8% |
0.9837 |
Low |
0.9724 |
0.9756 |
0.0032 |
0.3% |
0.9717 |
Close |
0.9759 |
0.9810 |
0.0051 |
0.5% |
0.9760 |
Range |
0.0040 |
0.0085 |
0.0045 |
112.5% |
0.0120 |
ATR |
0.0031 |
0.0035 |
0.0004 |
12.2% |
0.0000 |
Volume |
52 |
278 |
226 |
434.6% |
1,676 |
|
Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0057 |
1.0019 |
0.9857 |
|
R3 |
0.9972 |
0.9934 |
0.9833 |
|
R2 |
0.9887 |
0.9887 |
0.9826 |
|
R1 |
0.9849 |
0.9849 |
0.9818 |
0.9868 |
PP |
0.9802 |
0.9802 |
0.9802 |
0.9812 |
S1 |
0.9764 |
0.9764 |
0.9802 |
0.9783 |
S2 |
0.9717 |
0.9717 |
0.9794 |
|
S3 |
0.9632 |
0.9679 |
0.9787 |
|
S4 |
0.9547 |
0.9594 |
0.9763 |
|
|
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 |
0.9841 |
0.9717 |
0.0124 |
1.3% |
0.0044 |
0.4% |
75% |
True |
False |
335 |
10 |
0.9869 |
0.9717 |
0.0152 |
1.5% |
0.0040 |
0.4% |
61% |
False |
False |
305 |
20 |
0.9902 |
0.9717 |
0.0185 |
1.9% |
0.0031 |
0.3% |
50% |
False |
False |
203 |
40 |
0.9902 |
0.9717 |
0.0185 |
1.9% |
0.0028 |
0.3% |
50% |
False |
False |
154 |
60 |
0.9930 |
0.9717 |
0.0213 |
2.2% |
0.0027 |
0.3% |
44% |
False |
False |
109 |
80 |
0.9930 |
0.9717 |
0.0213 |
2.2% |
0.0024 |
0.2% |
44% |
False |
False |
82 |
100 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0023 |
0.2% |
62% |
False |
False |
67 |
120 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0022 |
0.2% |
62% |
False |
False |
56 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0202 |
2.618 |
1.0064 |
1.618 |
0.9979 |
1.000 |
0.9926 |
0.618 |
0.9894 |
HIGH |
0.9841 |
0.618 |
0.9809 |
0.500 |
0.9799 |
0.382 |
0.9788 |
LOW |
0.9756 |
0.618 |
0.9703 |
1.000 |
0.9671 |
1.618 |
0.9618 |
2.618 |
0.9533 |
4.250 |
0.9395 |
|
|
Fisher Pivots for day following 06-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9806 |
0.9801 |
PP |
0.9802 |
0.9792 |
S1 |
0.9799 |
0.9783 |
|