CME Japanese Yen Future December 2014
Trading Metrics calculated at close of trading on 07-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2014 |
07-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
0.9758 |
0.9802 |
0.0044 |
0.5% |
0.9837 |
High |
0.9841 |
0.9812 |
-0.0029 |
-0.3% |
0.9837 |
Low |
0.9756 |
0.9770 |
0.0014 |
0.1% |
0.9717 |
Close |
0.9810 |
0.9809 |
-0.0001 |
0.0% |
0.9760 |
Range |
0.0085 |
0.0042 |
-0.0043 |
-50.6% |
0.0120 |
ATR |
0.0035 |
0.0036 |
0.0000 |
1.4% |
0.0000 |
Volume |
278 |
1,058 |
780 |
280.6% |
1,676 |
|
Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9923 |
0.9908 |
0.9832 |
|
R3 |
0.9881 |
0.9866 |
0.9821 |
|
R2 |
0.9839 |
0.9839 |
0.9817 |
|
R1 |
0.9824 |
0.9824 |
0.9813 |
0.9832 |
PP |
0.9797 |
0.9797 |
0.9797 |
0.9801 |
S1 |
0.9782 |
0.9782 |
0.9805 |
0.9790 |
S2 |
0.9755 |
0.9755 |
0.9801 |
|
S3 |
0.9713 |
0.9740 |
0.9797 |
|
S4 |
0.9671 |
0.9698 |
0.9786 |
|
|
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 |
0.9720 |
0.0121 |
1.2% |
0.0047 |
0.5% |
74% |
False |
False |
458 |
10 |
0.9841 |
0.9717 |
0.0124 |
1.3% |
0.0040 |
0.4% |
74% |
False |
False |
376 |
20 |
0.9900 |
0.9717 |
0.0183 |
1.9% |
0.0031 |
0.3% |
50% |
False |
False |
253 |
40 |
0.9902 |
0.9717 |
0.0185 |
1.9% |
0.0028 |
0.3% |
50% |
False |
False |
180 |
60 |
0.9930 |
0.9717 |
0.0213 |
2.2% |
0.0028 |
0.3% |
43% |
False |
False |
126 |
80 |
0.9930 |
0.9717 |
0.0213 |
2.2% |
0.0024 |
0.2% |
43% |
False |
False |
95 |
100 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0023 |
0.2% |
61% |
False |
False |
77 |
120 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0022 |
0.2% |
61% |
False |
False |
65 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9991 |
2.618 |
0.9922 |
1.618 |
0.9880 |
1.000 |
0.9854 |
0.618 |
0.9838 |
HIGH |
0.9812 |
0.618 |
0.9796 |
0.500 |
0.9791 |
0.382 |
0.9786 |
LOW |
0.9770 |
0.618 |
0.9744 |
1.000 |
0.9728 |
1.618 |
0.9702 |
2.618 |
0.9660 |
4.250 |
0.9592 |
|
|
Fisher Pivots for day following 07-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9803 |
0.9800 |
PP |
0.9797 |
0.9791 |
S1 |
0.9791 |
0.9783 |
|