CME Japanese Yen Future December 2014
Trading Metrics calculated at close of trading on 12-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2014 |
12-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
0.9802 |
0.9787 |
-0.0015 |
-0.2% |
0.9754 |
High |
0.9806 |
0.9800 |
-0.0006 |
-0.1% |
0.9860 |
Low |
0.9791 |
0.9779 |
-0.0012 |
-0.1% |
0.9724 |
Close |
0.9795 |
0.9793 |
-0.0002 |
0.0% |
0.9809 |
Range |
0.0015 |
0.0021 |
0.0006 |
40.0% |
0.0136 |
ATR |
0.0036 |
0.0035 |
-0.0001 |
-3.0% |
0.0000 |
Volume |
505 |
113 |
-392 |
-77.6% |
1,890 |
|
Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9854 |
0.9844 |
0.9805 |
|
R3 |
0.9833 |
0.9823 |
0.9799 |
|
R2 |
0.9812 |
0.9812 |
0.9797 |
|
R1 |
0.9802 |
0.9802 |
0.9795 |
0.9807 |
PP |
0.9791 |
0.9791 |
0.9791 |
0.9793 |
S1 |
0.9781 |
0.9781 |
0.9791 |
0.9786 |
S2 |
0.9770 |
0.9770 |
0.9789 |
|
S3 |
0.9749 |
0.9760 |
0.9787 |
|
S4 |
0.9728 |
0.9739 |
0.9781 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0206 |
1.0143 |
0.9884 |
|
R3 |
1.0070 |
1.0007 |
0.9846 |
|
R2 |
0.9934 |
0.9934 |
0.9834 |
|
R1 |
0.9871 |
0.9871 |
0.9821 |
0.9903 |
PP |
0.9798 |
0.9798 |
0.9798 |
0.9813 |
S1 |
0.9735 |
0.9735 |
0.9797 |
0.9767 |
S2 |
0.9662 |
0.9662 |
0.9784 |
|
S3 |
0.9526 |
0.9599 |
0.9772 |
|
S4 |
0.9390 |
0.9463 |
0.9734 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9860 |
0.9756 |
0.0104 |
1.1% |
0.0045 |
0.5% |
36% |
False |
False |
422 |
10 |
0.9860 |
0.9717 |
0.0143 |
1.5% |
0.0044 |
0.5% |
53% |
False |
False |
375 |
20 |
0.9900 |
0.9717 |
0.0183 |
1.9% |
0.0033 |
0.3% |
42% |
False |
False |
279 |
40 |
0.9902 |
0.9717 |
0.0185 |
1.9% |
0.0029 |
0.3% |
41% |
False |
False |
197 |
60 |
0.9930 |
0.9717 |
0.0213 |
2.2% |
0.0028 |
0.3% |
36% |
False |
False |
138 |
80 |
0.9930 |
0.9717 |
0.0213 |
2.2% |
0.0025 |
0.3% |
36% |
False |
False |
105 |
100 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0023 |
0.2% |
56% |
False |
False |
85 |
120 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0023 |
0.2% |
56% |
False |
False |
71 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9889 |
2.618 |
0.9855 |
1.618 |
0.9834 |
1.000 |
0.9821 |
0.618 |
0.9813 |
HIGH |
0.9800 |
0.618 |
0.9792 |
0.500 |
0.9790 |
0.382 |
0.9787 |
LOW |
0.9779 |
0.618 |
0.9766 |
1.000 |
0.9758 |
1.618 |
0.9745 |
2.618 |
0.9724 |
4.250 |
0.9690 |
|
|
Fisher Pivots for day following 12-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9792 |
0.9820 |
PP |
0.9791 |
0.9811 |
S1 |
0.9790 |
0.9802 |
|