CME Japanese Yen Future December 2014
Trading Metrics calculated at close of trading on 13-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2014 |
13-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
0.9787 |
0.9783 |
-0.0004 |
0.0% |
0.9754 |
High |
0.9800 |
0.9790 |
-0.0010 |
-0.1% |
0.9860 |
Low |
0.9779 |
0.9763 |
-0.0016 |
-0.2% |
0.9724 |
Close |
0.9793 |
0.9768 |
-0.0025 |
-0.3% |
0.9809 |
Range |
0.0021 |
0.0027 |
0.0006 |
28.6% |
0.0136 |
ATR |
0.0035 |
0.0035 |
0.0000 |
-1.0% |
0.0000 |
Volume |
113 |
449 |
336 |
297.3% |
1,890 |
|
Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9855 |
0.9838 |
0.9783 |
|
R3 |
0.9828 |
0.9811 |
0.9775 |
|
R2 |
0.9801 |
0.9801 |
0.9773 |
|
R1 |
0.9784 |
0.9784 |
0.9770 |
0.9779 |
PP |
0.9774 |
0.9774 |
0.9774 |
0.9771 |
S1 |
0.9757 |
0.9757 |
0.9766 |
0.9752 |
S2 |
0.9747 |
0.9747 |
0.9763 |
|
S3 |
0.9720 |
0.9730 |
0.9761 |
|
S4 |
0.9693 |
0.9703 |
0.9753 |
|
|
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 |
0.9763 |
0.0097 |
1.0% |
0.0033 |
0.3% |
5% |
False |
True |
456 |
10 |
0.9860 |
0.9717 |
0.0143 |
1.5% |
0.0039 |
0.4% |
36% |
False |
False |
396 |
20 |
0.9900 |
0.9717 |
0.0183 |
1.9% |
0.0034 |
0.3% |
28% |
False |
False |
295 |
40 |
0.9902 |
0.9717 |
0.0185 |
1.9% |
0.0030 |
0.3% |
28% |
False |
False |
208 |
60 |
0.9930 |
0.9717 |
0.0213 |
2.2% |
0.0028 |
0.3% |
24% |
False |
False |
145 |
80 |
0.9930 |
0.9717 |
0.0213 |
2.2% |
0.0026 |
0.3% |
24% |
False |
False |
110 |
100 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0024 |
0.2% |
48% |
False |
False |
89 |
120 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0023 |
0.2% |
48% |
False |
False |
75 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9905 |
2.618 |
0.9861 |
1.618 |
0.9834 |
1.000 |
0.9817 |
0.618 |
0.9807 |
HIGH |
0.9790 |
0.618 |
0.9780 |
0.500 |
0.9777 |
0.382 |
0.9773 |
LOW |
0.9763 |
0.618 |
0.9746 |
1.000 |
0.9736 |
1.618 |
0.9719 |
2.618 |
0.9692 |
4.250 |
0.9648 |
|
|
Fisher Pivots for day following 13-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9777 |
0.9785 |
PP |
0.9774 |
0.9779 |
S1 |
0.9771 |
0.9774 |
|