CME Japanese Yen Future December 2014
Trading Metrics calculated at close of trading on 15-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
0.9768 |
0.9767 |
-0.0001 |
0.0% |
0.9802 |
High |
0.9782 |
0.9796 |
0.0014 |
0.1% |
0.9806 |
Low |
0.9750 |
0.9745 |
-0.0005 |
-0.1% |
0.9745 |
Close |
0.9767 |
0.9780 |
0.0013 |
0.1% |
0.9780 |
Range |
0.0032 |
0.0051 |
0.0019 |
59.4% |
0.0061 |
ATR |
0.0034 |
0.0036 |
0.0001 |
3.4% |
0.0000 |
Volume |
772 |
318 |
-454 |
-58.8% |
2,157 |
|
Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9927 |
0.9904 |
0.9808 |
|
R3 |
0.9876 |
0.9853 |
0.9794 |
|
R2 |
0.9825 |
0.9825 |
0.9789 |
|
R1 |
0.9802 |
0.9802 |
0.9785 |
0.9814 |
PP |
0.9774 |
0.9774 |
0.9774 |
0.9779 |
S1 |
0.9751 |
0.9751 |
0.9775 |
0.9763 |
S2 |
0.9723 |
0.9723 |
0.9771 |
|
S3 |
0.9672 |
0.9700 |
0.9766 |
|
S4 |
0.9621 |
0.9649 |
0.9752 |
|
|
Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9960 |
0.9931 |
0.9814 |
|
R3 |
0.9899 |
0.9870 |
0.9797 |
|
R2 |
0.9838 |
0.9838 |
0.9791 |
|
R1 |
0.9809 |
0.9809 |
0.9786 |
0.9793 |
PP |
0.9777 |
0.9777 |
0.9777 |
0.9769 |
S1 |
0.9748 |
0.9748 |
0.9774 |
0.9732 |
S2 |
0.9716 |
0.9716 |
0.9769 |
|
S3 |
0.9655 |
0.9687 |
0.9763 |
|
S4 |
0.9594 |
0.9626 |
0.9746 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9806 |
0.9745 |
0.0061 |
0.6% |
0.0029 |
0.3% |
57% |
False |
True |
431 |
10 |
0.9860 |
0.9724 |
0.0136 |
1.4% |
0.0039 |
0.4% |
41% |
False |
False |
404 |
20 |
0.9886 |
0.9717 |
0.0169 |
1.7% |
0.0035 |
0.4% |
37% |
False |
False |
343 |
40 |
0.9902 |
0.9717 |
0.0185 |
1.9% |
0.0031 |
0.3% |
34% |
False |
False |
234 |
60 |
0.9902 |
0.9717 |
0.0185 |
1.9% |
0.0028 |
0.3% |
34% |
False |
False |
163 |
80 |
0.9930 |
0.9717 |
0.0213 |
2.2% |
0.0027 |
0.3% |
30% |
False |
False |
124 |
100 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0024 |
0.2% |
52% |
False |
False |
100 |
120 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0023 |
0.2% |
52% |
False |
False |
84 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0013 |
2.618 |
0.9930 |
1.618 |
0.9879 |
1.000 |
0.9847 |
0.618 |
0.9828 |
HIGH |
0.9796 |
0.618 |
0.9777 |
0.500 |
0.9771 |
0.382 |
0.9764 |
LOW |
0.9745 |
0.618 |
0.9713 |
1.000 |
0.9694 |
1.618 |
0.9662 |
2.618 |
0.9611 |
4.250 |
0.9528 |
|
|
Fisher Pivots for day following 15-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9777 |
0.9777 |
PP |
0.9774 |
0.9774 |
S1 |
0.9771 |
0.9771 |
|