CME Japanese Yen Future December 2014
Trading Metrics calculated at close of trading on 18-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2014 |
18-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
0.9767 |
0.9773 |
0.0006 |
0.1% |
0.9802 |
High |
0.9796 |
0.9786 |
-0.0010 |
-0.1% |
0.9806 |
Low |
0.9745 |
0.9755 |
0.0010 |
0.1% |
0.9745 |
Close |
0.9780 |
0.9755 |
-0.0025 |
-0.3% |
0.9780 |
Range |
0.0051 |
0.0031 |
-0.0020 |
-39.2% |
0.0061 |
ATR |
0.0036 |
0.0035 |
0.0000 |
-0.9% |
0.0000 |
Volume |
318 |
627 |
309 |
97.2% |
2,157 |
|
Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9858 |
0.9838 |
0.9772 |
|
R3 |
0.9827 |
0.9807 |
0.9764 |
|
R2 |
0.9796 |
0.9796 |
0.9761 |
|
R1 |
0.9776 |
0.9776 |
0.9758 |
0.9771 |
PP |
0.9765 |
0.9765 |
0.9765 |
0.9763 |
S1 |
0.9745 |
0.9745 |
0.9752 |
0.9740 |
S2 |
0.9734 |
0.9734 |
0.9749 |
|
S3 |
0.9703 |
0.9714 |
0.9746 |
|
S4 |
0.9672 |
0.9683 |
0.9738 |
|
|
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 |
0.9800 |
0.9745 |
0.0055 |
0.6% |
0.0032 |
0.3% |
18% |
False |
False |
455 |
10 |
0.9860 |
0.9724 |
0.0136 |
1.4% |
0.0040 |
0.4% |
23% |
False |
False |
432 |
20 |
0.9877 |
0.9717 |
0.0160 |
1.6% |
0.0036 |
0.4% |
24% |
False |
False |
369 |
40 |
0.9902 |
0.9717 |
0.0185 |
1.9% |
0.0032 |
0.3% |
21% |
False |
False |
249 |
60 |
0.9902 |
0.9717 |
0.0185 |
1.9% |
0.0028 |
0.3% |
21% |
False |
False |
173 |
80 |
0.9930 |
0.9717 |
0.0213 |
2.2% |
0.0027 |
0.3% |
18% |
False |
False |
132 |
100 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0024 |
0.3% |
44% |
False |
False |
106 |
120 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0024 |
0.2% |
44% |
False |
False |
89 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9918 |
2.618 |
0.9867 |
1.618 |
0.9836 |
1.000 |
0.9817 |
0.618 |
0.9805 |
HIGH |
0.9786 |
0.618 |
0.9774 |
0.500 |
0.9771 |
0.382 |
0.9767 |
LOW |
0.9755 |
0.618 |
0.9736 |
1.000 |
0.9724 |
1.618 |
0.9705 |
2.618 |
0.9674 |
4.250 |
0.9623 |
|
|
Fisher Pivots for day following 18-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9771 |
0.9771 |
PP |
0.9765 |
0.9765 |
S1 |
0.9760 |
0.9760 |
|