CME Japanese Yen Future December 2014
Trading Metrics calculated at close of trading on 26-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
0.9606 |
0.9618 |
0.0012 |
0.1% |
0.9773 |
High |
0.9632 |
0.9642 |
0.0010 |
0.1% |
0.9786 |
Low |
0.9599 |
0.9608 |
0.0009 |
0.1% |
0.9606 |
Close |
0.9625 |
0.9615 |
-0.0010 |
-0.1% |
0.9630 |
Range |
0.0033 |
0.0034 |
0.0001 |
3.0% |
0.0180 |
ATR |
0.0039 |
0.0039 |
0.0000 |
-1.0% |
0.0000 |
Volume |
1,289 |
969 |
-320 |
-24.8% |
5,244 |
|
Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9724 |
0.9703 |
0.9634 |
|
R3 |
0.9690 |
0.9669 |
0.9624 |
|
R2 |
0.9656 |
0.9656 |
0.9621 |
|
R1 |
0.9635 |
0.9635 |
0.9618 |
0.9629 |
PP |
0.9622 |
0.9622 |
0.9622 |
0.9618 |
S1 |
0.9601 |
0.9601 |
0.9612 |
0.9595 |
S2 |
0.9588 |
0.9588 |
0.9609 |
|
S3 |
0.9554 |
0.9567 |
0.9606 |
|
S4 |
0.9520 |
0.9533 |
0.9596 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0214 |
1.0102 |
0.9729 |
|
R3 |
1.0034 |
0.9922 |
0.9680 |
|
R2 |
0.9854 |
0.9854 |
0.9663 |
|
R1 |
0.9742 |
0.9742 |
0.9647 |
0.9708 |
PP |
0.9674 |
0.9674 |
0.9674 |
0.9657 |
S1 |
0.9562 |
0.9562 |
0.9614 |
0.9528 |
S2 |
0.9494 |
0.9494 |
0.9597 |
|
S3 |
0.9314 |
0.9382 |
0.9581 |
|
S4 |
0.9134 |
0.9202 |
0.9531 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9725 |
0.9599 |
0.0126 |
1.3% |
0.0048 |
0.5% |
13% |
False |
False |
1,273 |
10 |
0.9796 |
0.9599 |
0.0197 |
2.0% |
0.0042 |
0.4% |
8% |
False |
False |
904 |
20 |
0.9860 |
0.9599 |
0.0261 |
2.7% |
0.0043 |
0.4% |
6% |
False |
False |
639 |
40 |
0.9902 |
0.9599 |
0.0303 |
3.2% |
0.0033 |
0.3% |
5% |
False |
False |
391 |
60 |
0.9902 |
0.9599 |
0.0303 |
3.2% |
0.0030 |
0.3% |
5% |
False |
False |
287 |
80 |
0.9930 |
0.9599 |
0.0331 |
3.4% |
0.0028 |
0.3% |
5% |
False |
False |
218 |
100 |
0.9930 |
0.9599 |
0.0331 |
3.4% |
0.0027 |
0.3% |
5% |
False |
False |
175 |
120 |
0.9930 |
0.9599 |
0.0331 |
3.4% |
0.0025 |
0.3% |
5% |
False |
False |
146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9787 |
2.618 |
0.9731 |
1.618 |
0.9697 |
1.000 |
0.9676 |
0.618 |
0.9663 |
HIGH |
0.9642 |
0.618 |
0.9629 |
0.500 |
0.9625 |
0.382 |
0.9621 |
LOW |
0.9608 |
0.618 |
0.9587 |
1.000 |
0.9574 |
1.618 |
0.9553 |
2.618 |
0.9519 |
4.250 |
0.9464 |
|
|
Fisher Pivots for day following 26-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9625 |
0.9632 |
PP |
0.9622 |
0.9626 |
S1 |
0.9618 |
0.9621 |
|