CME Japanese Yen Future December 2014
Trading Metrics calculated at close of trading on 02-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2014 |
02-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.9648 |
0.9607 |
-0.0041 |
-0.4% |
0.9606 |
High |
0.9648 |
0.9613 |
-0.0035 |
-0.4% |
0.9662 |
Low |
0.9612 |
0.9500 |
-0.0112 |
-1.2% |
0.9599 |
Close |
0.9613 |
0.9519 |
-0.0094 |
-1.0% |
0.9613 |
Range |
0.0036 |
0.0113 |
0.0077 |
213.9% |
0.0063 |
ATR |
0.0038 |
0.0044 |
0.0005 |
13.9% |
0.0000 |
Volume |
2,875 |
6,416 |
3,541 |
123.2% |
6,664 |
|
Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9883 |
0.9814 |
0.9581 |
|
R3 |
0.9770 |
0.9701 |
0.9550 |
|
R2 |
0.9657 |
0.9657 |
0.9540 |
|
R1 |
0.9588 |
0.9588 |
0.9529 |
0.9566 |
PP |
0.9544 |
0.9544 |
0.9544 |
0.9533 |
S1 |
0.9475 |
0.9475 |
0.9509 |
0.9453 |
S2 |
0.9431 |
0.9431 |
0.9498 |
|
S3 |
0.9318 |
0.9362 |
0.9488 |
|
S4 |
0.9205 |
0.9249 |
0.9457 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9814 |
0.9776 |
0.9648 |
|
R3 |
0.9751 |
0.9713 |
0.9630 |
|
R2 |
0.9688 |
0.9688 |
0.9625 |
|
R1 |
0.9650 |
0.9650 |
0.9619 |
0.9669 |
PP |
0.9625 |
0.9625 |
0.9625 |
0.9634 |
S1 |
0.9587 |
0.9587 |
0.9607 |
0.9606 |
S2 |
0.9562 |
0.9562 |
0.9601 |
|
S3 |
0.9499 |
0.9524 |
0.9596 |
|
S4 |
0.9436 |
0.9461 |
0.9578 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9662 |
0.9500 |
0.0162 |
1.7% |
0.0049 |
0.5% |
12% |
False |
True |
2,358 |
10 |
0.9762 |
0.9500 |
0.0262 |
2.8% |
0.0049 |
0.5% |
7% |
False |
True |
1,769 |
20 |
0.9860 |
0.9500 |
0.0360 |
3.8% |
0.0045 |
0.5% |
5% |
False |
True |
1,101 |
40 |
0.9902 |
0.9500 |
0.0402 |
4.2% |
0.0036 |
0.4% |
5% |
False |
True |
646 |
60 |
0.9902 |
0.9500 |
0.0402 |
4.2% |
0.0032 |
0.3% |
5% |
False |
True |
465 |
80 |
0.9930 |
0.9500 |
0.0430 |
4.5% |
0.0030 |
0.3% |
4% |
False |
True |
353 |
100 |
0.9930 |
0.9500 |
0.0430 |
4.5% |
0.0027 |
0.3% |
4% |
False |
True |
283 |
120 |
0.9930 |
0.9500 |
0.0430 |
4.5% |
0.0026 |
0.3% |
4% |
False |
True |
236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0093 |
2.618 |
0.9909 |
1.618 |
0.9796 |
1.000 |
0.9726 |
0.618 |
0.9683 |
HIGH |
0.9613 |
0.618 |
0.9570 |
0.500 |
0.9557 |
0.382 |
0.9543 |
LOW |
0.9500 |
0.618 |
0.9430 |
1.000 |
0.9387 |
1.618 |
0.9317 |
2.618 |
0.9204 |
4.250 |
0.9020 |
|
|
Fisher Pivots for day following 02-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9557 |
0.9581 |
PP |
0.9544 |
0.9560 |
S1 |
0.9532 |
0.9540 |
|