CME Japanese Yen Future December 2014
Trading Metrics calculated at close of trading on 04-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2014 |
04-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.9524 |
0.9545 |
0.0021 |
0.2% |
0.9606 |
High |
0.9554 |
0.9552 |
-0.0002 |
0.0% |
0.9662 |
Low |
0.9503 |
0.9497 |
-0.0006 |
-0.1% |
0.9599 |
Close |
0.9545 |
0.9510 |
-0.0035 |
-0.4% |
0.9613 |
Range |
0.0051 |
0.0055 |
0.0004 |
7.8% |
0.0063 |
ATR |
0.0044 |
0.0045 |
0.0001 |
1.8% |
0.0000 |
Volume |
6,096 |
14,407 |
8,311 |
136.3% |
6,664 |
|
Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9685 |
0.9652 |
0.9540 |
|
R3 |
0.9630 |
0.9597 |
0.9525 |
|
R2 |
0.9575 |
0.9575 |
0.9520 |
|
R1 |
0.9542 |
0.9542 |
0.9515 |
0.9531 |
PP |
0.9520 |
0.9520 |
0.9520 |
0.9514 |
S1 |
0.9487 |
0.9487 |
0.9505 |
0.9476 |
S2 |
0.9465 |
0.9465 |
0.9500 |
|
S3 |
0.9410 |
0.9432 |
0.9495 |
|
S4 |
0.9355 |
0.9377 |
0.9480 |
|
|
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 |
0.9497 |
0.0165 |
1.7% |
0.0057 |
0.6% |
8% |
False |
True |
6,123 |
10 |
0.9665 |
0.9497 |
0.0168 |
1.8% |
0.0047 |
0.5% |
8% |
False |
True |
3,643 |
20 |
0.9860 |
0.9497 |
0.0363 |
3.8% |
0.0044 |
0.5% |
4% |
False |
True |
2,109 |
40 |
0.9902 |
0.9497 |
0.0405 |
4.3% |
0.0037 |
0.4% |
3% |
False |
True |
1,156 |
60 |
0.9902 |
0.9497 |
0.0405 |
4.3% |
0.0034 |
0.4% |
3% |
False |
True |
806 |
80 |
0.9930 |
0.9497 |
0.0433 |
4.6% |
0.0031 |
0.3% |
3% |
False |
True |
609 |
100 |
0.9930 |
0.9497 |
0.0433 |
4.6% |
0.0028 |
0.3% |
3% |
False |
True |
488 |
120 |
0.9930 |
0.9497 |
0.0433 |
4.6% |
0.0026 |
0.3% |
3% |
False |
True |
407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9786 |
2.618 |
0.9696 |
1.618 |
0.9641 |
1.000 |
0.9607 |
0.618 |
0.9586 |
HIGH |
0.9552 |
0.618 |
0.9531 |
0.500 |
0.9525 |
0.382 |
0.9518 |
LOW |
0.9497 |
0.618 |
0.9463 |
1.000 |
0.9442 |
1.618 |
0.9408 |
2.618 |
0.9353 |
4.250 |
0.9263 |
|
|
Fisher Pivots for day following 04-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9525 |
0.9555 |
PP |
0.9520 |
0.9540 |
S1 |
0.9515 |
0.9525 |
|