CME Japanese Yen Future March 2015
Trading Metrics calculated at close of trading on 03-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2014 |
03-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
0.9865 |
0.9820 |
-0.0045 |
-0.5% |
0.9833 |
High |
0.9865 |
0.9820 |
-0.0045 |
-0.5% |
0.9921 |
Low |
0.9841 |
0.9792 |
-0.0049 |
-0.5% |
0.9818 |
Close |
0.9841 |
0.9804 |
-0.0037 |
-0.4% |
0.9884 |
Range |
0.0024 |
0.0028 |
0.0004 |
16.7% |
0.0103 |
ATR |
0.0026 |
0.0028 |
0.0002 |
6.3% |
0.0000 |
Volume |
2 |
14 |
12 |
600.0% |
40 |
|
Daily Pivots for day following 03-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9889 |
0.9875 |
0.9819 |
|
R3 |
0.9861 |
0.9847 |
0.9812 |
|
R2 |
0.9833 |
0.9833 |
0.9809 |
|
R1 |
0.9819 |
0.9819 |
0.9807 |
0.9812 |
PP |
0.9805 |
0.9805 |
0.9805 |
0.9802 |
S1 |
0.9791 |
0.9791 |
0.9801 |
0.9784 |
S2 |
0.9777 |
0.9777 |
0.9799 |
|
S3 |
0.9749 |
0.9763 |
0.9796 |
|
S4 |
0.9721 |
0.9735 |
0.9789 |
|
|
Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0183 |
1.0137 |
0.9941 |
|
R3 |
1.0080 |
1.0034 |
0.9912 |
|
R2 |
0.9977 |
0.9977 |
0.9903 |
|
R1 |
0.9931 |
0.9931 |
0.9893 |
0.9954 |
PP |
0.9874 |
0.9874 |
0.9874 |
0.9886 |
S1 |
0.9828 |
0.9828 |
0.9875 |
0.9851 |
S2 |
0.9771 |
0.9771 |
0.9865 |
|
S3 |
0.9668 |
0.9725 |
0.9856 |
|
S4 |
0.9565 |
0.9622 |
0.9827 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9939 |
2.618 |
0.9893 |
1.618 |
0.9865 |
1.000 |
0.9848 |
0.618 |
0.9837 |
HIGH |
0.9820 |
0.618 |
0.9809 |
0.500 |
0.9806 |
0.382 |
0.9803 |
LOW |
0.9792 |
0.618 |
0.9775 |
1.000 |
0.9764 |
1.618 |
0.9747 |
2.618 |
0.9719 |
4.250 |
0.9673 |
|
|
Fisher Pivots for day following 03-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9806 |
0.9832 |
PP |
0.9805 |
0.9823 |
S1 |
0.9805 |
0.9813 |
|