CME Japanese Yen Future March 2015
Trading Metrics calculated at close of trading on 24-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2014 |
24-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
0.9867 |
0.9840 |
-0.0027 |
-0.3% |
0.9864 |
High |
0.9867 |
0.9840 |
-0.0027 |
-0.3% |
0.9892 |
Low |
0.9867 |
0.9840 |
-0.0027 |
-0.3% |
0.9850 |
Close |
0.9867 |
0.9840 |
-0.0027 |
-0.3% |
0.9887 |
Range |
|
|
|
|
|
ATR |
0.0020 |
0.0020 |
0.0001 |
2.7% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
48 |
|
Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9840 |
0.9840 |
0.9840 |
|
R3 |
0.9840 |
0.9840 |
0.9840 |
|
R2 |
0.9840 |
0.9840 |
0.9840 |
|
R1 |
0.9840 |
0.9840 |
0.9840 |
0.9840 |
PP |
0.9840 |
0.9840 |
0.9840 |
0.9840 |
S1 |
0.9840 |
0.9840 |
0.9840 |
0.9840 |
S2 |
0.9840 |
0.9840 |
0.9840 |
|
S3 |
0.9840 |
0.9840 |
0.9840 |
|
S4 |
0.9840 |
0.9840 |
0.9840 |
|
|
Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0002 |
0.9987 |
0.9910 |
|
R3 |
0.9960 |
0.9945 |
0.9899 |
|
R2 |
0.9918 |
0.9918 |
0.9895 |
|
R1 |
0.9903 |
0.9903 |
0.9891 |
0.9911 |
PP |
0.9876 |
0.9876 |
0.9876 |
0.9880 |
S1 |
0.9861 |
0.9861 |
0.9883 |
0.9869 |
S2 |
0.9834 |
0.9834 |
0.9879 |
|
S3 |
0.9792 |
0.9819 |
0.9875 |
|
S4 |
0.9750 |
0.9777 |
0.9864 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9887 |
0.9840 |
0.0047 |
0.5% |
0.0000 |
0.0% |
0% |
False |
True |
4 |
10 |
0.9892 |
0.9840 |
0.0052 |
0.5% |
0.0000 |
0.0% |
0% |
False |
True |
7 |
20 |
0.9896 |
0.9792 |
0.0104 |
1.1% |
0.0003 |
0.0% |
46% |
False |
False |
18 |
40 |
0.9921 |
0.9758 |
0.0163 |
1.7% |
0.0007 |
0.1% |
50% |
False |
False |
11 |
60 |
0.9921 |
0.9758 |
0.0163 |
1.7% |
0.0006 |
0.1% |
50% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9840 |
2.618 |
0.9840 |
1.618 |
0.9840 |
1.000 |
0.9840 |
0.618 |
0.9840 |
HIGH |
0.9840 |
0.618 |
0.9840 |
0.500 |
0.9840 |
0.382 |
0.9840 |
LOW |
0.9840 |
0.618 |
0.9840 |
1.000 |
0.9840 |
1.618 |
0.9840 |
2.618 |
0.9840 |
4.250 |
0.9840 |
|
|
Fisher Pivots for day following 24-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9840 |
0.9859 |
PP |
0.9840 |
0.9853 |
S1 |
0.9840 |
0.9846 |
|