CME Japanese Yen Future March 2015
Trading Metrics calculated at close of trading on 30-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2014 |
30-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
0.9811 |
0.9784 |
-0.0027 |
-0.3% |
0.9886 |
High |
0.9811 |
0.9784 |
-0.0027 |
-0.3% |
0.9886 |
Low |
0.9811 |
0.9740 |
-0.0071 |
-0.7% |
0.9840 |
Close |
0.9811 |
0.9740 |
-0.0071 |
-0.7% |
0.9843 |
Range |
0.0000 |
0.0044 |
0.0044 |
|
0.0046 |
ATR |
0.0019 |
0.0022 |
0.0004 |
20.3% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
14 |
|
Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9887 |
0.9857 |
0.9764 |
|
R3 |
0.9843 |
0.9813 |
0.9752 |
|
R2 |
0.9799 |
0.9799 |
0.9748 |
|
R1 |
0.9769 |
0.9769 |
0.9744 |
0.9762 |
PP |
0.9755 |
0.9755 |
0.9755 |
0.9751 |
S1 |
0.9725 |
0.9725 |
0.9736 |
0.9718 |
S2 |
0.9711 |
0.9711 |
0.9732 |
|
S3 |
0.9667 |
0.9681 |
0.9728 |
|
S4 |
0.9623 |
0.9637 |
0.9716 |
|
|
Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9994 |
0.9965 |
0.9868 |
|
R3 |
0.9948 |
0.9919 |
0.9856 |
|
R2 |
0.9902 |
0.9902 |
0.9851 |
|
R1 |
0.9873 |
0.9873 |
0.9847 |
0.9865 |
PP |
0.9856 |
0.9856 |
0.9856 |
0.9852 |
S1 |
0.9827 |
0.9827 |
0.9839 |
0.9819 |
S2 |
0.9810 |
0.9810 |
0.9835 |
|
S3 |
0.9764 |
0.9781 |
0.9830 |
|
S4 |
0.9718 |
0.9735 |
0.9818 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9843 |
0.9740 |
0.0103 |
1.1% |
0.0009 |
0.1% |
0% |
False |
True |
1 |
10 |
0.9892 |
0.9740 |
0.0152 |
1.6% |
0.0005 |
0.0% |
0% |
False |
True |
3 |
20 |
0.9896 |
0.9740 |
0.0156 |
1.6% |
0.0005 |
0.1% |
0% |
False |
True |
17 |
40 |
0.9921 |
0.9740 |
0.0181 |
1.9% |
0.0007 |
0.1% |
0% |
False |
True |
11 |
60 |
0.9921 |
0.9740 |
0.0181 |
1.9% |
0.0006 |
0.1% |
0% |
False |
True |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9971 |
2.618 |
0.9899 |
1.618 |
0.9855 |
1.000 |
0.9828 |
0.618 |
0.9811 |
HIGH |
0.9784 |
0.618 |
0.9767 |
0.500 |
0.9762 |
0.382 |
0.9757 |
LOW |
0.9740 |
0.618 |
0.9713 |
1.000 |
0.9696 |
1.618 |
0.9669 |
2.618 |
0.9625 |
4.250 |
0.9553 |
|
|
Fisher Pivots for day following 30-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9762 |
0.9788 |
PP |
0.9755 |
0.9772 |
S1 |
0.9747 |
0.9756 |
|