CME Japanese Yen Future March 2015
Trading Metrics calculated at close of trading on 01-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2014 |
01-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
0.9741 |
0.9770 |
0.0029 |
0.3% |
0.9835 |
High |
0.9741 |
0.9770 |
0.0029 |
0.3% |
0.9835 |
Low |
0.9741 |
0.9770 |
0.0029 |
0.3% |
0.9740 |
Close |
0.9741 |
0.9770 |
0.0029 |
0.3% |
0.9770 |
Range |
|
|
|
|
|
ATR |
0.0021 |
0.0021 |
0.0001 |
2.8% |
0.0000 |
Volume |
5 |
5 |
0 |
0.0% |
13 |
|
Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9770 |
0.9770 |
0.9770 |
|
R3 |
0.9770 |
0.9770 |
0.9770 |
|
R2 |
0.9770 |
0.9770 |
0.9770 |
|
R1 |
0.9770 |
0.9770 |
0.9770 |
0.9770 |
PP |
0.9770 |
0.9770 |
0.9770 |
0.9770 |
S1 |
0.9770 |
0.9770 |
0.9770 |
0.9770 |
S2 |
0.9770 |
0.9770 |
0.9770 |
|
S3 |
0.9770 |
0.9770 |
0.9770 |
|
S4 |
0.9770 |
0.9770 |
0.9770 |
|
|
Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0067 |
1.0013 |
0.9822 |
|
R3 |
0.9972 |
0.9918 |
0.9796 |
|
R2 |
0.9877 |
0.9877 |
0.9787 |
|
R1 |
0.9823 |
0.9823 |
0.9779 |
0.9803 |
PP |
0.9782 |
0.9782 |
0.9782 |
0.9771 |
S1 |
0.9728 |
0.9728 |
0.9761 |
0.9708 |
S2 |
0.9687 |
0.9687 |
0.9753 |
|
S3 |
0.9592 |
0.9633 |
0.9744 |
|
S4 |
0.9497 |
0.9538 |
0.9718 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9835 |
0.9740 |
0.0095 |
1.0% |
0.0009 |
0.1% |
32% |
False |
False |
2 |
10 |
0.9886 |
0.9740 |
0.0146 |
1.5% |
0.0005 |
0.0% |
21% |
False |
False |
2 |
20 |
0.9896 |
0.9740 |
0.0156 |
1.6% |
0.0002 |
0.0% |
19% |
False |
False |
16 |
40 |
0.9921 |
0.9740 |
0.0181 |
1.9% |
0.0007 |
0.1% |
17% |
False |
False |
11 |
60 |
0.9921 |
0.9740 |
0.0181 |
1.9% |
0.0006 |
0.1% |
17% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9770 |
2.618 |
0.9770 |
1.618 |
0.9770 |
1.000 |
0.9770 |
0.618 |
0.9770 |
HIGH |
0.9770 |
0.618 |
0.9770 |
0.500 |
0.9770 |
0.382 |
0.9770 |
LOW |
0.9770 |
0.618 |
0.9770 |
1.000 |
0.9770 |
1.618 |
0.9770 |
2.618 |
0.9770 |
4.250 |
0.9770 |
|
|
Fisher Pivots for day following 01-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9770 |
0.9767 |
PP |
0.9770 |
0.9765 |
S1 |
0.9770 |
0.9762 |
|