CME Japanese Yen Future March 2015
Trading Metrics calculated at close of trading on 07-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2014 |
07-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
0.9823 |
0.9819 |
-0.0004 |
0.0% |
0.9835 |
High |
0.9836 |
0.9819 |
-0.0017 |
-0.2% |
0.9835 |
Low |
0.9820 |
0.9819 |
-0.0001 |
0.0% |
0.9740 |
Close |
0.9820 |
0.9819 |
-0.0001 |
0.0% |
0.9770 |
Range |
0.0016 |
0.0000 |
-0.0016 |
-100.0% |
0.0095 |
ATR |
0.0022 |
0.0021 |
-0.0002 |
-6.8% |
0.0000 |
Volume |
5 |
69 |
64 |
1,280.0% |
13 |
|
Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9819 |
0.9819 |
0.9819 |
|
R3 |
0.9819 |
0.9819 |
0.9819 |
|
R2 |
0.9819 |
0.9819 |
0.9819 |
|
R1 |
0.9819 |
0.9819 |
0.9819 |
0.9819 |
PP |
0.9819 |
0.9819 |
0.9819 |
0.9819 |
S1 |
0.9819 |
0.9819 |
0.9819 |
0.9819 |
S2 |
0.9819 |
0.9819 |
0.9819 |
|
S3 |
0.9819 |
0.9819 |
0.9819 |
|
S4 |
0.9819 |
0.9819 |
0.9819 |
|
|
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 |
0.9836 |
0.9769 |
0.0067 |
0.7% |
0.0003 |
0.0% |
75% |
False |
False |
17 |
10 |
0.9843 |
0.9740 |
0.0103 |
1.0% |
0.0006 |
0.1% |
77% |
False |
False |
9 |
20 |
0.9892 |
0.9740 |
0.0152 |
1.5% |
0.0003 |
0.0% |
52% |
False |
False |
8 |
40 |
0.9921 |
0.9740 |
0.0181 |
1.8% |
0.0007 |
0.1% |
44% |
False |
False |
12 |
60 |
0.9921 |
0.9740 |
0.0181 |
1.8% |
0.0006 |
0.1% |
44% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9819 |
2.618 |
0.9819 |
1.618 |
0.9819 |
1.000 |
0.9819 |
0.618 |
0.9819 |
HIGH |
0.9819 |
0.618 |
0.9819 |
0.500 |
0.9819 |
0.382 |
0.9819 |
LOW |
0.9819 |
0.618 |
0.9819 |
1.000 |
0.9819 |
1.618 |
0.9819 |
2.618 |
0.9819 |
4.250 |
0.9819 |
|
|
Fisher Pivots for day following 07-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9819 |
0.9814 |
PP |
0.9819 |
0.9808 |
S1 |
0.9819 |
0.9803 |
|