CME Japanese Yen Future March 2015
Trading Metrics calculated at close of trading on 11-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
0.9819 |
0.9805 |
-0.0014 |
-0.1% |
0.9771 |
High |
0.9819 |
0.9805 |
-0.0014 |
-0.1% |
0.9836 |
Low |
0.9819 |
0.9805 |
-0.0014 |
-0.1% |
0.9769 |
Close |
0.9819 |
0.9805 |
-0.0014 |
-0.1% |
0.9819 |
Range |
|
|
|
|
|
ATR |
0.0019 |
0.0019 |
0.0000 |
-1.9% |
0.0000 |
Volume |
69 |
69 |
0 |
0.0% |
153 |
|
Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9805 |
0.9805 |
0.9805 |
|
R3 |
0.9805 |
0.9805 |
0.9805 |
|
R2 |
0.9805 |
0.9805 |
0.9805 |
|
R1 |
0.9805 |
0.9805 |
0.9805 |
0.9805 |
PP |
0.9805 |
0.9805 |
0.9805 |
0.9805 |
S1 |
0.9805 |
0.9805 |
0.9805 |
0.9805 |
S2 |
0.9805 |
0.9805 |
0.9805 |
|
S3 |
0.9805 |
0.9805 |
0.9805 |
|
S4 |
0.9805 |
0.9805 |
0.9805 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0009 |
0.9981 |
0.9856 |
|
R3 |
0.9942 |
0.9914 |
0.9837 |
|
R2 |
0.9875 |
0.9875 |
0.9831 |
|
R1 |
0.9847 |
0.9847 |
0.9825 |
0.9861 |
PP |
0.9808 |
0.9808 |
0.9808 |
0.9815 |
S1 |
0.9780 |
0.9780 |
0.9813 |
0.9794 |
S2 |
0.9741 |
0.9741 |
0.9807 |
|
S3 |
0.9674 |
0.9713 |
0.9801 |
|
S4 |
0.9607 |
0.9646 |
0.9782 |
|
|
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% |
54% |
False |
False |
43 |
10 |
0.9836 |
0.9740 |
0.0096 |
1.0% |
0.0006 |
0.1% |
68% |
False |
False |
23 |
20 |
0.9892 |
0.9740 |
0.0152 |
1.6% |
0.0003 |
0.0% |
43% |
False |
False |
14 |
40 |
0.9921 |
0.9740 |
0.0181 |
1.8% |
0.0006 |
0.1% |
36% |
False |
False |
16 |
60 |
0.9921 |
0.9740 |
0.0181 |
1.8% |
0.0006 |
0.1% |
36% |
False |
False |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9805 |
2.618 |
0.9805 |
1.618 |
0.9805 |
1.000 |
0.9805 |
0.618 |
0.9805 |
HIGH |
0.9805 |
0.618 |
0.9805 |
0.500 |
0.9805 |
0.382 |
0.9805 |
LOW |
0.9805 |
0.618 |
0.9805 |
1.000 |
0.9805 |
1.618 |
0.9805 |
2.618 |
0.9805 |
4.250 |
0.9805 |
|
|
Fisher Pivots for day following 11-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9805 |
0.9812 |
PP |
0.9805 |
0.9810 |
S1 |
0.9805 |
0.9807 |
|