CME Japanese Yen Future March 2015
Trading Metrics calculated at close of trading on 12-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2014 |
12-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
0.9805 |
0.9790 |
-0.0015 |
-0.2% |
0.9771 |
High |
0.9805 |
0.9803 |
-0.0002 |
0.0% |
0.9836 |
Low |
0.9805 |
0.9790 |
-0.0015 |
-0.2% |
0.9769 |
Close |
0.9805 |
0.9803 |
-0.0002 |
0.0% |
0.9819 |
Range |
0.0000 |
0.0013 |
0.0013 |
|
0.0067 |
ATR |
0.0019 |
0.0018 |
0.0000 |
-1.4% |
0.0000 |
Volume |
69 |
69 |
0 |
0.0% |
153 |
|
Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9838 |
0.9833 |
0.9810 |
|
R3 |
0.9825 |
0.9820 |
0.9807 |
|
R2 |
0.9812 |
0.9812 |
0.9805 |
|
R1 |
0.9807 |
0.9807 |
0.9804 |
0.9810 |
PP |
0.9799 |
0.9799 |
0.9799 |
0.9800 |
S1 |
0.9794 |
0.9794 |
0.9802 |
0.9797 |
S2 |
0.9786 |
0.9786 |
0.9801 |
|
S3 |
0.9773 |
0.9781 |
0.9799 |
|
S4 |
0.9760 |
0.9768 |
0.9796 |
|
|
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 |
0.9790 |
0.0046 |
0.5% |
0.0006 |
0.1% |
28% |
False |
True |
56 |
10 |
0.9836 |
0.9740 |
0.0096 |
1.0% |
0.0007 |
0.1% |
66% |
False |
False |
30 |
20 |
0.9892 |
0.9740 |
0.0152 |
1.6% |
0.0004 |
0.0% |
41% |
False |
False |
17 |
40 |
0.9921 |
0.9740 |
0.0181 |
1.8% |
0.0006 |
0.1% |
35% |
False |
False |
17 |
60 |
0.9921 |
0.9740 |
0.0181 |
1.8% |
0.0006 |
0.1% |
35% |
False |
False |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9858 |
2.618 |
0.9837 |
1.618 |
0.9824 |
1.000 |
0.9816 |
0.618 |
0.9811 |
HIGH |
0.9803 |
0.618 |
0.9798 |
0.500 |
0.9797 |
0.382 |
0.9795 |
LOW |
0.9790 |
0.618 |
0.9782 |
1.000 |
0.9777 |
1.618 |
0.9769 |
2.618 |
0.9756 |
4.250 |
0.9735 |
|
|
Fisher Pivots for day following 12-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9801 |
0.9805 |
PP |
0.9799 |
0.9804 |
S1 |
0.9797 |
0.9804 |
|