CME Japanese Yen Future March 2015
Trading Metrics calculated at close of trading on 18-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2014 |
18-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
0.9766 |
0.9765 |
-0.0001 |
0.0% |
0.9805 |
High |
0.9790 |
0.9765 |
-0.0025 |
-0.3% |
0.9805 |
Low |
0.9760 |
0.9765 |
0.0005 |
0.1% |
0.9760 |
Close |
0.9790 |
0.9765 |
-0.0025 |
-0.3% |
0.9790 |
Range |
0.0030 |
0.0000 |
-0.0030 |
-100.0% |
0.0045 |
ATR |
0.0019 |
0.0019 |
0.0000 |
2.5% |
0.0000 |
Volume |
12 |
19 |
7 |
58.3% |
167 |
|
Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9765 |
0.9765 |
0.9765 |
|
R3 |
0.9765 |
0.9765 |
0.9765 |
|
R2 |
0.9765 |
0.9765 |
0.9765 |
|
R1 |
0.9765 |
0.9765 |
0.9765 |
0.9765 |
PP |
0.9765 |
0.9765 |
0.9765 |
0.9765 |
S1 |
0.9765 |
0.9765 |
0.9765 |
0.9765 |
S2 |
0.9765 |
0.9765 |
0.9765 |
|
S3 |
0.9765 |
0.9765 |
0.9765 |
|
S4 |
0.9765 |
0.9765 |
0.9765 |
|
|
Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9920 |
0.9900 |
0.9815 |
|
R3 |
0.9875 |
0.9855 |
0.9802 |
|
R2 |
0.9830 |
0.9830 |
0.9798 |
|
R1 |
0.9810 |
0.9810 |
0.9794 |
0.9798 |
PP |
0.9785 |
0.9785 |
0.9785 |
0.9779 |
S1 |
0.9765 |
0.9765 |
0.9786 |
0.9753 |
S2 |
0.9740 |
0.9740 |
0.9782 |
|
S3 |
0.9695 |
0.9720 |
0.9778 |
|
S4 |
0.9650 |
0.9675 |
0.9765 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9803 |
0.9760 |
0.0043 |
0.4% |
0.0011 |
0.1% |
12% |
False |
False |
23 |
10 |
0.9836 |
0.9760 |
0.0076 |
0.8% |
0.0007 |
0.1% |
7% |
False |
False |
33 |
20 |
0.9878 |
0.9740 |
0.0138 |
1.4% |
0.0006 |
0.1% |
18% |
False |
False |
17 |
40 |
0.9921 |
0.9740 |
0.0181 |
1.9% |
0.0007 |
0.1% |
14% |
False |
False |
18 |
60 |
0.9921 |
0.9740 |
0.0181 |
1.9% |
0.0007 |
0.1% |
14% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9765 |
2.618 |
0.9765 |
1.618 |
0.9765 |
1.000 |
0.9765 |
0.618 |
0.9765 |
HIGH |
0.9765 |
0.618 |
0.9765 |
0.500 |
0.9765 |
0.382 |
0.9765 |
LOW |
0.9765 |
0.618 |
0.9765 |
1.000 |
0.9765 |
1.618 |
0.9765 |
2.618 |
0.9765 |
4.250 |
0.9765 |
|
|
Fisher Pivots for day following 18-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9765 |
0.9775 |
PP |
0.9765 |
0.9772 |
S1 |
0.9765 |
0.9768 |
|