CME Japanese Yen Future March 2015
Trading Metrics calculated at close of trading on 21-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
0.9692 |
0.9653 |
-0.0039 |
-0.4% |
0.9805 |
High |
0.9692 |
0.9653 |
-0.0039 |
-0.4% |
0.9805 |
Low |
0.9659 |
0.9653 |
-0.0006 |
-0.1% |
0.9760 |
Close |
0.9659 |
0.9653 |
-0.0006 |
-0.1% |
0.9790 |
Range |
0.0033 |
0.0000 |
-0.0033 |
-100.0% |
0.0045 |
ATR |
0.0024 |
0.0023 |
-0.0001 |
-5.3% |
0.0000 |
Volume |
13 |
4 |
-9 |
-69.2% |
167 |
|
Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9653 |
0.9653 |
0.9653 |
|
R3 |
0.9653 |
0.9653 |
0.9653 |
|
R2 |
0.9653 |
0.9653 |
0.9653 |
|
R1 |
0.9653 |
0.9653 |
0.9653 |
0.9653 |
PP |
0.9653 |
0.9653 |
0.9653 |
0.9653 |
S1 |
0.9653 |
0.9653 |
0.9653 |
0.9653 |
S2 |
0.9653 |
0.9653 |
0.9653 |
|
S3 |
0.9653 |
0.9653 |
0.9653 |
|
S4 |
0.9653 |
0.9653 |
0.9653 |
|
|
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 |
0.9790 |
0.9653 |
0.0137 |
1.4% |
0.0018 |
0.2% |
0% |
False |
True |
13 |
10 |
0.9819 |
0.9653 |
0.0166 |
1.7% |
0.0011 |
0.1% |
0% |
False |
True |
29 |
20 |
0.9843 |
0.9653 |
0.0190 |
2.0% |
0.0009 |
0.1% |
0% |
False |
True |
19 |
40 |
0.9896 |
0.9653 |
0.0243 |
2.5% |
0.0006 |
0.1% |
0% |
False |
True |
19 |
60 |
0.9921 |
0.9653 |
0.0268 |
2.8% |
0.0007 |
0.1% |
0% |
False |
True |
14 |
80 |
0.9921 |
0.9653 |
0.0268 |
2.8% |
0.0006 |
0.1% |
0% |
False |
True |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9653 |
2.618 |
0.9653 |
1.618 |
0.9653 |
1.000 |
0.9653 |
0.618 |
0.9653 |
HIGH |
0.9653 |
0.618 |
0.9653 |
0.500 |
0.9653 |
0.382 |
0.9653 |
LOW |
0.9653 |
0.618 |
0.9653 |
1.000 |
0.9653 |
1.618 |
0.9653 |
2.618 |
0.9653 |
4.250 |
0.9653 |
|
|
Fisher Pivots for day following 21-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9653 |
0.9707 |
PP |
0.9653 |
0.9689 |
S1 |
0.9653 |
0.9671 |
|