CME Japanese Yen Future March 2015
Trading Metrics calculated at close of trading on 25-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
0.9660 |
0.9634 |
-0.0026 |
-0.3% |
0.9765 |
High |
0.9662 |
0.9634 |
-0.0028 |
-0.3% |
0.9765 |
Low |
0.9639 |
0.9634 |
-0.0005 |
-0.1% |
0.9639 |
Close |
0.9639 |
0.9634 |
-0.0005 |
-0.1% |
0.9639 |
Range |
0.0023 |
0.0000 |
-0.0023 |
-100.0% |
0.0126 |
ATR |
0.0023 |
0.0021 |
-0.0001 |
-5.6% |
0.0000 |
Volume |
10 |
16 |
6 |
60.0% |
65 |
|
Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9634 |
0.9634 |
0.9634 |
|
R3 |
0.9634 |
0.9634 |
0.9634 |
|
R2 |
0.9634 |
0.9634 |
0.9634 |
|
R1 |
0.9634 |
0.9634 |
0.9634 |
0.9634 |
PP |
0.9634 |
0.9634 |
0.9634 |
0.9634 |
S1 |
0.9634 |
0.9634 |
0.9634 |
0.9634 |
S2 |
0.9634 |
0.9634 |
0.9634 |
|
S3 |
0.9634 |
0.9634 |
0.9634 |
|
S4 |
0.9634 |
0.9634 |
0.9634 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0059 |
0.9975 |
0.9708 |
|
R3 |
0.9933 |
0.9849 |
0.9674 |
|
R2 |
0.9807 |
0.9807 |
0.9662 |
|
R1 |
0.9723 |
0.9723 |
0.9651 |
0.9702 |
PP |
0.9681 |
0.9681 |
0.9681 |
0.9671 |
S1 |
0.9597 |
0.9597 |
0.9627 |
0.9576 |
S2 |
0.9555 |
0.9555 |
0.9616 |
|
S3 |
0.9429 |
0.9471 |
0.9604 |
|
S4 |
0.9303 |
0.9345 |
0.9570 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9760 |
0.9634 |
0.0126 |
1.3% |
0.0016 |
0.2% |
0% |
False |
True |
12 |
10 |
0.9803 |
0.9634 |
0.0169 |
1.8% |
0.0014 |
0.1% |
0% |
False |
True |
17 |
20 |
0.9836 |
0.9634 |
0.0202 |
2.1% |
0.0010 |
0.1% |
0% |
False |
True |
20 |
40 |
0.9896 |
0.9634 |
0.0262 |
2.7% |
0.0006 |
0.1% |
0% |
False |
True |
18 |
60 |
0.9921 |
0.9634 |
0.0287 |
3.0% |
0.0008 |
0.1% |
0% |
False |
True |
14 |
80 |
0.9921 |
0.9634 |
0.0287 |
3.0% |
0.0006 |
0.1% |
0% |
False |
True |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9634 |
2.618 |
0.9634 |
1.618 |
0.9634 |
1.000 |
0.9634 |
0.618 |
0.9634 |
HIGH |
0.9634 |
0.618 |
0.9634 |
0.500 |
0.9634 |
0.382 |
0.9634 |
LOW |
0.9634 |
0.618 |
0.9634 |
1.000 |
0.9634 |
1.618 |
0.9634 |
2.618 |
0.9634 |
4.250 |
0.9634 |
|
|
Fisher Pivots for day following 25-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9634 |
0.9648 |
PP |
0.9634 |
0.9643 |
S1 |
0.9634 |
0.9639 |
|