CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 26-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9634 |
0.9613 |
-0.0021 |
-0.2% |
0.9765 |
| High |
0.9634 |
0.9624 |
-0.0010 |
-0.1% |
0.9765 |
| Low |
0.9634 |
0.9613 |
-0.0021 |
-0.2% |
0.9639 |
| Close |
0.9634 |
0.9624 |
-0.0010 |
-0.1% |
0.9639 |
| Range |
0.0000 |
0.0011 |
0.0011 |
|
0.0126 |
| ATR |
0.0021 |
0.0021 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
16 |
16 |
0 |
0.0% |
65 |
|
| Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9653 |
0.9650 |
0.9630 |
|
| R3 |
0.9642 |
0.9639 |
0.9627 |
|
| R2 |
0.9631 |
0.9631 |
0.9626 |
|
| R1 |
0.9628 |
0.9628 |
0.9625 |
0.9630 |
| PP |
0.9620 |
0.9620 |
0.9620 |
0.9621 |
| S1 |
0.9617 |
0.9617 |
0.9623 |
0.9619 |
| S2 |
0.9609 |
0.9609 |
0.9622 |
|
| S3 |
0.9598 |
0.9606 |
0.9621 |
|
| S4 |
0.9587 |
0.9595 |
0.9618 |
|
|
| 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 |
0.9692 |
0.9613 |
0.0079 |
0.8% |
0.0013 |
0.1% |
14% |
False |
True |
11 |
| 10 |
0.9790 |
0.9613 |
0.0177 |
1.8% |
0.0013 |
0.1% |
6% |
False |
True |
12 |
| 20 |
0.9836 |
0.9613 |
0.0223 |
2.3% |
0.0010 |
0.1% |
5% |
False |
True |
21 |
| 40 |
0.9896 |
0.9613 |
0.0283 |
2.9% |
0.0007 |
0.1% |
4% |
False |
True |
19 |
| 60 |
0.9921 |
0.9613 |
0.0308 |
3.2% |
0.0007 |
0.1% |
4% |
False |
True |
14 |
| 80 |
0.9921 |
0.9613 |
0.0308 |
3.2% |
0.0006 |
0.1% |
4% |
False |
True |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9671 |
|
2.618 |
0.9653 |
|
1.618 |
0.9642 |
|
1.000 |
0.9635 |
|
0.618 |
0.9631 |
|
HIGH |
0.9624 |
|
0.618 |
0.9620 |
|
0.500 |
0.9619 |
|
0.382 |
0.9617 |
|
LOW |
0.9613 |
|
0.618 |
0.9606 |
|
1.000 |
0.9602 |
|
1.618 |
0.9595 |
|
2.618 |
0.9584 |
|
4.250 |
0.9566 |
|
|
| Fisher Pivots for day following 26-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9622 |
0.9638 |
| PP |
0.9620 |
0.9633 |
| S1 |
0.9619 |
0.9629 |
|