CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 28-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2014 |
28-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9644 |
0.9655 |
0.0011 |
0.1% |
0.9765 |
| High |
0.9644 |
0.9663 |
0.0019 |
0.2% |
0.9765 |
| Low |
0.9644 |
0.9649 |
0.0005 |
0.1% |
0.9639 |
| Close |
0.9644 |
0.9663 |
0.0019 |
0.2% |
0.9639 |
| Range |
0.0000 |
0.0014 |
0.0014 |
|
0.0126 |
| ATR |
0.0021 |
0.0021 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
65 |
|
| Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9700 |
0.9696 |
0.9671 |
|
| R3 |
0.9686 |
0.9682 |
0.9667 |
|
| R2 |
0.9672 |
0.9672 |
0.9666 |
|
| R1 |
0.9668 |
0.9668 |
0.9664 |
0.9670 |
| PP |
0.9658 |
0.9658 |
0.9658 |
0.9660 |
| S1 |
0.9654 |
0.9654 |
0.9662 |
0.9656 |
| S2 |
0.9644 |
0.9644 |
0.9660 |
|
| S3 |
0.9630 |
0.9640 |
0.9659 |
|
| S4 |
0.9616 |
0.9626 |
0.9655 |
|
|
| 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 |
0.9663 |
0.9613 |
0.0050 |
0.5% |
0.0010 |
0.1% |
100% |
True |
False |
8 |
| 10 |
0.9790 |
0.9613 |
0.0177 |
1.8% |
0.0014 |
0.1% |
28% |
False |
False |
11 |
| 20 |
0.9836 |
0.9613 |
0.0223 |
2.3% |
0.0009 |
0.1% |
22% |
False |
False |
21 |
| 40 |
0.9896 |
0.9613 |
0.0283 |
2.9% |
0.0006 |
0.1% |
18% |
False |
False |
19 |
| 60 |
0.9921 |
0.9613 |
0.0308 |
3.2% |
0.0008 |
0.1% |
16% |
False |
False |
14 |
| 80 |
0.9921 |
0.9613 |
0.0308 |
3.2% |
0.0007 |
0.1% |
16% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9723 |
|
2.618 |
0.9700 |
|
1.618 |
0.9686 |
|
1.000 |
0.9677 |
|
0.618 |
0.9672 |
|
HIGH |
0.9663 |
|
0.618 |
0.9658 |
|
0.500 |
0.9656 |
|
0.382 |
0.9654 |
|
LOW |
0.9649 |
|
0.618 |
0.9640 |
|
1.000 |
0.9635 |
|
1.618 |
0.9626 |
|
2.618 |
0.9612 |
|
4.250 |
0.9590 |
|
|
| Fisher Pivots for day following 28-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9661 |
0.9655 |
| PP |
0.9658 |
0.9646 |
| S1 |
0.9656 |
0.9638 |
|