CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 29-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2014 |
29-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9655 |
0.9619 |
-0.0036 |
-0.4% |
0.9634 |
| High |
0.9663 |
0.9621 |
-0.0042 |
-0.4% |
0.9663 |
| Low |
0.9649 |
0.9617 |
-0.0032 |
-0.3% |
0.9613 |
| Close |
0.9663 |
0.9621 |
-0.0042 |
-0.4% |
0.9621 |
| Range |
0.0014 |
0.0004 |
-0.0010 |
-71.4% |
0.0050 |
| ATR |
0.0021 |
0.0023 |
0.0002 |
8.5% |
0.0000 |
| Volume |
1 |
3 |
2 |
200.0% |
37 |
|
| Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9632 |
0.9630 |
0.9623 |
|
| R3 |
0.9628 |
0.9626 |
0.9622 |
|
| R2 |
0.9624 |
0.9624 |
0.9622 |
|
| R1 |
0.9622 |
0.9622 |
0.9621 |
0.9623 |
| PP |
0.9620 |
0.9620 |
0.9620 |
0.9620 |
| S1 |
0.9618 |
0.9618 |
0.9621 |
0.9619 |
| S2 |
0.9616 |
0.9616 |
0.9620 |
|
| S3 |
0.9612 |
0.9614 |
0.9620 |
|
| S4 |
0.9608 |
0.9610 |
0.9619 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9782 |
0.9752 |
0.9649 |
|
| R3 |
0.9732 |
0.9702 |
0.9635 |
|
| R2 |
0.9682 |
0.9682 |
0.9630 |
|
| R1 |
0.9652 |
0.9652 |
0.9626 |
0.9642 |
| PP |
0.9632 |
0.9632 |
0.9632 |
0.9628 |
| S1 |
0.9602 |
0.9602 |
0.9616 |
0.9592 |
| S2 |
0.9582 |
0.9582 |
0.9612 |
|
| S3 |
0.9532 |
0.9552 |
0.9607 |
|
| S4 |
0.9482 |
0.9502 |
0.9594 |
|
|
| 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% |
0.0006 |
0.1% |
16% |
False |
False |
7 |
| 10 |
0.9765 |
0.9613 |
0.0152 |
1.6% |
0.0011 |
0.1% |
5% |
False |
False |
10 |
| 20 |
0.9836 |
0.9613 |
0.0223 |
2.3% |
0.0009 |
0.1% |
4% |
False |
False |
21 |
| 40 |
0.9896 |
0.9613 |
0.0283 |
2.9% |
0.0006 |
0.1% |
3% |
False |
False |
18 |
| 60 |
0.9921 |
0.9613 |
0.0308 |
3.2% |
0.0008 |
0.1% |
3% |
False |
False |
14 |
| 80 |
0.9921 |
0.9613 |
0.0308 |
3.2% |
0.0007 |
0.1% |
3% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9638 |
|
2.618 |
0.9631 |
|
1.618 |
0.9627 |
|
1.000 |
0.9625 |
|
0.618 |
0.9623 |
|
HIGH |
0.9621 |
|
0.618 |
0.9619 |
|
0.500 |
0.9619 |
|
0.382 |
0.9619 |
|
LOW |
0.9617 |
|
0.618 |
0.9615 |
|
1.000 |
0.9613 |
|
1.618 |
0.9611 |
|
2.618 |
0.9607 |
|
4.250 |
0.9600 |
|
|
| Fisher Pivots for day following 29-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9620 |
0.9640 |
| PP |
0.9620 |
0.9634 |
| S1 |
0.9619 |
0.9627 |
|