CME Japanese Yen Future March 2015
Trading Metrics calculated at close of trading on 03-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.9553 |
0.9550 |
-0.0003 |
0.0% |
0.9634 |
High |
0.9553 |
0.9555 |
0.0002 |
0.0% |
0.9663 |
Low |
0.9527 |
0.9535 |
0.0008 |
0.1% |
0.9613 |
Close |
0.9529 |
0.9555 |
0.0026 |
0.3% |
0.9621 |
Range |
0.0026 |
0.0020 |
-0.0006 |
-23.1% |
0.0050 |
ATR |
0.0028 |
0.0028 |
0.0000 |
-0.5% |
0.0000 |
Volume |
8 |
4 |
-4 |
-50.0% |
37 |
|
Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9608 |
0.9602 |
0.9566 |
|
R3 |
0.9588 |
0.9582 |
0.9561 |
|
R2 |
0.9568 |
0.9568 |
0.9559 |
|
R1 |
0.9562 |
0.9562 |
0.9557 |
0.9565 |
PP |
0.9548 |
0.9548 |
0.9548 |
0.9550 |
S1 |
0.9542 |
0.9542 |
0.9553 |
0.9545 |
S2 |
0.9528 |
0.9528 |
0.9551 |
|
S3 |
0.9508 |
0.9522 |
0.9550 |
|
S4 |
0.9488 |
0.9502 |
0.9544 |
|
|
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 |
0.9527 |
0.0136 |
1.4% |
0.0013 |
0.1% |
21% |
False |
False |
3 |
10 |
0.9692 |
0.9527 |
0.0165 |
1.7% |
0.0013 |
0.1% |
17% |
False |
False |
7 |
20 |
0.9836 |
0.9527 |
0.0309 |
3.2% |
0.0011 |
0.1% |
9% |
False |
False |
21 |
40 |
0.9896 |
0.9527 |
0.0369 |
3.9% |
0.0007 |
0.1% |
8% |
False |
False |
15 |
60 |
0.9921 |
0.9527 |
0.0394 |
4.1% |
0.0008 |
0.1% |
7% |
False |
False |
14 |
80 |
0.9921 |
0.9527 |
0.0394 |
4.1% |
0.0007 |
0.1% |
7% |
False |
False |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9640 |
2.618 |
0.9607 |
1.618 |
0.9587 |
1.000 |
0.9575 |
0.618 |
0.9567 |
HIGH |
0.9555 |
0.618 |
0.9547 |
0.500 |
0.9545 |
0.382 |
0.9543 |
LOW |
0.9535 |
0.618 |
0.9523 |
1.000 |
0.9515 |
1.618 |
0.9503 |
2.618 |
0.9483 |
4.250 |
0.9450 |
|
|
Fisher Pivots for day following 03-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9552 |
0.9574 |
PP |
0.9548 |
0.9568 |
S1 |
0.9545 |
0.9561 |
|