CME Japanese Yen Future March 2015
Trading Metrics calculated at close of trading on 05-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.9539 |
0.9534 |
-0.0005 |
-0.1% |
0.9553 |
High |
0.9548 |
0.9534 |
-0.0014 |
-0.1% |
0.9555 |
Low |
0.9518 |
0.9534 |
0.0016 |
0.2% |
0.9518 |
Close |
0.9518 |
0.9534 |
0.0016 |
0.2% |
0.9534 |
Range |
0.0030 |
0.0000 |
-0.0030 |
-100.0% |
0.0037 |
ATR |
0.0028 |
0.0028 |
-0.0001 |
-3.1% |
0.0000 |
Volume |
5 |
8 |
3 |
60.0% |
25 |
|
Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9534 |
0.9534 |
0.9534 |
|
R3 |
0.9534 |
0.9534 |
0.9534 |
|
R2 |
0.9534 |
0.9534 |
0.9534 |
|
R1 |
0.9534 |
0.9534 |
0.9534 |
0.9534 |
PP |
0.9534 |
0.9534 |
0.9534 |
0.9534 |
S1 |
0.9534 |
0.9534 |
0.9534 |
0.9534 |
S2 |
0.9534 |
0.9534 |
0.9534 |
|
S3 |
0.9534 |
0.9534 |
0.9534 |
|
S4 |
0.9534 |
0.9534 |
0.9534 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9647 |
0.9627 |
0.9554 |
|
R3 |
0.9610 |
0.9590 |
0.9544 |
|
R2 |
0.9573 |
0.9573 |
0.9541 |
|
R1 |
0.9553 |
0.9553 |
0.9537 |
0.9545 |
PP |
0.9536 |
0.9536 |
0.9536 |
0.9531 |
S1 |
0.9516 |
0.9516 |
0.9531 |
0.9508 |
S2 |
0.9499 |
0.9499 |
0.9527 |
|
S3 |
0.9462 |
0.9479 |
0.9524 |
|
S4 |
0.9425 |
0.9442 |
0.9514 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9621 |
0.9518 |
0.0103 |
1.1% |
0.0016 |
0.2% |
16% |
False |
False |
5 |
10 |
0.9663 |
0.9518 |
0.0145 |
1.5% |
0.0013 |
0.1% |
11% |
False |
False |
7 |
20 |
0.9819 |
0.9518 |
0.0301 |
3.2% |
0.0012 |
0.1% |
5% |
False |
False |
18 |
40 |
0.9892 |
0.9518 |
0.0374 |
3.9% |
0.0008 |
0.1% |
4% |
False |
False |
13 |
60 |
0.9921 |
0.9518 |
0.0403 |
4.2% |
0.0008 |
0.1% |
4% |
False |
False |
14 |
80 |
0.9921 |
0.9518 |
0.0403 |
4.2% |
0.0008 |
0.1% |
4% |
False |
False |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9534 |
2.618 |
0.9534 |
1.618 |
0.9534 |
1.000 |
0.9534 |
0.618 |
0.9534 |
HIGH |
0.9534 |
0.618 |
0.9534 |
0.500 |
0.9534 |
0.382 |
0.9534 |
LOW |
0.9534 |
0.618 |
0.9534 |
1.000 |
0.9534 |
1.618 |
0.9534 |
2.618 |
0.9534 |
4.250 |
0.9534 |
|
|
Fisher Pivots for day following 05-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9534 |
0.9537 |
PP |
0.9534 |
0.9536 |
S1 |
0.9534 |
0.9535 |
|