CME Japanese Yen Future June 2015
| Trading Metrics calculated at close of trading on 21-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9703 |
0.9676 |
-0.0027 |
-0.3% |
0.9817 |
| High |
0.9703 |
0.9676 |
-0.0027 |
-0.3% |
0.9817 |
| Low |
0.9671 |
0.9664 |
-0.0007 |
-0.1% |
0.9774 |
| Close |
0.9671 |
0.9664 |
-0.0007 |
-0.1% |
0.9801 |
| Range |
0.0032 |
0.0012 |
-0.0020 |
-62.5% |
0.0043 |
| ATR |
0.0019 |
0.0019 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
19 |
3 |
-16 |
-84.2% |
15 |
|
| Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9704 |
0.9696 |
0.9671 |
|
| R3 |
0.9692 |
0.9684 |
0.9667 |
|
| R2 |
0.9680 |
0.9680 |
0.9666 |
|
| R1 |
0.9672 |
0.9672 |
0.9665 |
0.9670 |
| PP |
0.9668 |
0.9668 |
0.9668 |
0.9667 |
| S1 |
0.9660 |
0.9660 |
0.9663 |
0.9658 |
| S2 |
0.9656 |
0.9656 |
0.9662 |
|
| S3 |
0.9644 |
0.9648 |
0.9661 |
|
| S4 |
0.9632 |
0.9636 |
0.9657 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9926 |
0.9907 |
0.9825 |
|
| R3 |
0.9883 |
0.9864 |
0.9813 |
|
| R2 |
0.9840 |
0.9840 |
0.9809 |
|
| R1 |
0.9821 |
0.9821 |
0.9805 |
0.9809 |
| PP |
0.9797 |
0.9797 |
0.9797 |
0.9792 |
| S1 |
0.9778 |
0.9778 |
0.9797 |
0.9766 |
| S2 |
0.9754 |
0.9754 |
0.9793 |
|
| S3 |
0.9711 |
0.9735 |
0.9789 |
|
| S4 |
0.9668 |
0.9692 |
0.9777 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9727 |
|
2.618 |
0.9707 |
|
1.618 |
0.9695 |
|
1.000 |
0.9688 |
|
0.618 |
0.9683 |
|
HIGH |
0.9676 |
|
0.618 |
0.9671 |
|
0.500 |
0.9670 |
|
0.382 |
0.9669 |
|
LOW |
0.9664 |
|
0.618 |
0.9657 |
|
1.000 |
0.9652 |
|
1.618 |
0.9645 |
|
2.618 |
0.9633 |
|
4.250 |
0.9613 |
|
|
| Fisher Pivots for day following 21-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9670 |
0.9705 |
| PP |
0.9668 |
0.9691 |
| S1 |
0.9666 |
0.9678 |
|