CME Japanese Yen Future March 2014
Trading Metrics calculated at close of trading on 23-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1.0172 |
1.0151 |
-0.0021 |
-0.2% |
1.0264 |
High |
1.0172 |
1.0151 |
-0.0021 |
-0.2% |
1.0300 |
Low |
1.0159 |
1.0151 |
-0.0008 |
-0.1% |
1.0151 |
Close |
1.0159 |
1.0151 |
-0.0008 |
-0.1% |
1.0151 |
Range |
0.0013 |
0.0000 |
-0.0013 |
-100.0% |
0.0149 |
ATR |
0.0062 |
0.0058 |
-0.0004 |
-6.2% |
0.0000 |
Volume |
2 |
1 |
-1 |
-50.0% |
6 |
|
Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0151 |
1.0151 |
1.0151 |
|
R3 |
1.0151 |
1.0151 |
1.0151 |
|
R2 |
1.0151 |
1.0151 |
1.0151 |
|
R1 |
1.0151 |
1.0151 |
1.0151 |
1.0151 |
PP |
1.0151 |
1.0151 |
1.0151 |
1.0151 |
S1 |
1.0151 |
1.0151 |
1.0151 |
1.0151 |
S2 |
1.0151 |
1.0151 |
1.0151 |
|
S3 |
1.0151 |
1.0151 |
1.0151 |
|
S4 |
1.0151 |
1.0151 |
1.0151 |
|
|
Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0648 |
1.0548 |
1.0233 |
|
R3 |
1.0499 |
1.0399 |
1.0192 |
|
R2 |
1.0350 |
1.0350 |
1.0178 |
|
R1 |
1.0250 |
1.0250 |
1.0165 |
1.0226 |
PP |
1.0201 |
1.0201 |
1.0201 |
1.0188 |
S1 |
1.0101 |
1.0101 |
1.0137 |
1.0077 |
S2 |
1.0052 |
1.0052 |
1.0124 |
|
S3 |
0.9903 |
0.9952 |
1.0110 |
|
S4 |
0.9754 |
0.9803 |
1.0069 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0300 |
1.0151 |
0.0149 |
1.5% |
0.0006 |
0.1% |
0% |
False |
True |
1 |
10 |
1.0361 |
1.0151 |
0.0210 |
2.1% |
0.0003 |
0.0% |
0% |
False |
True |
1 |
20 |
1.0398 |
1.0066 |
0.0332 |
3.3% |
0.0011 |
0.1% |
26% |
False |
False |
4 |
40 |
1.0398 |
0.9902 |
0.0496 |
4.9% |
0.0015 |
0.1% |
50% |
False |
False |
6 |
60 |
1.0643 |
0.9902 |
0.0741 |
7.3% |
0.0034 |
0.3% |
34% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0151 |
2.618 |
1.0151 |
1.618 |
1.0151 |
1.000 |
1.0151 |
0.618 |
1.0151 |
HIGH |
1.0151 |
0.618 |
1.0151 |
0.500 |
1.0151 |
0.382 |
1.0151 |
LOW |
1.0151 |
0.618 |
1.0151 |
1.000 |
1.0151 |
1.618 |
1.0151 |
2.618 |
1.0151 |
4.250 |
1.0151 |
|
|
Fisher Pivots for day following 23-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0151 |
1.0204 |
PP |
1.0151 |
1.0186 |
S1 |
1.0151 |
1.0169 |
|