CME Japanese Yen Future December 2014
Trading Metrics calculated at close of trading on 02-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2014 |
02-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
0.9880 |
0.9855 |
-0.0025 |
-0.3% |
0.9807 |
High |
0.9880 |
0.9860 |
-0.0020 |
-0.2% |
0.9891 |
Low |
0.9860 |
0.9830 |
-0.0030 |
-0.3% |
0.9801 |
Close |
0.9863 |
0.9831 |
-0.0032 |
-0.3% |
0.9875 |
Range |
0.0020 |
0.0030 |
0.0010 |
50.0% |
0.0090 |
ATR |
0.0032 |
0.0032 |
0.0000 |
0.3% |
0.0000 |
Volume |
238 |
43 |
-195 |
-81.9% |
992 |
|
Daily Pivots for day following 02-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9930 |
0.9911 |
0.9848 |
|
R3 |
0.9900 |
0.9881 |
0.9839 |
|
R2 |
0.9870 |
0.9870 |
0.9837 |
|
R1 |
0.9851 |
0.9851 |
0.9834 |
0.9846 |
PP |
0.9840 |
0.9840 |
0.9840 |
0.9838 |
S1 |
0.9821 |
0.9821 |
0.9828 |
0.9816 |
S2 |
0.9810 |
0.9810 |
0.9826 |
|
S3 |
0.9780 |
0.9791 |
0.9823 |
|
S4 |
0.9750 |
0.9761 |
0.9815 |
|
|
Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0126 |
1.0090 |
0.9925 |
|
R3 |
1.0036 |
1.0000 |
0.9900 |
|
R2 |
0.9946 |
0.9946 |
0.9892 |
|
R1 |
0.9910 |
0.9910 |
0.9883 |
0.9928 |
PP |
0.9856 |
0.9856 |
0.9856 |
0.9865 |
S1 |
0.9820 |
0.9820 |
0.9867 |
0.9838 |
S2 |
0.9766 |
0.9766 |
0.9859 |
|
S3 |
0.9676 |
0.9730 |
0.9850 |
|
S4 |
0.9586 |
0.9640 |
0.9826 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9887 |
0.9829 |
0.0058 |
0.6% |
0.0028 |
0.3% |
3% |
False |
False |
279 |
10 |
0.9891 |
0.9801 |
0.0090 |
0.9% |
0.0029 |
0.3% |
33% |
False |
False |
152 |
20 |
0.9891 |
0.9763 |
0.0128 |
1.3% |
0.0023 |
0.2% |
53% |
False |
False |
89 |
40 |
0.9930 |
0.9744 |
0.0186 |
1.9% |
0.0024 |
0.2% |
47% |
False |
False |
51 |
60 |
0.9930 |
0.9735 |
0.0195 |
2.0% |
0.0023 |
0.2% |
49% |
False |
False |
35 |
80 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0021 |
0.2% |
68% |
False |
False |
27 |
100 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0019 |
0.2% |
68% |
False |
False |
23 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9988 |
2.618 |
0.9939 |
1.618 |
0.9909 |
1.000 |
0.9890 |
0.618 |
0.9879 |
HIGH |
0.9860 |
0.618 |
0.9849 |
0.500 |
0.9845 |
0.382 |
0.9841 |
LOW |
0.9830 |
0.618 |
0.9811 |
1.000 |
0.9800 |
1.618 |
0.9781 |
2.618 |
0.9751 |
4.250 |
0.9703 |
|
|
Fisher Pivots for day following 02-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9845 |
0.9859 |
PP |
0.9840 |
0.9849 |
S1 |
0.9836 |
0.9840 |
|