CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 24-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2014 |
24-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9574 |
0.9684 |
0.0110 |
1.1% |
0.9597 |
| High |
0.9715 |
0.9812 |
0.0097 |
1.0% |
0.9812 |
| Low |
0.9548 |
0.9662 |
0.0114 |
1.2% |
0.9548 |
| Close |
0.9700 |
0.9782 |
0.0082 |
0.8% |
0.9782 |
| Range |
0.0167 |
0.0150 |
-0.0017 |
-10.2% |
0.0264 |
| ATR |
0.0068 |
0.0073 |
0.0006 |
8.7% |
0.0000 |
| Volume |
113 |
574 |
461 |
408.0% |
874 |
|
| Daily Pivots for day following 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0202 |
1.0142 |
0.9865 |
|
| R3 |
1.0052 |
0.9992 |
0.9823 |
|
| R2 |
0.9902 |
0.9902 |
0.9810 |
|
| R1 |
0.9842 |
0.9842 |
0.9796 |
0.9872 |
| PP |
0.9752 |
0.9752 |
0.9752 |
0.9767 |
| S1 |
0.9692 |
0.9692 |
0.9768 |
0.9722 |
| S2 |
0.9602 |
0.9602 |
0.9755 |
|
| S3 |
0.9452 |
0.9542 |
0.9741 |
|
| S4 |
0.9302 |
0.9392 |
0.9700 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0506 |
1.0408 |
0.9927 |
|
| R3 |
1.0242 |
1.0144 |
0.9855 |
|
| R2 |
0.9978 |
0.9978 |
0.9830 |
|
| R1 |
0.9880 |
0.9880 |
0.9806 |
0.9929 |
| PP |
0.9714 |
0.9714 |
0.9714 |
0.9739 |
| S1 |
0.9616 |
0.9616 |
0.9758 |
0.9665 |
| S2 |
0.9450 |
0.9450 |
0.9734 |
|
| S3 |
0.9186 |
0.9352 |
0.9709 |
|
| S4 |
0.8922 |
0.9088 |
0.9637 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9812 |
0.9548 |
0.0264 |
2.7% |
0.0092 |
0.9% |
89% |
True |
False |
187 |
| 10 |
0.9812 |
0.9512 |
0.0300 |
3.1% |
0.0087 |
0.9% |
90% |
True |
False |
170 |
| 20 |
0.9812 |
0.9495 |
0.0317 |
3.2% |
0.0065 |
0.7% |
91% |
True |
False |
126 |
| 40 |
0.9891 |
0.9495 |
0.0396 |
4.0% |
0.0055 |
0.6% |
72% |
False |
False |
89 |
| 60 |
1.0232 |
0.9495 |
0.0737 |
7.5% |
0.0042 |
0.4% |
39% |
False |
False |
60 |
| 80 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0032 |
0.3% |
34% |
False |
False |
46 |
| 100 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0027 |
0.3% |
34% |
False |
False |
38 |
| 120 |
1.0410 |
0.9495 |
0.0915 |
9.4% |
0.0023 |
0.2% |
31% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0450 |
|
2.618 |
1.0205 |
|
1.618 |
1.0055 |
|
1.000 |
0.9962 |
|
0.618 |
0.9905 |
|
HIGH |
0.9812 |
|
0.618 |
0.9755 |
|
0.500 |
0.9737 |
|
0.382 |
0.9719 |
|
LOW |
0.9662 |
|
0.618 |
0.9569 |
|
1.000 |
0.9512 |
|
1.618 |
0.9419 |
|
2.618 |
0.9269 |
|
4.250 |
0.9025 |
|
|
| Fisher Pivots for day following 24-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9767 |
0.9748 |
| PP |
0.9752 |
0.9714 |
| S1 |
0.9737 |
0.9680 |
|