CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 28-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2014 |
28-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9805 |
0.9751 |
-0.0054 |
-0.6% |
0.9597 |
| High |
0.9817 |
0.9757 |
-0.0060 |
-0.6% |
0.9812 |
| Low |
0.9737 |
0.9700 |
-0.0037 |
-0.4% |
0.9548 |
| Close |
0.9738 |
0.9729 |
-0.0009 |
-0.1% |
0.9782 |
| Range |
0.0080 |
0.0057 |
-0.0023 |
-28.8% |
0.0264 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
664 |
248 |
-416 |
-62.7% |
874 |
|
| Daily Pivots for day following 28-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9900 |
0.9871 |
0.9760 |
|
| R3 |
0.9843 |
0.9814 |
0.9745 |
|
| R2 |
0.9786 |
0.9786 |
0.9739 |
|
| R1 |
0.9757 |
0.9757 |
0.9734 |
0.9743 |
| PP |
0.9729 |
0.9729 |
0.9729 |
0.9722 |
| S1 |
0.9700 |
0.9700 |
0.9724 |
0.9686 |
| S2 |
0.9672 |
0.9672 |
0.9719 |
|
| S3 |
0.9615 |
0.9643 |
0.9713 |
|
| S4 |
0.9558 |
0.9586 |
0.9698 |
|
|
| 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 |
0.9817 |
0.9548 |
0.0269 |
2.8% |
0.0101 |
1.0% |
67% |
False |
False |
348 |
| 10 |
0.9817 |
0.9548 |
0.0269 |
2.8% |
0.0080 |
0.8% |
67% |
False |
False |
228 |
| 20 |
0.9817 |
0.9495 |
0.0322 |
3.3% |
0.0070 |
0.7% |
73% |
False |
False |
170 |
| 40 |
0.9846 |
0.9495 |
0.0351 |
3.6% |
0.0057 |
0.6% |
67% |
False |
False |
111 |
| 60 |
1.0232 |
0.9495 |
0.0737 |
7.6% |
0.0044 |
0.5% |
32% |
False |
False |
75 |
| 80 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0034 |
0.4% |
28% |
False |
False |
57 |
| 100 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0028 |
0.3% |
28% |
False |
False |
47 |
| 120 |
1.0410 |
0.9495 |
0.0915 |
9.4% |
0.0024 |
0.2% |
26% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9999 |
|
2.618 |
0.9906 |
|
1.618 |
0.9849 |
|
1.000 |
0.9814 |
|
0.618 |
0.9792 |
|
HIGH |
0.9757 |
|
0.618 |
0.9735 |
|
0.500 |
0.9729 |
|
0.382 |
0.9722 |
|
LOW |
0.9700 |
|
0.618 |
0.9665 |
|
1.000 |
0.9643 |
|
1.618 |
0.9608 |
|
2.618 |
0.9551 |
|
4.250 |
0.9458 |
|
|
| Fisher Pivots for day following 28-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9729 |
0.9740 |
| PP |
0.9729 |
0.9736 |
| S1 |
0.9729 |
0.9733 |
|