CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 29-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2014 |
29-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9751 |
0.9683 |
-0.0068 |
-0.7% |
0.9597 |
| High |
0.9757 |
0.9826 |
0.0069 |
0.7% |
0.9812 |
| Low |
0.9700 |
0.9680 |
-0.0020 |
-0.2% |
0.9548 |
| Close |
0.9729 |
0.9809 |
0.0080 |
0.8% |
0.9782 |
| Range |
0.0057 |
0.0146 |
0.0089 |
156.1% |
0.0264 |
| ATR |
0.0073 |
0.0078 |
0.0005 |
7.2% |
0.0000 |
| Volume |
248 |
117 |
-131 |
-52.8% |
874 |
|
| Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0210 |
1.0155 |
0.9889 |
|
| R3 |
1.0064 |
1.0009 |
0.9849 |
|
| R2 |
0.9918 |
0.9918 |
0.9836 |
|
| R1 |
0.9863 |
0.9863 |
0.9822 |
0.9891 |
| PP |
0.9772 |
0.9772 |
0.9772 |
0.9785 |
| S1 |
0.9717 |
0.9717 |
0.9796 |
0.9745 |
| S2 |
0.9626 |
0.9626 |
0.9782 |
|
| S3 |
0.9480 |
0.9571 |
0.9769 |
|
| S4 |
0.9334 |
0.9425 |
0.9729 |
|
|
| 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 |
0.9826 |
0.9548 |
0.0278 |
2.8% |
0.0120 |
1.2% |
94% |
True |
False |
343 |
| 10 |
0.9826 |
0.9548 |
0.0278 |
2.8% |
0.0084 |
0.9% |
94% |
True |
False |
221 |
| 20 |
0.9826 |
0.9504 |
0.0322 |
3.3% |
0.0075 |
0.8% |
95% |
True |
False |
173 |
| 40 |
0.9846 |
0.9495 |
0.0351 |
3.6% |
0.0060 |
0.6% |
89% |
False |
False |
114 |
| 60 |
1.0232 |
0.9495 |
0.0737 |
7.5% |
0.0046 |
0.5% |
43% |
False |
False |
77 |
| 80 |
1.0343 |
0.9495 |
0.0848 |
8.6% |
0.0036 |
0.4% |
37% |
False |
False |
58 |
| 100 |
1.0343 |
0.9495 |
0.0848 |
8.6% |
0.0029 |
0.3% |
37% |
False |
False |
48 |
| 120 |
1.0410 |
0.9495 |
0.0915 |
9.3% |
0.0025 |
0.3% |
34% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0447 |
|
2.618 |
1.0208 |
|
1.618 |
1.0062 |
|
1.000 |
0.9972 |
|
0.618 |
0.9916 |
|
HIGH |
0.9826 |
|
0.618 |
0.9770 |
|
0.500 |
0.9753 |
|
0.382 |
0.9736 |
|
LOW |
0.9680 |
|
0.618 |
0.9590 |
|
1.000 |
0.9534 |
|
1.618 |
0.9444 |
|
2.618 |
0.9298 |
|
4.250 |
0.9060 |
|
|
| Fisher Pivots for day following 29-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9790 |
0.9790 |
| PP |
0.9772 |
0.9772 |
| S1 |
0.9753 |
0.9753 |
|