CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 30-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2014 |
30-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9683 |
0.9786 |
0.0103 |
1.1% |
0.9597 |
| High |
0.9826 |
0.9797 |
-0.0029 |
-0.3% |
0.9812 |
| Low |
0.9680 |
0.9730 |
0.0050 |
0.5% |
0.9548 |
| Close |
0.9809 |
0.9743 |
-0.0066 |
-0.7% |
0.9782 |
| Range |
0.0146 |
0.0067 |
-0.0079 |
-54.1% |
0.0264 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
0.1% |
0.0000 |
| Volume |
117 |
331 |
214 |
182.9% |
874 |
|
| Daily Pivots for day following 30-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9958 |
0.9917 |
0.9780 |
|
| R3 |
0.9891 |
0.9850 |
0.9761 |
|
| R2 |
0.9824 |
0.9824 |
0.9755 |
|
| R1 |
0.9783 |
0.9783 |
0.9749 |
0.9770 |
| PP |
0.9757 |
0.9757 |
0.9757 |
0.9750 |
| S1 |
0.9716 |
0.9716 |
0.9737 |
0.9703 |
| S2 |
0.9690 |
0.9690 |
0.9731 |
|
| S3 |
0.9623 |
0.9649 |
0.9725 |
|
| S4 |
0.9556 |
0.9582 |
0.9706 |
|
|
| 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 |
0.9662 |
0.0164 |
1.7% |
0.0100 |
1.0% |
49% |
False |
False |
386 |
| 10 |
0.9826 |
0.9548 |
0.0278 |
2.9% |
0.0086 |
0.9% |
70% |
False |
False |
241 |
| 20 |
0.9826 |
0.9504 |
0.0322 |
3.3% |
0.0077 |
0.8% |
74% |
False |
False |
188 |
| 40 |
0.9846 |
0.9495 |
0.0351 |
3.6% |
0.0061 |
0.6% |
71% |
False |
False |
122 |
| 60 |
1.0232 |
0.9495 |
0.0737 |
7.6% |
0.0048 |
0.5% |
34% |
False |
False |
82 |
| 80 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0037 |
0.4% |
29% |
False |
False |
62 |
| 100 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0029 |
0.3% |
29% |
False |
False |
51 |
| 120 |
1.0410 |
0.9495 |
0.0915 |
9.4% |
0.0026 |
0.3% |
27% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0082 |
|
2.618 |
0.9972 |
|
1.618 |
0.9905 |
|
1.000 |
0.9864 |
|
0.618 |
0.9838 |
|
HIGH |
0.9797 |
|
0.618 |
0.9771 |
|
0.500 |
0.9764 |
|
0.382 |
0.9756 |
|
LOW |
0.9730 |
|
0.618 |
0.9689 |
|
1.000 |
0.9663 |
|
1.618 |
0.9622 |
|
2.618 |
0.9555 |
|
4.250 |
0.9445 |
|
|
| Fisher Pivots for day following 30-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9764 |
0.9753 |
| PP |
0.9757 |
0.9750 |
| S1 |
0.9750 |
0.9746 |
|