CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 27-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2014 |
27-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9680 |
0.9798 |
0.0118 |
1.2% |
0.9591 |
| High |
0.9806 |
0.9816 |
0.0010 |
0.1% |
0.9806 |
| Low |
0.9656 |
0.9717 |
0.0061 |
0.6% |
0.9541 |
| Close |
0.9777 |
0.9733 |
-0.0044 |
-0.5% |
0.9777 |
| Range |
0.0150 |
0.0099 |
-0.0051 |
-34.0% |
0.0265 |
| ATR |
0.0086 |
0.0087 |
0.0001 |
1.1% |
0.0000 |
| Volume |
294,609 |
216,069 |
-78,540 |
-26.7% |
829,259 |
|
| Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0052 |
0.9992 |
0.9787 |
|
| R3 |
0.9953 |
0.9893 |
0.9760 |
|
| R2 |
0.9854 |
0.9854 |
0.9751 |
|
| R1 |
0.9794 |
0.9794 |
0.9742 |
0.9775 |
| PP |
0.9755 |
0.9755 |
0.9755 |
0.9746 |
| S1 |
0.9695 |
0.9695 |
0.9724 |
0.9676 |
| S2 |
0.9656 |
0.9656 |
0.9715 |
|
| S3 |
0.9557 |
0.9596 |
0.9706 |
|
| S4 |
0.9458 |
0.9497 |
0.9679 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0503 |
1.0405 |
0.9923 |
|
| R3 |
1.0238 |
1.0140 |
0.9850 |
|
| R2 |
0.9973 |
0.9973 |
0.9826 |
|
| R1 |
0.9875 |
0.9875 |
0.9801 |
0.9924 |
| PP |
0.9708 |
0.9708 |
0.9708 |
0.9733 |
| S1 |
0.9610 |
0.9610 |
0.9753 |
0.9659 |
| S2 |
0.9443 |
0.9443 |
0.9728 |
|
| S3 |
0.9178 |
0.9345 |
0.9704 |
|
| S4 |
0.8913 |
0.9080 |
0.9631 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9816 |
0.9541 |
0.0275 |
2.8% |
0.0113 |
1.2% |
70% |
True |
False |
209,065 |
| 10 |
0.9816 |
0.9533 |
0.0283 |
2.9% |
0.0097 |
1.0% |
71% |
True |
False |
166,437 |
| 20 |
0.9816 |
0.9486 |
0.0330 |
3.4% |
0.0083 |
0.9% |
75% |
True |
False |
135,120 |
| 40 |
0.9883 |
0.9486 |
0.0397 |
4.1% |
0.0083 |
0.8% |
62% |
False |
False |
97,983 |
| 60 |
1.0250 |
0.9486 |
0.0764 |
7.8% |
0.0077 |
0.8% |
32% |
False |
False |
65,535 |
| 80 |
1.0358 |
0.9486 |
0.0872 |
9.0% |
0.0073 |
0.7% |
28% |
False |
False |
49,178 |
| 100 |
1.0358 |
0.9486 |
0.0872 |
9.0% |
0.0070 |
0.7% |
28% |
False |
False |
39,357 |
| 120 |
1.0398 |
0.9486 |
0.0912 |
9.4% |
0.0062 |
0.6% |
27% |
False |
False |
32,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0237 |
|
2.618 |
1.0075 |
|
1.618 |
0.9976 |
|
1.000 |
0.9915 |
|
0.618 |
0.9877 |
|
HIGH |
0.9816 |
|
0.618 |
0.9778 |
|
0.500 |
0.9767 |
|
0.382 |
0.9755 |
|
LOW |
0.9717 |
|
0.618 |
0.9656 |
|
1.000 |
0.9618 |
|
1.618 |
0.9557 |
|
2.618 |
0.9458 |
|
4.250 |
0.9296 |
|
|
| Fisher Pivots for day following 27-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9767 |
0.9715 |
| PP |
0.9755 |
0.9697 |
| S1 |
0.9744 |
0.9679 |
|