CME Japanese Yen Future March 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 |
0.9798 |
0.9747 |
-0.0051 |
-0.5% |
0.9591 |
High |
0.9816 |
0.9756 |
-0.0060 |
-0.6% |
0.9806 |
Low |
0.9717 |
0.9686 |
-0.0031 |
-0.3% |
0.9541 |
Close |
0.9733 |
0.9724 |
-0.0009 |
-0.1% |
0.9777 |
Range |
0.0099 |
0.0070 |
-0.0029 |
-29.3% |
0.0265 |
ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
216,069 |
147,532 |
-68,537 |
-31.7% |
829,259 |
|
Daily Pivots for day following 28-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9932 |
0.9898 |
0.9763 |
|
R3 |
0.9862 |
0.9828 |
0.9743 |
|
R2 |
0.9792 |
0.9792 |
0.9737 |
|
R1 |
0.9758 |
0.9758 |
0.9730 |
0.9740 |
PP |
0.9722 |
0.9722 |
0.9722 |
0.9713 |
S1 |
0.9688 |
0.9688 |
0.9718 |
0.9670 |
S2 |
0.9652 |
0.9652 |
0.9711 |
|
S3 |
0.9582 |
0.9618 |
0.9705 |
|
S4 |
0.9512 |
0.9548 |
0.9686 |
|
|
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% |
0.0110 |
1.1% |
67% |
False |
False |
204,070 |
10 |
0.9816 |
0.9533 |
0.0283 |
2.9% |
0.0092 |
0.9% |
67% |
False |
False |
164,269 |
20 |
0.9816 |
0.9486 |
0.0330 |
3.4% |
0.0084 |
0.9% |
72% |
False |
False |
138,801 |
40 |
0.9845 |
0.9486 |
0.0359 |
3.7% |
0.0082 |
0.8% |
66% |
False |
False |
101,648 |
60 |
1.0250 |
0.9486 |
0.0764 |
7.9% |
0.0077 |
0.8% |
31% |
False |
False |
67,993 |
80 |
1.0358 |
0.9486 |
0.0872 |
9.0% |
0.0072 |
0.7% |
27% |
False |
False |
51,021 |
100 |
1.0358 |
0.9486 |
0.0872 |
9.0% |
0.0071 |
0.7% |
27% |
False |
False |
40,832 |
120 |
1.0398 |
0.9486 |
0.0912 |
9.4% |
0.0062 |
0.6% |
26% |
False |
False |
34,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0054 |
2.618 |
0.9939 |
1.618 |
0.9869 |
1.000 |
0.9826 |
0.618 |
0.9799 |
HIGH |
0.9756 |
0.618 |
0.9729 |
0.500 |
0.9721 |
0.382 |
0.9713 |
LOW |
0.9686 |
0.618 |
0.9643 |
1.000 |
0.9616 |
1.618 |
0.9573 |
2.618 |
0.9503 |
4.250 |
0.9389 |
|
|
Fisher Pivots for day following 28-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9723 |
0.9736 |
PP |
0.9722 |
0.9732 |
S1 |
0.9721 |
0.9728 |
|