CME Japanese Yen Future March 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 |
0.9747 |
0.9673 |
-0.0074 |
-0.8% |
0.9591 |
| High |
0.9756 |
0.9822 |
0.0066 |
0.7% |
0.9806 |
| Low |
0.9686 |
0.9672 |
-0.0014 |
-0.1% |
0.9541 |
| Close |
0.9724 |
0.9804 |
0.0080 |
0.8% |
0.9777 |
| Range |
0.0070 |
0.0150 |
0.0080 |
114.3% |
0.0265 |
| ATR |
0.0086 |
0.0090 |
0.0005 |
5.3% |
0.0000 |
| Volume |
147,532 |
244,854 |
97,322 |
66.0% |
829,259 |
|
| Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0216 |
1.0160 |
0.9887 |
|
| R3 |
1.0066 |
1.0010 |
0.9845 |
|
| R2 |
0.9916 |
0.9916 |
0.9832 |
|
| R1 |
0.9860 |
0.9860 |
0.9818 |
0.9888 |
| PP |
0.9766 |
0.9766 |
0.9766 |
0.9780 |
| S1 |
0.9710 |
0.9710 |
0.9790 |
0.9738 |
| S2 |
0.9616 |
0.9616 |
0.9777 |
|
| S3 |
0.9466 |
0.9560 |
0.9763 |
|
| S4 |
0.9316 |
0.9410 |
0.9722 |
|
|
| 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 |
0.9822 |
0.9541 |
0.0281 |
2.9% |
0.0128 |
1.3% |
94% |
True |
False |
231,530 |
| 10 |
0.9822 |
0.9533 |
0.0289 |
2.9% |
0.0094 |
1.0% |
94% |
True |
False |
174,394 |
| 20 |
0.9822 |
0.9486 |
0.0336 |
3.4% |
0.0089 |
0.9% |
95% |
True |
False |
148,232 |
| 40 |
0.9845 |
0.9486 |
0.0359 |
3.7% |
0.0084 |
0.9% |
89% |
False |
False |
107,744 |
| 60 |
1.0250 |
0.9486 |
0.0764 |
7.8% |
0.0079 |
0.8% |
42% |
False |
False |
72,073 |
| 80 |
1.0358 |
0.9486 |
0.0872 |
8.9% |
0.0073 |
0.7% |
36% |
False |
False |
54,080 |
| 100 |
1.0358 |
0.9486 |
0.0872 |
8.9% |
0.0072 |
0.7% |
36% |
False |
False |
43,280 |
| 120 |
1.0398 |
0.9486 |
0.0912 |
9.3% |
0.0063 |
0.6% |
35% |
False |
False |
36,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0460 |
|
2.618 |
1.0215 |
|
1.618 |
1.0065 |
|
1.000 |
0.9972 |
|
0.618 |
0.9915 |
|
HIGH |
0.9822 |
|
0.618 |
0.9765 |
|
0.500 |
0.9747 |
|
0.382 |
0.9729 |
|
LOW |
0.9672 |
|
0.618 |
0.9579 |
|
1.000 |
0.9522 |
|
1.618 |
0.9429 |
|
2.618 |
0.9279 |
|
4.250 |
0.9035 |
|
|
| Fisher Pivots for day following 29-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9785 |
0.9785 |
| PP |
0.9766 |
0.9766 |
| S1 |
0.9747 |
0.9747 |
|