CME Japanese Yen Future June 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 |
0.9684 |
0.9805 |
0.0121 |
1.2% |
0.9597 |
| High |
0.9812 |
0.9817 |
0.0005 |
0.1% |
0.9812 |
| Low |
0.9662 |
0.9737 |
0.0075 |
0.8% |
0.9548 |
| Close |
0.9782 |
0.9738 |
-0.0044 |
-0.4% |
0.9782 |
| Range |
0.0150 |
0.0080 |
-0.0070 |
-46.7% |
0.0264 |
| ATR |
0.0073 |
0.0074 |
0.0000 |
0.6% |
0.0000 |
| Volume |
574 |
664 |
90 |
15.7% |
874 |
|
| Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0004 |
0.9951 |
0.9782 |
|
| R3 |
0.9924 |
0.9871 |
0.9760 |
|
| R2 |
0.9844 |
0.9844 |
0.9753 |
|
| R1 |
0.9791 |
0.9791 |
0.9745 |
0.9778 |
| PP |
0.9764 |
0.9764 |
0.9764 |
0.9757 |
| S1 |
0.9711 |
0.9711 |
0.9731 |
0.9698 |
| S2 |
0.9684 |
0.9684 |
0.9723 |
|
| S3 |
0.9604 |
0.9631 |
0.9716 |
|
| S4 |
0.9524 |
0.9551 |
0.9694 |
|
|
| 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 |
0.9817 |
0.9548 |
0.0269 |
2.8% |
0.0104 |
1.1% |
71% |
True |
False |
307 |
| 10 |
0.9817 |
0.9548 |
0.0269 |
2.8% |
0.0082 |
0.8% |
71% |
True |
False |
225 |
| 20 |
0.9817 |
0.9495 |
0.0322 |
3.3% |
0.0069 |
0.7% |
75% |
True |
False |
158 |
| 40 |
0.9873 |
0.9495 |
0.0378 |
3.9% |
0.0057 |
0.6% |
64% |
False |
False |
105 |
| 60 |
1.0232 |
0.9495 |
0.0737 |
7.6% |
0.0043 |
0.4% |
33% |
False |
False |
71 |
| 80 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0033 |
0.3% |
29% |
False |
False |
54 |
| 100 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0027 |
0.3% |
29% |
False |
False |
44 |
| 120 |
1.0410 |
0.9495 |
0.0915 |
9.4% |
0.0023 |
0.2% |
27% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0157 |
|
2.618 |
1.0026 |
|
1.618 |
0.9946 |
|
1.000 |
0.9897 |
|
0.618 |
0.9866 |
|
HIGH |
0.9817 |
|
0.618 |
0.9786 |
|
0.500 |
0.9777 |
|
0.382 |
0.9768 |
|
LOW |
0.9737 |
|
0.618 |
0.9688 |
|
1.000 |
0.9657 |
|
1.618 |
0.9608 |
|
2.618 |
0.9528 |
|
4.250 |
0.9397 |
|
|
| Fisher Pivots for day following 27-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9777 |
0.9720 |
| PP |
0.9764 |
0.9701 |
| S1 |
0.9751 |
0.9683 |
|