CME Japanese Yen Future September 2014
Trading Metrics calculated at close of trading on 22-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
0.9604 |
0.9592 |
-0.0012 |
-0.1% |
0.9689 |
High |
0.9604 |
0.9592 |
-0.0012 |
-0.1% |
0.9730 |
Low |
0.9604 |
0.9592 |
-0.0012 |
-0.1% |
0.9575 |
Close |
0.9604 |
0.9592 |
-0.0012 |
-0.1% |
0.9600 |
Range |
|
|
|
|
|
ATR |
0.0038 |
0.0036 |
-0.0002 |
-4.9% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9592 |
0.9592 |
0.9592 |
|
R3 |
0.9592 |
0.9592 |
0.9592 |
|
R2 |
0.9592 |
0.9592 |
0.9592 |
|
R1 |
0.9592 |
0.9592 |
0.9592 |
0.9592 |
PP |
0.9592 |
0.9592 |
0.9592 |
0.9592 |
S1 |
0.9592 |
0.9592 |
0.9592 |
0.9592 |
S2 |
0.9592 |
0.9592 |
0.9592 |
|
S3 |
0.9592 |
0.9592 |
0.9592 |
|
S4 |
0.9592 |
0.9592 |
0.9592 |
|
|
Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0100 |
1.0005 |
0.9685 |
|
R3 |
0.9945 |
0.9850 |
0.9643 |
|
R2 |
0.9790 |
0.9790 |
0.9628 |
|
R1 |
0.9695 |
0.9695 |
0.9614 |
0.9665 |
PP |
0.9635 |
0.9635 |
0.9635 |
0.9620 |
S1 |
0.9540 |
0.9540 |
0.9586 |
0.9510 |
S2 |
0.9480 |
0.9480 |
0.9572 |
|
S3 |
0.9325 |
0.9385 |
0.9557 |
|
S4 |
0.9170 |
0.9230 |
0.9515 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9604 |
0.9575 |
0.0029 |
0.3% |
0.0005 |
0.1% |
59% |
False |
False |
1 |
10 |
0.9730 |
0.9555 |
0.0175 |
1.8% |
0.0007 |
0.1% |
21% |
False |
False |
1 |
20 |
0.9730 |
0.9515 |
0.0215 |
2.2% |
0.0008 |
0.1% |
36% |
False |
False |
1 |
40 |
0.9899 |
0.9515 |
0.0384 |
4.0% |
0.0009 |
0.1% |
20% |
False |
False |
1 |
60 |
1.0298 |
0.9515 |
0.0783 |
8.2% |
0.0009 |
0.1% |
10% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9592 |
2.618 |
0.9592 |
1.618 |
0.9592 |
1.000 |
0.9592 |
0.618 |
0.9592 |
HIGH |
0.9592 |
0.618 |
0.9592 |
0.500 |
0.9592 |
0.382 |
0.9592 |
LOW |
0.9592 |
0.618 |
0.9592 |
1.000 |
0.9592 |
1.618 |
0.9592 |
2.618 |
0.9592 |
4.250 |
0.9592 |
|
|
Fisher Pivots for day following 22-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9592 |
0.9598 |
PP |
0.9592 |
0.9596 |
S1 |
0.9592 |
0.9594 |
|