CME Japanese Yen Future September 2014
Trading Metrics calculated at close of trading on 23-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2014 |
23-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
0.9592 |
0.9706 |
0.0114 |
1.2% |
0.9689 |
High |
0.9592 |
0.9706 |
0.0114 |
1.2% |
0.9730 |
Low |
0.9592 |
0.9706 |
0.0114 |
1.2% |
0.9575 |
Close |
0.9592 |
0.9706 |
0.0114 |
1.2% |
0.9600 |
Range |
|
|
|
|
|
ATR |
0.0036 |
0.0042 |
0.0006 |
15.3% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 23-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9706 |
0.9706 |
0.9706 |
|
R3 |
0.9706 |
0.9706 |
0.9706 |
|
R2 |
0.9706 |
0.9706 |
0.9706 |
|
R1 |
0.9706 |
0.9706 |
0.9706 |
0.9706 |
PP |
0.9706 |
0.9706 |
0.9706 |
0.9706 |
S1 |
0.9706 |
0.9706 |
0.9706 |
0.9706 |
S2 |
0.9706 |
0.9706 |
0.9706 |
|
S3 |
0.9706 |
0.9706 |
0.9706 |
|
S4 |
0.9706 |
0.9706 |
0.9706 |
|
|
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 |
0.9706 |
0.9592 |
0.0114 |
1.2% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
10 |
0.9730 |
0.9560 |
0.0170 |
1.8% |
0.0007 |
0.1% |
86% |
False |
False |
1 |
20 |
0.9730 |
0.9515 |
0.0215 |
2.2% |
0.0007 |
0.1% |
89% |
False |
False |
1 |
40 |
0.9899 |
0.9515 |
0.0384 |
4.0% |
0.0009 |
0.1% |
50% |
False |
False |
1 |
60 |
1.0264 |
0.9515 |
0.0749 |
7.7% |
0.0009 |
0.1% |
26% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9706 |
2.618 |
0.9706 |
1.618 |
0.9706 |
1.000 |
0.9706 |
0.618 |
0.9706 |
HIGH |
0.9706 |
0.618 |
0.9706 |
0.500 |
0.9706 |
0.382 |
0.9706 |
LOW |
0.9706 |
0.618 |
0.9706 |
1.000 |
0.9706 |
1.618 |
0.9706 |
2.618 |
0.9706 |
4.250 |
0.9706 |
|
|
Fisher Pivots for day following 23-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9706 |
0.9687 |
PP |
0.9706 |
0.9668 |
S1 |
0.9706 |
0.9649 |
|