CME Japanese Yen Future September 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 |
0.9746 |
0.9736 |
-0.0010 |
-0.1% |
0.9604 |
High |
0.9746 |
0.9736 |
-0.0010 |
-0.1% |
0.9791 |
Low |
0.9746 |
0.9736 |
-0.0010 |
-0.1% |
0.9592 |
Close |
0.9746 |
0.9736 |
-0.0010 |
-0.1% |
0.9791 |
Range |
|
|
|
|
|
ATR |
0.0045 |
0.0042 |
-0.0002 |
-5.6% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
4 |
|
Daily Pivots for day following 28-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9736 |
0.9736 |
0.9736 |
|
R3 |
0.9736 |
0.9736 |
0.9736 |
|
R2 |
0.9736 |
0.9736 |
0.9736 |
|
R1 |
0.9736 |
0.9736 |
0.9736 |
0.9736 |
PP |
0.9736 |
0.9736 |
0.9736 |
0.9736 |
S1 |
0.9736 |
0.9736 |
0.9736 |
0.9736 |
S2 |
0.9736 |
0.9736 |
0.9736 |
|
S3 |
0.9736 |
0.9736 |
0.9736 |
|
S4 |
0.9736 |
0.9736 |
0.9736 |
|
|
Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0322 |
1.0255 |
0.9900 |
|
R3 |
1.0123 |
1.0056 |
0.9846 |
|
R2 |
0.9924 |
0.9924 |
0.9827 |
|
R1 |
0.9857 |
0.9857 |
0.9809 |
0.9891 |
PP |
0.9725 |
0.9725 |
0.9725 |
0.9741 |
S1 |
0.9658 |
0.9658 |
0.9773 |
0.9692 |
S2 |
0.9526 |
0.9526 |
0.9755 |
|
S3 |
0.9327 |
0.9459 |
0.9736 |
|
S4 |
0.9128 |
0.9260 |
0.9682 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9791 |
0.9592 |
0.0199 |
2.0% |
0.0006 |
0.1% |
72% |
False |
False |
1 |
10 |
0.9791 |
0.9575 |
0.0216 |
2.2% |
0.0005 |
0.1% |
75% |
False |
False |
1 |
20 |
0.9791 |
0.9515 |
0.0276 |
2.8% |
0.0007 |
0.1% |
80% |
False |
False |
1 |
40 |
0.9853 |
0.9515 |
0.0338 |
3.5% |
0.0010 |
0.1% |
65% |
False |
False |
1 |
60 |
1.0241 |
0.9515 |
0.0726 |
7.5% |
0.0009 |
0.1% |
30% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9736 |
2.618 |
0.9736 |
1.618 |
0.9736 |
1.000 |
0.9736 |
0.618 |
0.9736 |
HIGH |
0.9736 |
0.618 |
0.9736 |
0.500 |
0.9736 |
0.382 |
0.9736 |
LOW |
0.9736 |
0.618 |
0.9736 |
1.000 |
0.9736 |
1.618 |
0.9736 |
2.618 |
0.9736 |
4.250 |
0.9736 |
|
|
Fisher Pivots for day following 28-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9736 |
0.9764 |
PP |
0.9736 |
0.9754 |
S1 |
0.9736 |
0.9745 |
|