CME Japanese Yen Future September 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 |
0.9736 |
0.9683 |
-0.0053 |
-0.5% |
0.9604 |
High |
0.9736 |
0.9817 |
0.0081 |
0.8% |
0.9791 |
Low |
0.9736 |
0.9683 |
-0.0053 |
-0.5% |
0.9592 |
Close |
0.9736 |
0.9817 |
0.0081 |
0.8% |
0.9791 |
Range |
0.0000 |
0.0134 |
0.0134 |
|
0.0199 |
ATR |
0.0042 |
0.0049 |
0.0007 |
15.4% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
4 |
|
Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0174 |
1.0130 |
0.9891 |
|
R3 |
1.0040 |
0.9996 |
0.9854 |
|
R2 |
0.9906 |
0.9906 |
0.9842 |
|
R1 |
0.9862 |
0.9862 |
0.9829 |
0.9884 |
PP |
0.9772 |
0.9772 |
0.9772 |
0.9784 |
S1 |
0.9728 |
0.9728 |
0.9805 |
0.9750 |
S2 |
0.9638 |
0.9638 |
0.9792 |
|
S3 |
0.9504 |
0.9594 |
0.9780 |
|
S4 |
0.9370 |
0.9460 |
0.9743 |
|
|
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 |
0.9817 |
0.9683 |
0.0134 |
1.4% |
0.0033 |
0.3% |
100% |
True |
True |
1 |
10 |
0.9817 |
0.9575 |
0.0242 |
2.5% |
0.0019 |
0.2% |
100% |
True |
False |
1 |
20 |
0.9817 |
0.9515 |
0.0302 |
3.1% |
0.0014 |
0.1% |
100% |
True |
False |
1 |
40 |
0.9853 |
0.9515 |
0.0338 |
3.4% |
0.0013 |
0.1% |
89% |
False |
False |
1 |
60 |
1.0241 |
0.9515 |
0.0726 |
7.4% |
0.0012 |
0.1% |
42% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0387 |
2.618 |
1.0168 |
1.618 |
1.0034 |
1.000 |
0.9951 |
0.618 |
0.9900 |
HIGH |
0.9817 |
0.618 |
0.9766 |
0.500 |
0.9750 |
0.382 |
0.9734 |
LOW |
0.9683 |
0.618 |
0.9600 |
1.000 |
0.9549 |
1.618 |
0.9466 |
2.618 |
0.9332 |
4.250 |
0.9114 |
|
|
Fisher Pivots for day following 29-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9795 |
0.9795 |
PP |
0.9772 |
0.9772 |
S1 |
0.9750 |
0.9750 |
|