CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 02-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9520 |
0.9486 |
-0.0034 |
-0.4% |
0.9612 |
| High |
0.9540 |
0.9568 |
0.0028 |
0.3% |
0.9641 |
| Low |
0.9495 |
0.9486 |
-0.0009 |
-0.1% |
0.9508 |
| Close |
0.9503 |
0.9555 |
0.0052 |
0.5% |
0.9515 |
| Range |
0.0045 |
0.0082 |
0.0037 |
82.2% |
0.0133 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
1.3% |
0.0000 |
| Volume |
35,832 |
85,411 |
49,579 |
138.4% |
166,347 |
|
| Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9782 |
0.9751 |
0.9600 |
|
| R3 |
0.9700 |
0.9669 |
0.9578 |
|
| R2 |
0.9618 |
0.9618 |
0.9570 |
|
| R1 |
0.9587 |
0.9587 |
0.9563 |
0.9603 |
| PP |
0.9536 |
0.9536 |
0.9536 |
0.9544 |
| S1 |
0.9505 |
0.9505 |
0.9547 |
0.9521 |
| S2 |
0.9454 |
0.9454 |
0.9540 |
|
| S3 |
0.9372 |
0.9423 |
0.9532 |
|
| S4 |
0.9290 |
0.9341 |
0.9510 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9954 |
0.9867 |
0.9588 |
|
| R3 |
0.9821 |
0.9734 |
0.9552 |
|
| R2 |
0.9688 |
0.9688 |
0.9539 |
|
| R1 |
0.9601 |
0.9601 |
0.9527 |
0.9578 |
| PP |
0.9555 |
0.9555 |
0.9555 |
0.9543 |
| S1 |
0.9468 |
0.9468 |
0.9503 |
0.9445 |
| S2 |
0.9422 |
0.9422 |
0.9491 |
|
| S3 |
0.9289 |
0.9335 |
0.9478 |
|
| S4 |
0.9156 |
0.9202 |
0.9442 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9595 |
0.9486 |
0.0109 |
1.1% |
0.0054 |
0.6% |
63% |
False |
True |
54,189 |
| 10 |
0.9793 |
0.9486 |
0.0307 |
3.2% |
0.0069 |
0.7% |
22% |
False |
True |
75,215 |
| 20 |
0.9845 |
0.9486 |
0.0359 |
3.8% |
0.0074 |
0.8% |
19% |
False |
True |
72,881 |
| 40 |
1.0250 |
0.9486 |
0.0764 |
8.0% |
0.0074 |
0.8% |
9% |
False |
True |
37,020 |
| 60 |
1.0358 |
0.9486 |
0.0872 |
9.1% |
0.0068 |
0.7% |
8% |
False |
True |
24,714 |
| 80 |
1.0358 |
0.9486 |
0.0872 |
9.1% |
0.0068 |
0.7% |
8% |
False |
True |
18,558 |
| 100 |
1.0361 |
0.9486 |
0.0875 |
9.2% |
0.0059 |
0.6% |
8% |
False |
True |
14,847 |
| 120 |
1.0398 |
0.9486 |
0.0912 |
9.5% |
0.0052 |
0.5% |
8% |
False |
True |
12,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9917 |
|
2.618 |
0.9783 |
|
1.618 |
0.9701 |
|
1.000 |
0.9650 |
|
0.618 |
0.9619 |
|
HIGH |
0.9568 |
|
0.618 |
0.9537 |
|
0.500 |
0.9527 |
|
0.382 |
0.9517 |
|
LOW |
0.9486 |
|
0.618 |
0.9435 |
|
1.000 |
0.9404 |
|
1.618 |
0.9353 |
|
2.618 |
0.9271 |
|
4.250 |
0.9138 |
|
|
| Fisher Pivots for day following 02-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9546 |
0.9546 |
| PP |
0.9536 |
0.9536 |
| S1 |
0.9527 |
0.9527 |
|