CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 07-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2014 |
07-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9540 |
0.9599 |
0.0059 |
0.6% |
0.9502 |
| High |
0.9629 |
0.9602 |
-0.0027 |
-0.3% |
0.9612 |
| Low |
0.9531 |
0.9550 |
0.0019 |
0.2% |
0.9486 |
| Close |
0.9594 |
0.9573 |
-0.0021 |
-0.2% |
0.9558 |
| Range |
0.0098 |
0.0052 |
-0.0046 |
-46.9% |
0.0126 |
| ATR |
0.0073 |
0.0071 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
143,725 |
114,603 |
-29,122 |
-20.3% |
270,607 |
|
| Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9731 |
0.9704 |
0.9602 |
|
| R3 |
0.9679 |
0.9652 |
0.9587 |
|
| R2 |
0.9627 |
0.9627 |
0.9583 |
|
| R1 |
0.9600 |
0.9600 |
0.9578 |
0.9588 |
| PP |
0.9575 |
0.9575 |
0.9575 |
0.9569 |
| S1 |
0.9548 |
0.9548 |
0.9568 |
0.9536 |
| S2 |
0.9523 |
0.9523 |
0.9563 |
|
| S3 |
0.9471 |
0.9496 |
0.9559 |
|
| S4 |
0.9419 |
0.9444 |
0.9544 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9930 |
0.9870 |
0.9627 |
|
| R3 |
0.9804 |
0.9744 |
0.9593 |
|
| R2 |
0.9678 |
0.9678 |
0.9581 |
|
| R1 |
0.9618 |
0.9618 |
0.9570 |
0.9648 |
| PP |
0.9552 |
0.9552 |
0.9552 |
0.9567 |
| S1 |
0.9492 |
0.9492 |
0.9546 |
0.9522 |
| S2 |
0.9426 |
0.9426 |
0.9535 |
|
| S3 |
0.9300 |
0.9366 |
0.9523 |
|
| S4 |
0.9174 |
0.9240 |
0.9489 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9629 |
0.9486 |
0.0143 |
1.5% |
0.0071 |
0.7% |
61% |
False |
False |
94,538 |
| 10 |
0.9641 |
0.9486 |
0.0155 |
1.6% |
0.0056 |
0.6% |
56% |
False |
False |
69,528 |
| 20 |
0.9796 |
0.9486 |
0.0310 |
3.2% |
0.0071 |
0.7% |
28% |
False |
False |
88,005 |
| 40 |
1.0210 |
0.9486 |
0.0724 |
7.6% |
0.0074 |
0.8% |
12% |
False |
False |
45,791 |
| 60 |
1.0318 |
0.9486 |
0.0832 |
8.7% |
0.0069 |
0.7% |
10% |
False |
False |
30,561 |
| 80 |
1.0358 |
0.9486 |
0.0872 |
9.1% |
0.0069 |
0.7% |
10% |
False |
False |
22,950 |
| 100 |
1.0358 |
0.9486 |
0.0872 |
9.1% |
0.0061 |
0.6% |
10% |
False |
False |
18,361 |
| 120 |
1.0398 |
0.9486 |
0.0912 |
9.5% |
0.0053 |
0.6% |
10% |
False |
False |
15,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9823 |
|
2.618 |
0.9738 |
|
1.618 |
0.9686 |
|
1.000 |
0.9654 |
|
0.618 |
0.9634 |
|
HIGH |
0.9602 |
|
0.618 |
0.9582 |
|
0.500 |
0.9576 |
|
0.382 |
0.9570 |
|
LOW |
0.9550 |
|
0.618 |
0.9518 |
|
1.000 |
0.9498 |
|
1.618 |
0.9466 |
|
2.618 |
0.9414 |
|
4.250 |
0.9329 |
|
|
| Fisher Pivots for day following 07-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9576 |
0.9580 |
| PP |
0.9575 |
0.9578 |
| S1 |
0.9574 |
0.9575 |
|