CME Japanese Yen Future March 2014
Trading Metrics calculated at close of trading on 08-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2014 |
08-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
0.9599 |
0.9558 |
-0.0041 |
-0.4% |
0.9502 |
High |
0.9602 |
0.9573 |
-0.0029 |
-0.3% |
0.9612 |
Low |
0.9550 |
0.9515 |
-0.0035 |
-0.4% |
0.9486 |
Close |
0.9573 |
0.9544 |
-0.0029 |
-0.3% |
0.9558 |
Range |
0.0052 |
0.0058 |
0.0006 |
11.5% |
0.0126 |
ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
114,603 |
133,613 |
19,010 |
16.6% |
270,607 |
|
Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9718 |
0.9689 |
0.9576 |
|
R3 |
0.9660 |
0.9631 |
0.9560 |
|
R2 |
0.9602 |
0.9602 |
0.9555 |
|
R1 |
0.9573 |
0.9573 |
0.9549 |
0.9559 |
PP |
0.9544 |
0.9544 |
0.9544 |
0.9537 |
S1 |
0.9515 |
0.9515 |
0.9539 |
0.9501 |
S2 |
0.9486 |
0.9486 |
0.9533 |
|
S3 |
0.9428 |
0.9457 |
0.9528 |
|
S4 |
0.9370 |
0.9399 |
0.9512 |
|
|
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% |
0.0074 |
0.8% |
41% |
False |
False |
114,094 |
10 |
0.9629 |
0.9486 |
0.0143 |
1.5% |
0.0058 |
0.6% |
41% |
False |
False |
78,862 |
20 |
0.9796 |
0.9486 |
0.0310 |
3.2% |
0.0072 |
0.8% |
19% |
False |
False |
93,940 |
40 |
1.0115 |
0.9486 |
0.0629 |
6.6% |
0.0072 |
0.8% |
9% |
False |
False |
49,116 |
60 |
1.0318 |
0.9486 |
0.0832 |
8.7% |
0.0069 |
0.7% |
7% |
False |
False |
32,786 |
80 |
1.0358 |
0.9486 |
0.0872 |
9.1% |
0.0069 |
0.7% |
7% |
False |
False |
24,620 |
100 |
1.0358 |
0.9486 |
0.0872 |
9.1% |
0.0061 |
0.6% |
7% |
False |
False |
19,697 |
120 |
1.0398 |
0.9486 |
0.0912 |
9.6% |
0.0053 |
0.6% |
6% |
False |
False |
16,415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9820 |
2.618 |
0.9725 |
1.618 |
0.9667 |
1.000 |
0.9631 |
0.618 |
0.9609 |
HIGH |
0.9573 |
0.618 |
0.9551 |
0.500 |
0.9544 |
0.382 |
0.9537 |
LOW |
0.9515 |
0.618 |
0.9479 |
1.000 |
0.9457 |
1.618 |
0.9421 |
2.618 |
0.9363 |
4.250 |
0.9269 |
|
|
Fisher Pivots for day following 08-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9544 |
0.9572 |
PP |
0.9544 |
0.9563 |
S1 |
0.9544 |
0.9553 |
|