CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 09-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2014 |
09-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9558 |
0.9539 |
-0.0019 |
-0.2% |
0.9502 |
| High |
0.9573 |
0.9565 |
-0.0008 |
-0.1% |
0.9612 |
| Low |
0.9515 |
0.9521 |
0.0006 |
0.1% |
0.9486 |
| Close |
0.9544 |
0.9549 |
0.0005 |
0.1% |
0.9558 |
| Range |
0.0058 |
0.0044 |
-0.0014 |
-24.1% |
0.0126 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
133,613 |
103,058 |
-30,555 |
-22.9% |
270,607 |
|
| Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9677 |
0.9657 |
0.9573 |
|
| R3 |
0.9633 |
0.9613 |
0.9561 |
|
| R2 |
0.9589 |
0.9589 |
0.9557 |
|
| R1 |
0.9569 |
0.9569 |
0.9553 |
0.9579 |
| PP |
0.9545 |
0.9545 |
0.9545 |
0.9550 |
| S1 |
0.9525 |
0.9525 |
0.9545 |
0.9535 |
| S2 |
0.9501 |
0.9501 |
0.9541 |
|
| S3 |
0.9457 |
0.9481 |
0.9537 |
|
| S4 |
0.9413 |
0.9437 |
0.9525 |
|
|
| 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 |
0.9515 |
0.0114 |
1.2% |
0.0066 |
0.7% |
30% |
False |
False |
117,623 |
| 10 |
0.9629 |
0.9486 |
0.0143 |
1.5% |
0.0060 |
0.6% |
44% |
False |
False |
85,906 |
| 20 |
0.9796 |
0.9486 |
0.0310 |
3.2% |
0.0070 |
0.7% |
20% |
False |
False |
96,696 |
| 40 |
1.0106 |
0.9486 |
0.0620 |
6.5% |
0.0072 |
0.8% |
10% |
False |
False |
51,677 |
| 60 |
1.0318 |
0.9486 |
0.0832 |
8.7% |
0.0069 |
0.7% |
8% |
False |
False |
34,502 |
| 80 |
1.0358 |
0.9486 |
0.0872 |
9.1% |
0.0069 |
0.7% |
7% |
False |
False |
25,908 |
| 100 |
1.0358 |
0.9486 |
0.0872 |
9.1% |
0.0062 |
0.6% |
7% |
False |
False |
20,728 |
| 120 |
1.0398 |
0.9486 |
0.0912 |
9.6% |
0.0054 |
0.6% |
7% |
False |
False |
17,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9752 |
|
2.618 |
0.9680 |
|
1.618 |
0.9636 |
|
1.000 |
0.9609 |
|
0.618 |
0.9592 |
|
HIGH |
0.9565 |
|
0.618 |
0.9548 |
|
0.500 |
0.9543 |
|
0.382 |
0.9538 |
|
LOW |
0.9521 |
|
0.618 |
0.9494 |
|
1.000 |
0.9477 |
|
1.618 |
0.9450 |
|
2.618 |
0.9406 |
|
4.250 |
0.9334 |
|
|
| Fisher Pivots for day following 09-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9547 |
0.9559 |
| PP |
0.9545 |
0.9555 |
| S1 |
0.9543 |
0.9552 |
|