CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 13-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9541 |
0.9610 |
0.0069 |
0.7% |
0.9540 |
| High |
0.9635 |
0.9726 |
0.0091 |
0.9% |
0.9635 |
| Low |
0.9490 |
0.9606 |
0.0116 |
1.2% |
0.9490 |
| Close |
0.9615 |
0.9719 |
0.0104 |
1.1% |
0.9615 |
| Range |
0.0145 |
0.0120 |
-0.0025 |
-17.2% |
0.0145 |
| ATR |
0.0074 |
0.0077 |
0.0003 |
4.5% |
0.0000 |
| Volume |
198,524 |
169,205 |
-29,319 |
-14.8% |
693,523 |
|
| Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0044 |
1.0001 |
0.9785 |
|
| R3 |
0.9924 |
0.9881 |
0.9752 |
|
| R2 |
0.9804 |
0.9804 |
0.9741 |
|
| R1 |
0.9761 |
0.9761 |
0.9730 |
0.9783 |
| PP |
0.9684 |
0.9684 |
0.9684 |
0.9694 |
| S1 |
0.9641 |
0.9641 |
0.9708 |
0.9663 |
| S2 |
0.9564 |
0.9564 |
0.9697 |
|
| S3 |
0.9444 |
0.9521 |
0.9686 |
|
| S4 |
0.9324 |
0.9401 |
0.9653 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0015 |
0.9960 |
0.9695 |
|
| R3 |
0.9870 |
0.9815 |
0.9655 |
|
| R2 |
0.9725 |
0.9725 |
0.9642 |
|
| R1 |
0.9670 |
0.9670 |
0.9628 |
0.9698 |
| PP |
0.9580 |
0.9580 |
0.9580 |
0.9594 |
| S1 |
0.9525 |
0.9525 |
0.9602 |
0.9553 |
| S2 |
0.9435 |
0.9435 |
0.9588 |
|
| S3 |
0.9290 |
0.9380 |
0.9575 |
|
| S4 |
0.9145 |
0.9235 |
0.9535 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9726 |
0.9490 |
0.0236 |
2.4% |
0.0084 |
0.9% |
97% |
True |
False |
143,800 |
| 10 |
0.9726 |
0.9486 |
0.0240 |
2.5% |
0.0076 |
0.8% |
97% |
True |
False |
113,333 |
| 20 |
0.9793 |
0.9486 |
0.0307 |
3.2% |
0.0075 |
0.8% |
76% |
False |
False |
103,376 |
| 40 |
1.0093 |
0.9486 |
0.0607 |
6.2% |
0.0076 |
0.8% |
38% |
False |
False |
60,858 |
| 60 |
1.0318 |
0.9486 |
0.0832 |
8.6% |
0.0071 |
0.7% |
28% |
False |
False |
40,627 |
| 80 |
1.0358 |
0.9486 |
0.0872 |
9.0% |
0.0071 |
0.7% |
27% |
False |
False |
30,504 |
| 100 |
1.0358 |
0.9486 |
0.0872 |
9.0% |
0.0065 |
0.7% |
27% |
False |
False |
24,405 |
| 120 |
1.0398 |
0.9486 |
0.0912 |
9.4% |
0.0055 |
0.6% |
26% |
False |
False |
20,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0236 |
|
2.618 |
1.0040 |
|
1.618 |
0.9920 |
|
1.000 |
0.9846 |
|
0.618 |
0.9800 |
|
HIGH |
0.9726 |
|
0.618 |
0.9680 |
|
0.500 |
0.9666 |
|
0.382 |
0.9652 |
|
LOW |
0.9606 |
|
0.618 |
0.9532 |
|
1.000 |
0.9486 |
|
1.618 |
0.9412 |
|
2.618 |
0.9292 |
|
4.250 |
0.9096 |
|
|
| Fisher Pivots for day following 13-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9701 |
0.9682 |
| PP |
0.9684 |
0.9645 |
| S1 |
0.9666 |
0.9608 |
|