CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 14-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2014 |
14-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9610 |
0.9708 |
0.0098 |
1.0% |
0.9540 |
| High |
0.9726 |
0.9719 |
-0.0007 |
-0.1% |
0.9635 |
| Low |
0.9606 |
0.9591 |
-0.0015 |
-0.2% |
0.9490 |
| Close |
0.9719 |
0.9600 |
-0.0119 |
-1.2% |
0.9615 |
| Range |
0.0120 |
0.0128 |
0.0008 |
6.7% |
0.0145 |
| ATR |
0.0077 |
0.0081 |
0.0004 |
4.7% |
0.0000 |
| Volume |
169,205 |
143,612 |
-25,593 |
-15.1% |
693,523 |
|
| Daily Pivots for day following 14-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0021 |
0.9938 |
0.9670 |
|
| R3 |
0.9893 |
0.9810 |
0.9635 |
|
| R2 |
0.9765 |
0.9765 |
0.9623 |
|
| R1 |
0.9682 |
0.9682 |
0.9612 |
0.9660 |
| PP |
0.9637 |
0.9637 |
0.9637 |
0.9625 |
| S1 |
0.9554 |
0.9554 |
0.9588 |
0.9532 |
| S2 |
0.9509 |
0.9509 |
0.9577 |
|
| S3 |
0.9381 |
0.9426 |
0.9565 |
|
| S4 |
0.9253 |
0.9298 |
0.9530 |
|
|
| 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 |
2.5% |
0.0099 |
1.0% |
47% |
False |
False |
149,602 |
| 10 |
0.9726 |
0.9486 |
0.0240 |
2.5% |
0.0085 |
0.9% |
48% |
False |
False |
122,070 |
| 20 |
0.9793 |
0.9486 |
0.0307 |
3.2% |
0.0077 |
0.8% |
37% |
False |
False |
102,440 |
| 40 |
1.0050 |
0.9486 |
0.0564 |
5.9% |
0.0076 |
0.8% |
20% |
False |
False |
64,442 |
| 60 |
1.0318 |
0.9486 |
0.0832 |
8.7% |
0.0071 |
0.7% |
14% |
False |
False |
43,018 |
| 80 |
1.0358 |
0.9486 |
0.0872 |
9.1% |
0.0070 |
0.7% |
13% |
False |
False |
32,299 |
| 100 |
1.0358 |
0.9486 |
0.0872 |
9.1% |
0.0066 |
0.7% |
13% |
False |
False |
25,841 |
| 120 |
1.0398 |
0.9486 |
0.0912 |
9.5% |
0.0056 |
0.6% |
13% |
False |
False |
21,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0263 |
|
2.618 |
1.0054 |
|
1.618 |
0.9926 |
|
1.000 |
0.9847 |
|
0.618 |
0.9798 |
|
HIGH |
0.9719 |
|
0.618 |
0.9670 |
|
0.500 |
0.9655 |
|
0.382 |
0.9640 |
|
LOW |
0.9591 |
|
0.618 |
0.9512 |
|
1.000 |
0.9463 |
|
1.618 |
0.9384 |
|
2.618 |
0.9256 |
|
4.250 |
0.9047 |
|
|
| Fisher Pivots for day following 14-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9655 |
0.9608 |
| PP |
0.9637 |
0.9605 |
| S1 |
0.9618 |
0.9603 |
|