CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 15-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9708 |
0.9596 |
-0.0112 |
-1.2% |
0.9540 |
| High |
0.9719 |
0.9610 |
-0.0109 |
-1.1% |
0.9635 |
| Low |
0.9591 |
0.9554 |
-0.0037 |
-0.4% |
0.9490 |
| Close |
0.9600 |
0.9564 |
-0.0036 |
-0.4% |
0.9615 |
| Range |
0.0128 |
0.0056 |
-0.0072 |
-56.3% |
0.0145 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
143,612 |
109,103 |
-34,509 |
-24.0% |
693,523 |
|
| Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9744 |
0.9710 |
0.9595 |
|
| R3 |
0.9688 |
0.9654 |
0.9579 |
|
| R2 |
0.9632 |
0.9632 |
0.9574 |
|
| R1 |
0.9598 |
0.9598 |
0.9569 |
0.9587 |
| PP |
0.9576 |
0.9576 |
0.9576 |
0.9571 |
| S1 |
0.9542 |
0.9542 |
0.9559 |
0.9531 |
| S2 |
0.9520 |
0.9520 |
0.9554 |
|
| S3 |
0.9464 |
0.9486 |
0.9549 |
|
| S4 |
0.9408 |
0.9430 |
0.9533 |
|
|
| 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% |
31% |
False |
False |
144,700 |
| 10 |
0.9726 |
0.9486 |
0.0240 |
2.5% |
0.0086 |
0.9% |
33% |
False |
False |
129,397 |
| 20 |
0.9793 |
0.9486 |
0.0307 |
3.2% |
0.0076 |
0.8% |
25% |
False |
False |
102,460 |
| 40 |
1.0050 |
0.9486 |
0.0564 |
5.9% |
0.0077 |
0.8% |
14% |
False |
False |
67,153 |
| 60 |
1.0318 |
0.9486 |
0.0832 |
8.7% |
0.0071 |
0.7% |
9% |
False |
False |
44,834 |
| 80 |
1.0358 |
0.9486 |
0.0872 |
9.1% |
0.0070 |
0.7% |
9% |
False |
False |
33,654 |
| 100 |
1.0358 |
0.9486 |
0.0872 |
9.1% |
0.0066 |
0.7% |
9% |
False |
False |
26,932 |
| 120 |
1.0398 |
0.9486 |
0.0912 |
9.5% |
0.0057 |
0.6% |
9% |
False |
False |
22,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9848 |
|
2.618 |
0.9757 |
|
1.618 |
0.9701 |
|
1.000 |
0.9666 |
|
0.618 |
0.9645 |
|
HIGH |
0.9610 |
|
0.618 |
0.9589 |
|
0.500 |
0.9582 |
|
0.382 |
0.9575 |
|
LOW |
0.9554 |
|
0.618 |
0.9519 |
|
1.000 |
0.9498 |
|
1.618 |
0.9463 |
|
2.618 |
0.9407 |
|
4.250 |
0.9316 |
|
|
| Fisher Pivots for day following 15-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9582 |
0.9640 |
| PP |
0.9576 |
0.9615 |
| S1 |
0.9570 |
0.9589 |
|