CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 17-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2014 |
17-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9563 |
0.9585 |
0.0022 |
0.2% |
0.9610 |
| High |
0.9604 |
0.9600 |
-0.0004 |
0.0% |
0.9726 |
| Low |
0.9533 |
0.9573 |
0.0040 |
0.4% |
0.9533 |
| Close |
0.9590 |
0.9589 |
-0.0001 |
0.0% |
0.9589 |
| Range |
0.0071 |
0.0027 |
-0.0044 |
-62.0% |
0.0193 |
| ATR |
0.0078 |
0.0075 |
-0.0004 |
-4.7% |
0.0000 |
| Volume |
117,454 |
79,670 |
-37,784 |
-32.2% |
619,044 |
|
| Daily Pivots for day following 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9668 |
0.9656 |
0.9604 |
|
| R3 |
0.9641 |
0.9629 |
0.9596 |
|
| R2 |
0.9614 |
0.9614 |
0.9594 |
|
| R1 |
0.9602 |
0.9602 |
0.9591 |
0.9608 |
| PP |
0.9587 |
0.9587 |
0.9587 |
0.9591 |
| S1 |
0.9575 |
0.9575 |
0.9587 |
0.9581 |
| S2 |
0.9560 |
0.9560 |
0.9584 |
|
| S3 |
0.9533 |
0.9548 |
0.9582 |
|
| S4 |
0.9506 |
0.9521 |
0.9574 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0195 |
1.0085 |
0.9695 |
|
| R3 |
1.0002 |
0.9892 |
0.9642 |
|
| R2 |
0.9809 |
0.9809 |
0.9624 |
|
| R1 |
0.9699 |
0.9699 |
0.9607 |
0.9658 |
| PP |
0.9616 |
0.9616 |
0.9616 |
0.9595 |
| S1 |
0.9506 |
0.9506 |
0.9571 |
0.9465 |
| S2 |
0.9423 |
0.9423 |
0.9554 |
|
| S3 |
0.9230 |
0.9313 |
0.9536 |
|
| S4 |
0.9037 |
0.9120 |
0.9483 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9726 |
0.9533 |
0.0193 |
2.0% |
0.0080 |
0.8% |
29% |
False |
False |
123,808 |
| 10 |
0.9726 |
0.9490 |
0.0236 |
2.5% |
0.0080 |
0.8% |
42% |
False |
False |
131,256 |
| 20 |
0.9726 |
0.9486 |
0.0240 |
2.5% |
0.0068 |
0.7% |
43% |
False |
False |
99,280 |
| 40 |
1.0023 |
0.9486 |
0.0537 |
5.6% |
0.0076 |
0.8% |
19% |
False |
False |
72,066 |
| 60 |
1.0318 |
0.9486 |
0.0832 |
8.7% |
0.0071 |
0.7% |
12% |
False |
False |
48,118 |
| 80 |
1.0358 |
0.9486 |
0.0872 |
9.1% |
0.0070 |
0.7% |
12% |
False |
False |
36,116 |
| 100 |
1.0358 |
0.9486 |
0.0872 |
9.1% |
0.0067 |
0.7% |
12% |
False |
False |
28,904 |
| 120 |
1.0398 |
0.9486 |
0.0912 |
9.5% |
0.0057 |
0.6% |
11% |
False |
False |
24,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9715 |
|
2.618 |
0.9671 |
|
1.618 |
0.9644 |
|
1.000 |
0.9627 |
|
0.618 |
0.9617 |
|
HIGH |
0.9600 |
|
0.618 |
0.9590 |
|
0.500 |
0.9587 |
|
0.382 |
0.9583 |
|
LOW |
0.9573 |
|
0.618 |
0.9556 |
|
1.000 |
0.9546 |
|
1.618 |
0.9529 |
|
2.618 |
0.9502 |
|
4.250 |
0.9458 |
|
|
| Fisher Pivots for day following 17-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9588 |
0.9583 |
| PP |
0.9587 |
0.9577 |
| S1 |
0.9587 |
0.9572 |
|