CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 21-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2014 |
21-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9585 |
0.9591 |
0.0006 |
0.1% |
0.9610 |
| High |
0.9600 |
0.9631 |
0.0031 |
0.3% |
0.9726 |
| Low |
0.9573 |
0.9548 |
-0.0025 |
-0.3% |
0.9533 |
| Close |
0.9589 |
0.9593 |
0.0004 |
0.0% |
0.9589 |
| Range |
0.0027 |
0.0083 |
0.0056 |
207.4% |
0.0193 |
| ATR |
0.0075 |
0.0075 |
0.0001 |
0.8% |
0.0000 |
| Volume |
79,670 |
172,509 |
92,839 |
116.5% |
619,044 |
|
| Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9840 |
0.9799 |
0.9639 |
|
| R3 |
0.9757 |
0.9716 |
0.9616 |
|
| R2 |
0.9674 |
0.9674 |
0.9608 |
|
| R1 |
0.9633 |
0.9633 |
0.9601 |
0.9654 |
| PP |
0.9591 |
0.9591 |
0.9591 |
0.9601 |
| S1 |
0.9550 |
0.9550 |
0.9585 |
0.9571 |
| S2 |
0.9508 |
0.9508 |
0.9578 |
|
| S3 |
0.9425 |
0.9467 |
0.9570 |
|
| S4 |
0.9342 |
0.9384 |
0.9547 |
|
|
| 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 |
0.9719 |
0.9533 |
0.0186 |
1.9% |
0.0073 |
0.8% |
32% |
False |
False |
124,469 |
| 10 |
0.9726 |
0.9490 |
0.0236 |
2.5% |
0.0078 |
0.8% |
44% |
False |
False |
134,135 |
| 20 |
0.9726 |
0.9486 |
0.0240 |
2.5% |
0.0068 |
0.7% |
45% |
False |
False |
102,410 |
| 40 |
0.9974 |
0.9486 |
0.0488 |
5.1% |
0.0077 |
0.8% |
22% |
False |
False |
76,363 |
| 60 |
1.0318 |
0.9486 |
0.0832 |
8.7% |
0.0071 |
0.7% |
13% |
False |
False |
50,991 |
| 80 |
1.0358 |
0.9486 |
0.0872 |
9.1% |
0.0071 |
0.7% |
12% |
False |
False |
38,272 |
| 100 |
1.0358 |
0.9486 |
0.0872 |
9.1% |
0.0067 |
0.7% |
12% |
False |
False |
30,629 |
| 120 |
1.0398 |
0.9486 |
0.0912 |
9.5% |
0.0058 |
0.6% |
12% |
False |
False |
25,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9984 |
|
2.618 |
0.9848 |
|
1.618 |
0.9765 |
|
1.000 |
0.9714 |
|
0.618 |
0.9682 |
|
HIGH |
0.9631 |
|
0.618 |
0.9599 |
|
0.500 |
0.9590 |
|
0.382 |
0.9580 |
|
LOW |
0.9548 |
|
0.618 |
0.9497 |
|
1.000 |
0.9465 |
|
1.618 |
0.9414 |
|
2.618 |
0.9331 |
|
4.250 |
0.9195 |
|
|
| Fisher Pivots for day following 21-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9592 |
0.9589 |
| PP |
0.9591 |
0.9586 |
| S1 |
0.9590 |
0.9582 |
|