CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 22-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9591 |
0.9591 |
0.0000 |
0.0% |
0.9610 |
| High |
0.9631 |
0.9621 |
-0.0010 |
-0.1% |
0.9726 |
| Low |
0.9548 |
0.9562 |
0.0014 |
0.1% |
0.9533 |
| Close |
0.9593 |
0.9581 |
-0.0012 |
-0.1% |
0.9589 |
| Range |
0.0083 |
0.0059 |
-0.0024 |
-28.9% |
0.0193 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
172,509 |
107,551 |
-64,958 |
-37.7% |
619,044 |
|
| Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9765 |
0.9732 |
0.9613 |
|
| R3 |
0.9706 |
0.9673 |
0.9597 |
|
| R2 |
0.9647 |
0.9647 |
0.9592 |
|
| R1 |
0.9614 |
0.9614 |
0.9586 |
0.9601 |
| PP |
0.9588 |
0.9588 |
0.9588 |
0.9582 |
| S1 |
0.9555 |
0.9555 |
0.9576 |
0.9542 |
| S2 |
0.9529 |
0.9529 |
0.9570 |
|
| S3 |
0.9470 |
0.9496 |
0.9565 |
|
| S4 |
0.9411 |
0.9437 |
0.9549 |
|
|
| 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 |
0.9631 |
0.9533 |
0.0098 |
1.0% |
0.0059 |
0.6% |
49% |
False |
False |
117,257 |
| 10 |
0.9726 |
0.9490 |
0.0236 |
2.5% |
0.0079 |
0.8% |
39% |
False |
False |
133,429 |
| 20 |
0.9726 |
0.9486 |
0.0240 |
2.5% |
0.0067 |
0.7% |
40% |
False |
False |
101,479 |
| 40 |
0.9910 |
0.9486 |
0.0424 |
4.4% |
0.0076 |
0.8% |
22% |
False |
False |
79,037 |
| 60 |
1.0318 |
0.9486 |
0.0832 |
8.7% |
0.0072 |
0.8% |
11% |
False |
False |
52,783 |
| 80 |
1.0358 |
0.9486 |
0.0872 |
9.1% |
0.0071 |
0.7% |
11% |
False |
False |
39,615 |
| 100 |
1.0358 |
0.9486 |
0.0872 |
9.1% |
0.0067 |
0.7% |
11% |
False |
False |
31,704 |
| 120 |
1.0398 |
0.9486 |
0.0912 |
9.5% |
0.0058 |
0.6% |
10% |
False |
False |
26,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9872 |
|
2.618 |
0.9775 |
|
1.618 |
0.9716 |
|
1.000 |
0.9680 |
|
0.618 |
0.9657 |
|
HIGH |
0.9621 |
|
0.618 |
0.9598 |
|
0.500 |
0.9592 |
|
0.382 |
0.9585 |
|
LOW |
0.9562 |
|
0.618 |
0.9526 |
|
1.000 |
0.9503 |
|
1.618 |
0.9467 |
|
2.618 |
0.9408 |
|
4.250 |
0.9311 |
|
|
| Fisher Pivots for day following 22-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9592 |
0.9590 |
| PP |
0.9588 |
0.9587 |
| S1 |
0.9585 |
0.9584 |
|