CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 23-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2014 |
23-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9591 |
0.9570 |
-0.0021 |
-0.2% |
0.9610 |
| High |
0.9621 |
0.9714 |
0.0093 |
1.0% |
0.9726 |
| Low |
0.9562 |
0.9541 |
-0.0021 |
-0.2% |
0.9533 |
| Close |
0.9581 |
0.9695 |
0.0114 |
1.2% |
0.9589 |
| Range |
0.0059 |
0.0173 |
0.0114 |
193.2% |
0.0193 |
| ATR |
0.0074 |
0.0081 |
0.0007 |
9.5% |
0.0000 |
| Volume |
107,551 |
254,590 |
147,039 |
136.7% |
619,044 |
|
| Daily Pivots for day following 23-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0169 |
1.0105 |
0.9790 |
|
| R3 |
0.9996 |
0.9932 |
0.9743 |
|
| R2 |
0.9823 |
0.9823 |
0.9727 |
|
| R1 |
0.9759 |
0.9759 |
0.9711 |
0.9791 |
| PP |
0.9650 |
0.9650 |
0.9650 |
0.9666 |
| S1 |
0.9586 |
0.9586 |
0.9679 |
0.9618 |
| S2 |
0.9477 |
0.9477 |
0.9663 |
|
| S3 |
0.9304 |
0.9413 |
0.9647 |
|
| S4 |
0.9131 |
0.9240 |
0.9600 |
|
|
| 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 |
0.9714 |
0.9533 |
0.0181 |
1.9% |
0.0083 |
0.9% |
90% |
True |
False |
146,354 |
| 10 |
0.9726 |
0.9490 |
0.0236 |
2.4% |
0.0091 |
0.9% |
87% |
False |
False |
145,527 |
| 20 |
0.9726 |
0.9486 |
0.0240 |
2.5% |
0.0074 |
0.8% |
87% |
False |
False |
112,194 |
| 40 |
0.9891 |
0.9486 |
0.0405 |
4.2% |
0.0079 |
0.8% |
52% |
False |
False |
85,385 |
| 60 |
1.0267 |
0.9486 |
0.0781 |
8.1% |
0.0074 |
0.8% |
27% |
False |
False |
57,025 |
| 80 |
1.0358 |
0.9486 |
0.0872 |
9.0% |
0.0072 |
0.7% |
24% |
False |
False |
42,797 |
| 100 |
1.0358 |
0.9486 |
0.0872 |
9.0% |
0.0068 |
0.7% |
24% |
False |
False |
34,250 |
| 120 |
1.0398 |
0.9486 |
0.0912 |
9.4% |
0.0060 |
0.6% |
23% |
False |
False |
28,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0449 |
|
2.618 |
1.0167 |
|
1.618 |
0.9994 |
|
1.000 |
0.9887 |
|
0.618 |
0.9821 |
|
HIGH |
0.9714 |
|
0.618 |
0.9648 |
|
0.500 |
0.9628 |
|
0.382 |
0.9607 |
|
LOW |
0.9541 |
|
0.618 |
0.9434 |
|
1.000 |
0.9368 |
|
1.618 |
0.9261 |
|
2.618 |
0.9088 |
|
4.250 |
0.8806 |
|
|
| Fisher Pivots for day following 23-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9673 |
0.9673 |
| PP |
0.9650 |
0.9650 |
| S1 |
0.9628 |
0.9628 |
|