CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 24-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2014 |
24-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9570 |
0.9680 |
0.0110 |
1.1% |
0.9591 |
| High |
0.9714 |
0.9806 |
0.0092 |
0.9% |
0.9806 |
| Low |
0.9541 |
0.9656 |
0.0115 |
1.2% |
0.9541 |
| Close |
0.9695 |
0.9777 |
0.0082 |
0.8% |
0.9777 |
| Range |
0.0173 |
0.0150 |
-0.0023 |
-13.3% |
0.0265 |
| ATR |
0.0081 |
0.0086 |
0.0005 |
6.0% |
0.0000 |
| Volume |
254,590 |
294,609 |
40,019 |
15.7% |
829,259 |
|
| Daily Pivots for day following 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0196 |
1.0137 |
0.9860 |
|
| R3 |
1.0046 |
0.9987 |
0.9818 |
|
| R2 |
0.9896 |
0.9896 |
0.9805 |
|
| R1 |
0.9837 |
0.9837 |
0.9791 |
0.9867 |
| PP |
0.9746 |
0.9746 |
0.9746 |
0.9761 |
| S1 |
0.9687 |
0.9687 |
0.9763 |
0.9717 |
| S2 |
0.9596 |
0.9596 |
0.9750 |
|
| S3 |
0.9446 |
0.9537 |
0.9736 |
|
| S4 |
0.9296 |
0.9387 |
0.9695 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0503 |
1.0405 |
0.9923 |
|
| R3 |
1.0238 |
1.0140 |
0.9850 |
|
| R2 |
0.9973 |
0.9973 |
0.9826 |
|
| R1 |
0.9875 |
0.9875 |
0.9801 |
0.9924 |
| PP |
0.9708 |
0.9708 |
0.9708 |
0.9733 |
| S1 |
0.9610 |
0.9610 |
0.9753 |
0.9659 |
| S2 |
0.9443 |
0.9443 |
0.9728 |
|
| S3 |
0.9178 |
0.9345 |
0.9704 |
|
| S4 |
0.8913 |
0.9080 |
0.9631 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9806 |
0.9541 |
0.0265 |
2.7% |
0.0098 |
1.0% |
89% |
True |
False |
181,785 |
| 10 |
0.9806 |
0.9490 |
0.0316 |
3.2% |
0.0101 |
1.0% |
91% |
True |
False |
164,682 |
| 20 |
0.9806 |
0.9486 |
0.0320 |
3.3% |
0.0081 |
0.8% |
91% |
True |
False |
125,294 |
| 40 |
0.9890 |
0.9486 |
0.0404 |
4.1% |
0.0081 |
0.8% |
72% |
False |
False |
92,610 |
| 60 |
1.0250 |
0.9486 |
0.0764 |
7.8% |
0.0076 |
0.8% |
38% |
False |
False |
61,935 |
| 80 |
1.0358 |
0.9486 |
0.0872 |
8.9% |
0.0072 |
0.7% |
33% |
False |
False |
46,478 |
| 100 |
1.0358 |
0.9486 |
0.0872 |
8.9% |
0.0069 |
0.7% |
33% |
False |
False |
37,196 |
| 120 |
1.0398 |
0.9486 |
0.0912 |
9.3% |
0.0061 |
0.6% |
32% |
False |
False |
30,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0444 |
|
2.618 |
1.0199 |
|
1.618 |
1.0049 |
|
1.000 |
0.9956 |
|
0.618 |
0.9899 |
|
HIGH |
0.9806 |
|
0.618 |
0.9749 |
|
0.500 |
0.9731 |
|
0.382 |
0.9713 |
|
LOW |
0.9656 |
|
0.618 |
0.9563 |
|
1.000 |
0.9506 |
|
1.618 |
0.9413 |
|
2.618 |
0.9263 |
|
4.250 |
0.9019 |
|
|
| Fisher Pivots for day following 24-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9762 |
0.9743 |
| PP |
0.9746 |
0.9708 |
| S1 |
0.9731 |
0.9674 |
|