CME Japanese Yen Future June 2014
Trading Metrics calculated at close of trading on 03-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2014 |
03-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
0.9504 |
0.9547 |
0.0043 |
0.5% |
0.9495 |
High |
0.9568 |
0.9612 |
0.0044 |
0.5% |
0.9612 |
Low |
0.9504 |
0.9544 |
0.0040 |
0.4% |
0.9495 |
Close |
0.9560 |
0.9563 |
0.0003 |
0.0% |
0.9563 |
Range |
0.0064 |
0.0068 |
0.0004 |
6.3% |
0.0117 |
ATR |
0.0051 |
0.0052 |
0.0001 |
2.4% |
0.0000 |
Volume |
60 |
156 |
96 |
160.0% |
314 |
|
Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9777 |
0.9738 |
0.9600 |
|
R3 |
0.9709 |
0.9670 |
0.9582 |
|
R2 |
0.9641 |
0.9641 |
0.9575 |
|
R1 |
0.9602 |
0.9602 |
0.9569 |
0.9622 |
PP |
0.9573 |
0.9573 |
0.9573 |
0.9583 |
S1 |
0.9534 |
0.9534 |
0.9557 |
0.9554 |
S2 |
0.9505 |
0.9505 |
0.9551 |
|
S3 |
0.9437 |
0.9466 |
0.9544 |
|
S4 |
0.9369 |
0.9398 |
0.9526 |
|
|
Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9908 |
0.9852 |
0.9627 |
|
R3 |
0.9791 |
0.9735 |
0.9595 |
|
R2 |
0.9674 |
0.9674 |
0.9584 |
|
R1 |
0.9618 |
0.9618 |
0.9574 |
0.9646 |
PP |
0.9557 |
0.9557 |
0.9557 |
0.9571 |
S1 |
0.9501 |
0.9501 |
0.9552 |
0.9529 |
S2 |
0.9440 |
0.9440 |
0.9542 |
|
S3 |
0.9323 |
0.9384 |
0.9531 |
|
S4 |
0.9206 |
0.9267 |
0.9499 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9612 |
0.9495 |
0.0117 |
1.2% |
0.0048 |
0.5% |
58% |
True |
False |
63 |
10 |
0.9631 |
0.9495 |
0.0136 |
1.4% |
0.0036 |
0.4% |
50% |
False |
False |
73 |
20 |
0.9846 |
0.9495 |
0.0351 |
3.7% |
0.0048 |
0.5% |
19% |
False |
False |
66 |
40 |
1.0232 |
0.9495 |
0.0737 |
7.7% |
0.0036 |
0.4% |
9% |
False |
False |
35 |
60 |
1.0305 |
0.9495 |
0.0810 |
8.5% |
0.0026 |
0.3% |
8% |
False |
False |
24 |
80 |
1.0343 |
0.9495 |
0.0848 |
8.9% |
0.0019 |
0.2% |
8% |
False |
False |
20 |
100 |
1.0343 |
0.9495 |
0.0848 |
8.9% |
0.0017 |
0.2% |
8% |
False |
False |
17 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9901 |
2.618 |
0.9790 |
1.618 |
0.9722 |
1.000 |
0.9680 |
0.618 |
0.9654 |
HIGH |
0.9612 |
0.618 |
0.9586 |
0.500 |
0.9578 |
0.382 |
0.9570 |
LOW |
0.9544 |
0.618 |
0.9502 |
1.000 |
0.9476 |
1.618 |
0.9434 |
2.618 |
0.9366 |
4.250 |
0.9255 |
|
|
Fisher Pivots for day following 03-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9578 |
0.9561 |
PP |
0.9573 |
0.9560 |
S1 |
0.9568 |
0.9558 |
|