CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 06-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2014 |
06-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9547 |
0.9558 |
0.0011 |
0.1% |
0.9495 |
| High |
0.9612 |
0.9631 |
0.0019 |
0.2% |
0.9612 |
| Low |
0.9544 |
0.9551 |
0.0007 |
0.1% |
0.9495 |
| Close |
0.9563 |
0.9599 |
0.0036 |
0.4% |
0.9563 |
| Range |
0.0068 |
0.0080 |
0.0012 |
17.6% |
0.0117 |
| ATR |
0.0052 |
0.0054 |
0.0002 |
3.8% |
0.0000 |
| Volume |
156 |
148 |
-8 |
-5.1% |
314 |
|
| Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9834 |
0.9796 |
0.9643 |
|
| R3 |
0.9754 |
0.9716 |
0.9621 |
|
| R2 |
0.9674 |
0.9674 |
0.9614 |
|
| R1 |
0.9636 |
0.9636 |
0.9606 |
0.9655 |
| PP |
0.9594 |
0.9594 |
0.9594 |
0.9603 |
| S1 |
0.9556 |
0.9556 |
0.9592 |
0.9575 |
| S2 |
0.9514 |
0.9514 |
0.9584 |
|
| S3 |
0.9434 |
0.9476 |
0.9577 |
|
| S4 |
0.9354 |
0.9396 |
0.9555 |
|
|
| 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 |
0.9631 |
0.9495 |
0.0136 |
1.4% |
0.0056 |
0.6% |
76% |
True |
False |
92 |
| 10 |
0.9631 |
0.9495 |
0.0136 |
1.4% |
0.0041 |
0.4% |
76% |
True |
False |
77 |
| 20 |
0.9828 |
0.9495 |
0.0333 |
3.5% |
0.0049 |
0.5% |
31% |
False |
False |
73 |
| 40 |
1.0232 |
0.9495 |
0.0737 |
7.7% |
0.0038 |
0.4% |
14% |
False |
False |
39 |
| 60 |
1.0293 |
0.9495 |
0.0798 |
8.3% |
0.0026 |
0.3% |
13% |
False |
False |
27 |
| 80 |
1.0343 |
0.9495 |
0.0848 |
8.8% |
0.0020 |
0.2% |
12% |
False |
False |
21 |
| 100 |
1.0343 |
0.9495 |
0.0848 |
8.8% |
0.0017 |
0.2% |
12% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9971 |
|
2.618 |
0.9840 |
|
1.618 |
0.9760 |
|
1.000 |
0.9711 |
|
0.618 |
0.9680 |
|
HIGH |
0.9631 |
|
0.618 |
0.9600 |
|
0.500 |
0.9591 |
|
0.382 |
0.9582 |
|
LOW |
0.9551 |
|
0.618 |
0.9502 |
|
1.000 |
0.9471 |
|
1.618 |
0.9422 |
|
2.618 |
0.9342 |
|
4.250 |
0.9211 |
|
|
| Fisher Pivots for day following 06-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9596 |
0.9589 |
| PP |
0.9594 |
0.9578 |
| S1 |
0.9591 |
0.9568 |
|