CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 07-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2014 |
07-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9558 |
0.9601 |
0.0043 |
0.4% |
0.9495 |
| High |
0.9631 |
0.9606 |
-0.0025 |
-0.3% |
0.9612 |
| Low |
0.9551 |
0.9566 |
0.0015 |
0.2% |
0.9495 |
| Close |
0.9599 |
0.9578 |
-0.0021 |
-0.2% |
0.9563 |
| Range |
0.0080 |
0.0040 |
-0.0040 |
-50.0% |
0.0117 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
148 |
102 |
-46 |
-31.1% |
314 |
|
| Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9703 |
0.9681 |
0.9600 |
|
| R3 |
0.9663 |
0.9641 |
0.9589 |
|
| R2 |
0.9623 |
0.9623 |
0.9585 |
|
| R1 |
0.9601 |
0.9601 |
0.9582 |
0.9592 |
| PP |
0.9583 |
0.9583 |
0.9583 |
0.9579 |
| S1 |
0.9561 |
0.9561 |
0.9574 |
0.9552 |
| S2 |
0.9543 |
0.9543 |
0.9571 |
|
| S3 |
0.9503 |
0.9521 |
0.9567 |
|
| S4 |
0.9463 |
0.9481 |
0.9556 |
|
|
| 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 |
0.9504 |
0.0127 |
1.3% |
0.0058 |
0.6% |
58% |
False |
False |
101 |
| 10 |
0.9631 |
0.9495 |
0.0136 |
1.4% |
0.0039 |
0.4% |
61% |
False |
False |
69 |
| 20 |
0.9788 |
0.9495 |
0.0293 |
3.1% |
0.0046 |
0.5% |
28% |
False |
False |
78 |
| 40 |
1.0103 |
0.9495 |
0.0608 |
6.3% |
0.0037 |
0.4% |
14% |
False |
False |
41 |
| 60 |
1.0293 |
0.9495 |
0.0798 |
8.3% |
0.0026 |
0.3% |
10% |
False |
False |
28 |
| 80 |
1.0343 |
0.9495 |
0.0848 |
8.9% |
0.0021 |
0.2% |
10% |
False |
False |
23 |
| 100 |
1.0343 |
0.9495 |
0.0848 |
8.9% |
0.0018 |
0.2% |
10% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9776 |
|
2.618 |
0.9711 |
|
1.618 |
0.9671 |
|
1.000 |
0.9646 |
|
0.618 |
0.9631 |
|
HIGH |
0.9606 |
|
0.618 |
0.9591 |
|
0.500 |
0.9586 |
|
0.382 |
0.9581 |
|
LOW |
0.9566 |
|
0.618 |
0.9541 |
|
1.000 |
0.9526 |
|
1.618 |
0.9501 |
|
2.618 |
0.9461 |
|
4.250 |
0.9396 |
|
|
| Fisher Pivots for day following 07-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9586 |
0.9588 |
| PP |
0.9583 |
0.9584 |
| S1 |
0.9581 |
0.9581 |
|