CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 08-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2014 |
08-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9601 |
0.9562 |
-0.0039 |
-0.4% |
0.9495 |
| High |
0.9606 |
0.9562 |
-0.0044 |
-0.5% |
0.9612 |
| Low |
0.9566 |
0.9522 |
-0.0044 |
-0.5% |
0.9495 |
| Close |
0.9578 |
0.9549 |
-0.0029 |
-0.3% |
0.9563 |
| Range |
0.0040 |
0.0040 |
0.0000 |
0.0% |
0.0117 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.4% |
0.0000 |
| Volume |
102 |
50 |
-52 |
-51.0% |
314 |
|
| Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9664 |
0.9647 |
0.9571 |
|
| R3 |
0.9624 |
0.9607 |
0.9560 |
|
| R2 |
0.9584 |
0.9584 |
0.9556 |
|
| R1 |
0.9567 |
0.9567 |
0.9553 |
0.9556 |
| PP |
0.9544 |
0.9544 |
0.9544 |
0.9539 |
| S1 |
0.9527 |
0.9527 |
0.9545 |
0.9516 |
| S2 |
0.9504 |
0.9504 |
0.9542 |
|
| S3 |
0.9464 |
0.9487 |
0.9538 |
|
| S4 |
0.9424 |
0.9447 |
0.9527 |
|
|
| 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% |
35% |
False |
False |
103 |
| 10 |
0.9631 |
0.9495 |
0.0136 |
1.4% |
0.0042 |
0.4% |
40% |
False |
False |
66 |
| 20 |
0.9788 |
0.9495 |
0.0293 |
3.1% |
0.0048 |
0.5% |
18% |
False |
False |
80 |
| 40 |
1.0103 |
0.9495 |
0.0608 |
6.4% |
0.0038 |
0.4% |
9% |
False |
False |
42 |
| 60 |
1.0293 |
0.9495 |
0.0798 |
8.4% |
0.0027 |
0.3% |
7% |
False |
False |
29 |
| 80 |
1.0343 |
0.9495 |
0.0848 |
8.9% |
0.0021 |
0.2% |
6% |
False |
False |
23 |
| 100 |
1.0343 |
0.9495 |
0.0848 |
8.9% |
0.0018 |
0.2% |
6% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9732 |
|
2.618 |
0.9667 |
|
1.618 |
0.9627 |
|
1.000 |
0.9602 |
|
0.618 |
0.9587 |
|
HIGH |
0.9562 |
|
0.618 |
0.9547 |
|
0.500 |
0.9542 |
|
0.382 |
0.9537 |
|
LOW |
0.9522 |
|
0.618 |
0.9497 |
|
1.000 |
0.9482 |
|
1.618 |
0.9457 |
|
2.618 |
0.9417 |
|
4.250 |
0.9352 |
|
|
| Fisher Pivots for day following 08-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9547 |
0.9577 |
| PP |
0.9544 |
0.9567 |
| S1 |
0.9542 |
0.9558 |
|