CME Japanese Yen Future June 2014
Trading Metrics calculated at close of trading on 10-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
0.9547 |
0.9545 |
-0.0002 |
0.0% |
0.9558 |
High |
0.9563 |
0.9638 |
0.0075 |
0.8% |
0.9638 |
Low |
0.9533 |
0.9512 |
-0.0021 |
-0.2% |
0.9512 |
Close |
0.9554 |
0.9620 |
0.0066 |
0.7% |
0.9620 |
Range |
0.0030 |
0.0126 |
0.0096 |
320.0% |
0.0126 |
ATR |
0.0052 |
0.0057 |
0.0005 |
10.3% |
0.0000 |
Volume |
188 |
112 |
-76 |
-40.4% |
600 |
|
Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9968 |
0.9920 |
0.9689 |
|
R3 |
0.9842 |
0.9794 |
0.9655 |
|
R2 |
0.9716 |
0.9716 |
0.9643 |
|
R1 |
0.9668 |
0.9668 |
0.9632 |
0.9692 |
PP |
0.9590 |
0.9590 |
0.9590 |
0.9602 |
S1 |
0.9542 |
0.9542 |
0.9608 |
0.9566 |
S2 |
0.9464 |
0.9464 |
0.9597 |
|
S3 |
0.9338 |
0.9416 |
0.9585 |
|
S4 |
0.9212 |
0.9290 |
0.9551 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9968 |
0.9920 |
0.9689 |
|
R3 |
0.9842 |
0.9794 |
0.9655 |
|
R2 |
0.9716 |
0.9716 |
0.9643 |
|
R1 |
0.9668 |
0.9668 |
0.9632 |
0.9692 |
PP |
0.9590 |
0.9590 |
0.9590 |
0.9602 |
S1 |
0.9542 |
0.9542 |
0.9608 |
0.9566 |
S2 |
0.9464 |
0.9464 |
0.9597 |
|
S3 |
0.9338 |
0.9416 |
0.9585 |
|
S4 |
0.9212 |
0.9290 |
0.9551 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9638 |
0.9512 |
0.0126 |
1.3% |
0.0063 |
0.7% |
86% |
True |
True |
120 |
10 |
0.9638 |
0.9495 |
0.0143 |
1.5% |
0.0056 |
0.6% |
87% |
True |
False |
91 |
20 |
0.9770 |
0.9495 |
0.0275 |
2.9% |
0.0050 |
0.5% |
45% |
False |
False |
91 |
40 |
1.0078 |
0.9495 |
0.0583 |
6.1% |
0.0041 |
0.4% |
21% |
False |
False |
50 |
60 |
1.0293 |
0.9495 |
0.0798 |
8.3% |
0.0029 |
0.3% |
16% |
False |
False |
34 |
80 |
1.0343 |
0.9495 |
0.0848 |
8.8% |
0.0023 |
0.2% |
15% |
False |
False |
26 |
100 |
1.0343 |
0.9495 |
0.0848 |
8.8% |
0.0020 |
0.2% |
15% |
False |
False |
23 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0174 |
2.618 |
0.9968 |
1.618 |
0.9842 |
1.000 |
0.9764 |
0.618 |
0.9716 |
HIGH |
0.9638 |
0.618 |
0.9590 |
0.500 |
0.9575 |
0.382 |
0.9560 |
LOW |
0.9512 |
0.618 |
0.9434 |
1.000 |
0.9386 |
1.618 |
0.9308 |
2.618 |
0.9182 |
4.250 |
0.8977 |
|
|
Fisher Pivots for day following 10-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9605 |
0.9605 |
PP |
0.9590 |
0.9590 |
S1 |
0.9575 |
0.9575 |
|