CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 13-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9545 |
0.9650 |
0.0105 |
1.1% |
0.9558 |
| High |
0.9638 |
0.9730 |
0.0092 |
1.0% |
0.9638 |
| Low |
0.9512 |
0.9650 |
0.0138 |
1.5% |
0.9512 |
| Close |
0.9620 |
0.9724 |
0.0104 |
1.1% |
0.9620 |
| Range |
0.0126 |
0.0080 |
-0.0046 |
-36.5% |
0.0126 |
| ATR |
0.0057 |
0.0061 |
0.0004 |
6.7% |
0.0000 |
| Volume |
112 |
211 |
99 |
88.4% |
600 |
|
| Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9941 |
0.9913 |
0.9768 |
|
| R3 |
0.9861 |
0.9833 |
0.9746 |
|
| R2 |
0.9781 |
0.9781 |
0.9739 |
|
| R1 |
0.9753 |
0.9753 |
0.9731 |
0.9767 |
| PP |
0.9701 |
0.9701 |
0.9701 |
0.9709 |
| S1 |
0.9673 |
0.9673 |
0.9717 |
0.9687 |
| S2 |
0.9621 |
0.9621 |
0.9709 |
|
| S3 |
0.9541 |
0.9593 |
0.9702 |
|
| S4 |
0.9461 |
0.9513 |
0.9680 |
|
|
| 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 |
0.9730 |
0.9512 |
0.0218 |
2.2% |
0.0063 |
0.6% |
97% |
True |
False |
132 |
| 10 |
0.9730 |
0.9495 |
0.0235 |
2.4% |
0.0060 |
0.6% |
97% |
True |
False |
112 |
| 20 |
0.9770 |
0.9495 |
0.0275 |
2.8% |
0.0051 |
0.5% |
83% |
False |
False |
99 |
| 40 |
1.0050 |
0.9495 |
0.0555 |
5.7% |
0.0043 |
0.4% |
41% |
False |
False |
55 |
| 60 |
1.0293 |
0.9495 |
0.0798 |
8.2% |
0.0031 |
0.3% |
29% |
False |
False |
37 |
| 80 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0024 |
0.2% |
27% |
False |
False |
29 |
| 100 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0021 |
0.2% |
27% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0070 |
|
2.618 |
0.9939 |
|
1.618 |
0.9859 |
|
1.000 |
0.9810 |
|
0.618 |
0.9779 |
|
HIGH |
0.9730 |
|
0.618 |
0.9699 |
|
0.500 |
0.9690 |
|
0.382 |
0.9681 |
|
LOW |
0.9650 |
|
0.618 |
0.9601 |
|
1.000 |
0.9570 |
|
1.618 |
0.9521 |
|
2.618 |
0.9441 |
|
4.250 |
0.9310 |
|
|
| Fisher Pivots for day following 13-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9713 |
0.9690 |
| PP |
0.9701 |
0.9655 |
| S1 |
0.9690 |
0.9621 |
|