CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 15-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9705 |
0.9604 |
-0.0101 |
-1.0% |
0.9558 |
| High |
0.9705 |
0.9604 |
-0.0101 |
-1.0% |
0.9638 |
| Low |
0.9599 |
0.9565 |
-0.0034 |
-0.4% |
0.9512 |
| Close |
0.9605 |
0.9569 |
-0.0036 |
-0.4% |
0.9620 |
| Range |
0.0106 |
0.0039 |
-0.0067 |
-63.2% |
0.0126 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
194 |
124 |
-70 |
-36.1% |
600 |
|
| Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9696 |
0.9672 |
0.9590 |
|
| R3 |
0.9657 |
0.9633 |
0.9580 |
|
| R2 |
0.9618 |
0.9618 |
0.9576 |
|
| R1 |
0.9594 |
0.9594 |
0.9573 |
0.9587 |
| PP |
0.9579 |
0.9579 |
0.9579 |
0.9576 |
| S1 |
0.9555 |
0.9555 |
0.9565 |
0.9548 |
| S2 |
0.9540 |
0.9540 |
0.9562 |
|
| S3 |
0.9501 |
0.9516 |
0.9558 |
|
| S4 |
0.9462 |
0.9477 |
0.9548 |
|
|
| 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 |
2.3% |
0.0076 |
0.8% |
26% |
False |
False |
165 |
| 10 |
0.9730 |
0.9504 |
0.0226 |
2.4% |
0.0067 |
0.7% |
29% |
False |
False |
134 |
| 20 |
0.9770 |
0.9495 |
0.0275 |
2.9% |
0.0054 |
0.6% |
27% |
False |
False |
112 |
| 40 |
1.0050 |
0.9495 |
0.0555 |
5.8% |
0.0046 |
0.5% |
13% |
False |
False |
63 |
| 60 |
1.0293 |
0.9495 |
0.0798 |
8.3% |
0.0033 |
0.3% |
9% |
False |
False |
42 |
| 80 |
1.0343 |
0.9495 |
0.0848 |
8.9% |
0.0026 |
0.3% |
9% |
False |
False |
33 |
| 100 |
1.0343 |
0.9495 |
0.0848 |
8.9% |
0.0022 |
0.2% |
9% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9770 |
|
2.618 |
0.9706 |
|
1.618 |
0.9667 |
|
1.000 |
0.9643 |
|
0.618 |
0.9628 |
|
HIGH |
0.9604 |
|
0.618 |
0.9589 |
|
0.500 |
0.9585 |
|
0.382 |
0.9580 |
|
LOW |
0.9565 |
|
0.618 |
0.9541 |
|
1.000 |
0.9526 |
|
1.618 |
0.9502 |
|
2.618 |
0.9463 |
|
4.250 |
0.9399 |
|
|
| Fisher Pivots for day following 15-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9585 |
0.9648 |
| PP |
0.9579 |
0.9621 |
| S1 |
0.9574 |
0.9595 |
|