CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 21-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2014 |
21-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9590 |
0.9597 |
0.0007 |
0.1% |
0.9650 |
| High |
0.9602 |
0.9632 |
0.0030 |
0.3% |
0.9730 |
| Low |
0.9580 |
0.9558 |
-0.0022 |
-0.2% |
0.9551 |
| Close |
0.9594 |
0.9598 |
0.0004 |
0.0% |
0.9594 |
| Range |
0.0022 |
0.0074 |
0.0052 |
236.4% |
0.0179 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.7% |
0.0000 |
| Volume |
64 |
46 |
-18 |
-28.1% |
714 |
|
| Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9818 |
0.9782 |
0.9639 |
|
| R3 |
0.9744 |
0.9708 |
0.9618 |
|
| R2 |
0.9670 |
0.9670 |
0.9612 |
|
| R1 |
0.9634 |
0.9634 |
0.9605 |
0.9652 |
| PP |
0.9596 |
0.9596 |
0.9596 |
0.9605 |
| S1 |
0.9560 |
0.9560 |
0.9591 |
0.9578 |
| S2 |
0.9522 |
0.9522 |
0.9584 |
|
| S3 |
0.9448 |
0.9486 |
0.9578 |
|
| S4 |
0.9374 |
0.9412 |
0.9557 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0162 |
1.0057 |
0.9692 |
|
| R3 |
0.9983 |
0.9878 |
0.9643 |
|
| R2 |
0.9804 |
0.9804 |
0.9627 |
|
| R1 |
0.9699 |
0.9699 |
0.9610 |
0.9662 |
| PP |
0.9625 |
0.9625 |
0.9625 |
0.9607 |
| S1 |
0.9520 |
0.9520 |
0.9578 |
0.9483 |
| S2 |
0.9446 |
0.9446 |
0.9561 |
|
| S3 |
0.9267 |
0.9341 |
0.9545 |
|
| S4 |
0.9088 |
0.9162 |
0.9496 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9705 |
0.9551 |
0.0154 |
1.6% |
0.0059 |
0.6% |
31% |
False |
False |
109 |
| 10 |
0.9730 |
0.9512 |
0.0218 |
2.3% |
0.0061 |
0.6% |
39% |
False |
False |
121 |
| 20 |
0.9730 |
0.9495 |
0.0235 |
2.4% |
0.0051 |
0.5% |
44% |
False |
False |
99 |
| 40 |
0.9977 |
0.9495 |
0.0482 |
5.0% |
0.0049 |
0.5% |
21% |
False |
False |
68 |
| 60 |
1.0290 |
0.9495 |
0.0795 |
8.3% |
0.0036 |
0.4% |
13% |
False |
False |
46 |
| 80 |
1.0343 |
0.9495 |
0.0848 |
8.8% |
0.0028 |
0.3% |
12% |
False |
False |
35 |
| 100 |
1.0343 |
0.9495 |
0.0848 |
8.8% |
0.0023 |
0.2% |
12% |
False |
False |
30 |
| 120 |
1.0410 |
0.9495 |
0.0915 |
9.5% |
0.0020 |
0.2% |
11% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9947 |
|
2.618 |
0.9826 |
|
1.618 |
0.9752 |
|
1.000 |
0.9706 |
|
0.618 |
0.9678 |
|
HIGH |
0.9632 |
|
0.618 |
0.9604 |
|
0.500 |
0.9595 |
|
0.382 |
0.9586 |
|
LOW |
0.9558 |
|
0.618 |
0.9512 |
|
1.000 |
0.9484 |
|
1.618 |
0.9438 |
|
2.618 |
0.9364 |
|
4.250 |
0.9244 |
|
|
| Fisher Pivots for day following 21-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9597 |
0.9596 |
| PP |
0.9596 |
0.9594 |
| S1 |
0.9595 |
0.9592 |
|