CME Japanese Yen Future September 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 |
0.9626 |
0.9689 |
0.0063 |
0.7% |
0.9605 |
| High |
0.9626 |
0.9730 |
0.0104 |
1.1% |
0.9626 |
| Low |
0.9626 |
0.9689 |
0.0063 |
0.7% |
0.9555 |
| Close |
0.9626 |
0.9730 |
0.0104 |
1.1% |
0.9626 |
| Range |
0.0000 |
0.0041 |
0.0041 |
|
0.0071 |
| ATR |
0.0035 |
0.0040 |
0.0005 |
13.8% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9839 |
0.9826 |
0.9753 |
|
| R3 |
0.9798 |
0.9785 |
0.9741 |
|
| R2 |
0.9757 |
0.9757 |
0.9738 |
|
| R1 |
0.9744 |
0.9744 |
0.9734 |
0.9751 |
| PP |
0.9716 |
0.9716 |
0.9716 |
0.9720 |
| S1 |
0.9703 |
0.9703 |
0.9726 |
0.9710 |
| S2 |
0.9675 |
0.9675 |
0.9722 |
|
| S3 |
0.9634 |
0.9662 |
0.9719 |
|
| S4 |
0.9593 |
0.9621 |
0.9707 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9815 |
0.9792 |
0.9665 |
|
| R3 |
0.9744 |
0.9721 |
0.9646 |
|
| R2 |
0.9673 |
0.9673 |
0.9639 |
|
| R1 |
0.9650 |
0.9650 |
0.9633 |
0.9662 |
| PP |
0.9602 |
0.9602 |
0.9602 |
0.9608 |
| S1 |
0.9579 |
0.9579 |
0.9619 |
0.9591 |
| S2 |
0.9531 |
0.9531 |
0.9613 |
|
| S3 |
0.9460 |
0.9508 |
0.9606 |
|
| S4 |
0.9389 |
0.9437 |
0.9587 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9904 |
|
2.618 |
0.9837 |
|
1.618 |
0.9796 |
|
1.000 |
0.9771 |
|
0.618 |
0.9755 |
|
HIGH |
0.9730 |
|
0.618 |
0.9714 |
|
0.500 |
0.9710 |
|
0.382 |
0.9705 |
|
LOW |
0.9689 |
|
0.618 |
0.9664 |
|
1.000 |
0.9648 |
|
1.618 |
0.9623 |
|
2.618 |
0.9582 |
|
4.250 |
0.9515 |
|
|
| Fisher Pivots for day following 13-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9723 |
0.9702 |
| PP |
0.9716 |
0.9673 |
| S1 |
0.9710 |
0.9645 |
|