CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 03-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2014 |
03-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9486 |
0.9544 |
0.0058 |
0.6% |
0.9502 |
| High |
0.9568 |
0.9612 |
0.0044 |
0.5% |
0.9612 |
| Low |
0.9486 |
0.9534 |
0.0048 |
0.5% |
0.9486 |
| Close |
0.9555 |
0.9558 |
0.0003 |
0.0% |
0.9558 |
| Range |
0.0082 |
0.0078 |
-0.0004 |
-4.9% |
0.0126 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
0.8% |
0.0000 |
| Volume |
85,411 |
93,119 |
7,708 |
9.0% |
270,607 |
|
| Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9802 |
0.9758 |
0.9601 |
|
| R3 |
0.9724 |
0.9680 |
0.9579 |
|
| R2 |
0.9646 |
0.9646 |
0.9572 |
|
| R1 |
0.9602 |
0.9602 |
0.9565 |
0.9624 |
| PP |
0.9568 |
0.9568 |
0.9568 |
0.9579 |
| S1 |
0.9524 |
0.9524 |
0.9551 |
0.9546 |
| S2 |
0.9490 |
0.9490 |
0.9544 |
|
| S3 |
0.9412 |
0.9446 |
0.9537 |
|
| S4 |
0.9334 |
0.9368 |
0.9515 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9930 |
0.9870 |
0.9627 |
|
| R3 |
0.9804 |
0.9744 |
0.9593 |
|
| R2 |
0.9678 |
0.9678 |
0.9581 |
|
| R1 |
0.9618 |
0.9618 |
0.9570 |
0.9648 |
| PP |
0.9552 |
0.9552 |
0.9552 |
0.9567 |
| S1 |
0.9492 |
0.9492 |
0.9546 |
0.9522 |
| S2 |
0.9426 |
0.9426 |
0.9535 |
|
| S3 |
0.9300 |
0.9366 |
0.9523 |
|
| S4 |
0.9174 |
0.9240 |
0.9489 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9612 |
0.9486 |
0.0126 |
1.3% |
0.0059 |
0.6% |
57% |
True |
False |
68,901 |
| 10 |
0.9666 |
0.9486 |
0.0180 |
1.9% |
0.0056 |
0.6% |
40% |
False |
False |
67,303 |
| 20 |
0.9845 |
0.9486 |
0.0359 |
3.8% |
0.0073 |
0.8% |
20% |
False |
False |
77,240 |
| 40 |
1.0250 |
0.9486 |
0.0764 |
8.0% |
0.0075 |
0.8% |
9% |
False |
False |
39,346 |
| 60 |
1.0318 |
0.9486 |
0.0832 |
8.7% |
0.0069 |
0.7% |
9% |
False |
False |
26,264 |
| 80 |
1.0358 |
0.9486 |
0.0872 |
9.1% |
0.0068 |
0.7% |
8% |
False |
False |
19,722 |
| 100 |
1.0358 |
0.9486 |
0.0872 |
9.1% |
0.0059 |
0.6% |
8% |
False |
False |
15,778 |
| 120 |
1.0398 |
0.9486 |
0.0912 |
9.5% |
0.0053 |
0.5% |
8% |
False |
False |
13,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9944 |
|
2.618 |
0.9816 |
|
1.618 |
0.9738 |
|
1.000 |
0.9690 |
|
0.618 |
0.9660 |
|
HIGH |
0.9612 |
|
0.618 |
0.9582 |
|
0.500 |
0.9573 |
|
0.382 |
0.9564 |
|
LOW |
0.9534 |
|
0.618 |
0.9486 |
|
1.000 |
0.9456 |
|
1.618 |
0.9408 |
|
2.618 |
0.9330 |
|
4.250 |
0.9203 |
|
|
| Fisher Pivots for day following 03-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9573 |
0.9555 |
| PP |
0.9568 |
0.9552 |
| S1 |
0.9563 |
0.9549 |
|