CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 16-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2014 |
16-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9596 |
0.9563 |
-0.0033 |
-0.3% |
0.9540 |
| High |
0.9610 |
0.9604 |
-0.0006 |
-0.1% |
0.9635 |
| Low |
0.9554 |
0.9533 |
-0.0021 |
-0.2% |
0.9490 |
| Close |
0.9564 |
0.9590 |
0.0026 |
0.3% |
0.9615 |
| Range |
0.0056 |
0.0071 |
0.0015 |
26.8% |
0.0145 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
109,103 |
117,454 |
8,351 |
7.7% |
693,523 |
|
| Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9789 |
0.9760 |
0.9629 |
|
| R3 |
0.9718 |
0.9689 |
0.9610 |
|
| R2 |
0.9647 |
0.9647 |
0.9603 |
|
| R1 |
0.9618 |
0.9618 |
0.9597 |
0.9633 |
| PP |
0.9576 |
0.9576 |
0.9576 |
0.9583 |
| S1 |
0.9547 |
0.9547 |
0.9583 |
0.9562 |
| S2 |
0.9505 |
0.9505 |
0.9577 |
|
| S3 |
0.9434 |
0.9476 |
0.9570 |
|
| S4 |
0.9363 |
0.9405 |
0.9551 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0015 |
0.9960 |
0.9695 |
|
| R3 |
0.9870 |
0.9815 |
0.9655 |
|
| R2 |
0.9725 |
0.9725 |
0.9642 |
|
| R1 |
0.9670 |
0.9670 |
0.9628 |
0.9698 |
| PP |
0.9580 |
0.9580 |
0.9580 |
0.9594 |
| S1 |
0.9525 |
0.9525 |
0.9602 |
0.9553 |
| S2 |
0.9435 |
0.9435 |
0.9588 |
|
| S3 |
0.9290 |
0.9380 |
0.9575 |
|
| S4 |
0.9145 |
0.9235 |
0.9535 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9726 |
0.9490 |
0.0236 |
2.5% |
0.0104 |
1.1% |
42% |
False |
False |
147,579 |
| 10 |
0.9726 |
0.9490 |
0.0236 |
2.5% |
0.0085 |
0.9% |
42% |
False |
False |
132,601 |
| 20 |
0.9793 |
0.9486 |
0.0307 |
3.2% |
0.0077 |
0.8% |
34% |
False |
False |
103,908 |
| 40 |
1.0050 |
0.9486 |
0.0564 |
5.9% |
0.0077 |
0.8% |
18% |
False |
False |
70,082 |
| 60 |
1.0318 |
0.9486 |
0.0832 |
8.7% |
0.0072 |
0.7% |
13% |
False |
False |
46,791 |
| 80 |
1.0358 |
0.9486 |
0.0872 |
9.1% |
0.0070 |
0.7% |
12% |
False |
False |
35,121 |
| 100 |
1.0358 |
0.9486 |
0.0872 |
9.1% |
0.0067 |
0.7% |
12% |
False |
False |
28,107 |
| 120 |
1.0398 |
0.9486 |
0.0912 |
9.5% |
0.0057 |
0.6% |
11% |
False |
False |
23,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9906 |
|
2.618 |
0.9790 |
|
1.618 |
0.9719 |
|
1.000 |
0.9675 |
|
0.618 |
0.9648 |
|
HIGH |
0.9604 |
|
0.618 |
0.9577 |
|
0.500 |
0.9569 |
|
0.382 |
0.9560 |
|
LOW |
0.9533 |
|
0.618 |
0.9489 |
|
1.000 |
0.9462 |
|
1.618 |
0.9418 |
|
2.618 |
0.9347 |
|
4.250 |
0.9231 |
|
|
| Fisher Pivots for day following 16-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9583 |
0.9626 |
| PP |
0.9576 |
0.9614 |
| S1 |
0.9569 |
0.9602 |
|