CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 02-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9538 |
0.9504 |
-0.0034 |
-0.4% |
0.9618 |
| High |
0.9540 |
0.9568 |
0.0028 |
0.3% |
0.9631 |
| Low |
0.9504 |
0.9504 |
0.0000 |
0.0% |
0.9518 |
| Close |
0.9508 |
0.9560 |
0.0052 |
0.5% |
0.9521 |
| Range |
0.0036 |
0.0064 |
0.0028 |
77.8% |
0.0113 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
2.0% |
0.0000 |
| Volume |
39 |
60 |
21 |
53.8% |
131 |
|
| Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9736 |
0.9712 |
0.9595 |
|
| R3 |
0.9672 |
0.9648 |
0.9578 |
|
| R2 |
0.9608 |
0.9608 |
0.9572 |
|
| R1 |
0.9584 |
0.9584 |
0.9566 |
0.9596 |
| PP |
0.9544 |
0.9544 |
0.9544 |
0.9550 |
| S1 |
0.9520 |
0.9520 |
0.9554 |
0.9532 |
| S2 |
0.9480 |
0.9480 |
0.9548 |
|
| S3 |
0.9416 |
0.9456 |
0.9542 |
|
| S4 |
0.9352 |
0.9392 |
0.9525 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9896 |
0.9821 |
0.9583 |
|
| R3 |
0.9783 |
0.9708 |
0.9552 |
|
| R2 |
0.9670 |
0.9670 |
0.9542 |
|
| R1 |
0.9595 |
0.9595 |
0.9531 |
0.9576 |
| PP |
0.9557 |
0.9557 |
0.9557 |
0.9547 |
| S1 |
0.9482 |
0.9482 |
0.9511 |
0.9463 |
| S2 |
0.9444 |
0.9444 |
0.9500 |
|
| S3 |
0.9331 |
0.9369 |
0.9490 |
|
| S4 |
0.9218 |
0.9256 |
0.9459 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9568 |
0.9495 |
0.0073 |
0.8% |
0.0036 |
0.4% |
89% |
True |
False |
35 |
| 10 |
0.9770 |
0.9495 |
0.0275 |
2.9% |
0.0044 |
0.5% |
24% |
False |
False |
59 |
| 20 |
0.9846 |
0.9495 |
0.0351 |
3.7% |
0.0047 |
0.5% |
19% |
False |
False |
58 |
| 40 |
1.0232 |
0.9495 |
0.0737 |
7.7% |
0.0035 |
0.4% |
9% |
False |
False |
31 |
| 60 |
1.0336 |
0.9495 |
0.0841 |
8.8% |
0.0024 |
0.3% |
8% |
False |
False |
22 |
| 80 |
1.0343 |
0.9495 |
0.0848 |
8.9% |
0.0018 |
0.2% |
8% |
False |
False |
18 |
| 100 |
1.0372 |
0.9495 |
0.0877 |
9.2% |
0.0016 |
0.2% |
7% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9840 |
|
2.618 |
0.9736 |
|
1.618 |
0.9672 |
|
1.000 |
0.9632 |
|
0.618 |
0.9608 |
|
HIGH |
0.9568 |
|
0.618 |
0.9544 |
|
0.500 |
0.9536 |
|
0.382 |
0.9528 |
|
LOW |
0.9504 |
|
0.618 |
0.9464 |
|
1.000 |
0.9440 |
|
1.618 |
0.9400 |
|
2.618 |
0.9336 |
|
4.250 |
0.9232 |
|
|
| Fisher Pivots for day following 02-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9552 |
0.9551 |
| PP |
0.9544 |
0.9541 |
| S1 |
0.9536 |
0.9532 |
|