CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 09-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2014 |
09-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9562 |
0.9547 |
-0.0015 |
-0.2% |
0.9495 |
| High |
0.9562 |
0.9563 |
0.0001 |
0.0% |
0.9612 |
| Low |
0.9522 |
0.9533 |
0.0011 |
0.1% |
0.9495 |
| Close |
0.9549 |
0.9554 |
0.0005 |
0.1% |
0.9563 |
| Range |
0.0040 |
0.0030 |
-0.0010 |
-25.0% |
0.0117 |
| ATR |
0.0053 |
0.0052 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
50 |
188 |
138 |
276.0% |
314 |
|
| Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9640 |
0.9627 |
0.9571 |
|
| R3 |
0.9610 |
0.9597 |
0.9562 |
|
| R2 |
0.9580 |
0.9580 |
0.9560 |
|
| R1 |
0.9567 |
0.9567 |
0.9557 |
0.9574 |
| PP |
0.9550 |
0.9550 |
0.9550 |
0.9553 |
| S1 |
0.9537 |
0.9537 |
0.9551 |
0.9544 |
| S2 |
0.9520 |
0.9520 |
0.9549 |
|
| S3 |
0.9490 |
0.9507 |
0.9546 |
|
| S4 |
0.9460 |
0.9477 |
0.9538 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9908 |
0.9852 |
0.9627 |
|
| R3 |
0.9791 |
0.9735 |
0.9595 |
|
| R2 |
0.9674 |
0.9674 |
0.9584 |
|
| R1 |
0.9618 |
0.9618 |
0.9574 |
0.9646 |
| PP |
0.9557 |
0.9557 |
0.9557 |
0.9571 |
| S1 |
0.9501 |
0.9501 |
0.9552 |
0.9529 |
| S2 |
0.9440 |
0.9440 |
0.9542 |
|
| S3 |
0.9323 |
0.9384 |
0.9531 |
|
| S4 |
0.9206 |
0.9267 |
0.9499 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9631 |
0.9522 |
0.0109 |
1.1% |
0.0052 |
0.5% |
29% |
False |
False |
128 |
| 10 |
0.9631 |
0.9495 |
0.0136 |
1.4% |
0.0044 |
0.5% |
43% |
False |
False |
82 |
| 20 |
0.9788 |
0.9495 |
0.0293 |
3.1% |
0.0046 |
0.5% |
20% |
False |
False |
89 |
| 40 |
1.0078 |
0.9495 |
0.0583 |
6.1% |
0.0038 |
0.4% |
10% |
False |
False |
47 |
| 60 |
1.0293 |
0.9495 |
0.0798 |
8.4% |
0.0027 |
0.3% |
7% |
False |
False |
32 |
| 80 |
1.0343 |
0.9495 |
0.0848 |
8.9% |
0.0022 |
0.2% |
7% |
False |
False |
25 |
| 100 |
1.0343 |
0.9495 |
0.0848 |
8.9% |
0.0018 |
0.2% |
7% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9691 |
|
2.618 |
0.9642 |
|
1.618 |
0.9612 |
|
1.000 |
0.9593 |
|
0.618 |
0.9582 |
|
HIGH |
0.9563 |
|
0.618 |
0.9552 |
|
0.500 |
0.9548 |
|
0.382 |
0.9544 |
|
LOW |
0.9533 |
|
0.618 |
0.9514 |
|
1.000 |
0.9503 |
|
1.618 |
0.9484 |
|
2.618 |
0.9454 |
|
4.250 |
0.9406 |
|
|
| Fisher Pivots for day following 09-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9552 |
0.9564 |
| PP |
0.9550 |
0.9561 |
| S1 |
0.9548 |
0.9557 |
|