CME Japanese Yen Future June 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 |
0.9604 |
0.9569 |
-0.0035 |
-0.4% |
0.9558 |
| High |
0.9604 |
0.9603 |
-0.0001 |
0.0% |
0.9638 |
| Low |
0.9565 |
0.9551 |
-0.0014 |
-0.1% |
0.9512 |
| Close |
0.9569 |
0.9595 |
0.0026 |
0.3% |
0.9620 |
| Range |
0.0039 |
0.0052 |
0.0013 |
33.3% |
0.0126 |
| ATR |
0.0063 |
0.0063 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
124 |
121 |
-3 |
-2.4% |
600 |
|
| Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9739 |
0.9719 |
0.9624 |
|
| R3 |
0.9687 |
0.9667 |
0.9609 |
|
| R2 |
0.9635 |
0.9635 |
0.9605 |
|
| R1 |
0.9615 |
0.9615 |
0.9600 |
0.9625 |
| PP |
0.9583 |
0.9583 |
0.9583 |
0.9588 |
| S1 |
0.9563 |
0.9563 |
0.9590 |
0.9573 |
| S2 |
0.9531 |
0.9531 |
0.9585 |
|
| S3 |
0.9479 |
0.9511 |
0.9581 |
|
| S4 |
0.9427 |
0.9459 |
0.9566 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9968 |
0.9920 |
0.9689 |
|
| R3 |
0.9842 |
0.9794 |
0.9655 |
|
| R2 |
0.9716 |
0.9716 |
0.9643 |
|
| R1 |
0.9668 |
0.9668 |
0.9632 |
0.9692 |
| PP |
0.9590 |
0.9590 |
0.9590 |
0.9602 |
| S1 |
0.9542 |
0.9542 |
0.9608 |
0.9566 |
| S2 |
0.9464 |
0.9464 |
0.9597 |
|
| S3 |
0.9338 |
0.9416 |
0.9585 |
|
| S4 |
0.9212 |
0.9290 |
0.9551 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9730 |
0.9512 |
0.0218 |
2.3% |
0.0081 |
0.8% |
38% |
False |
False |
152 |
| 10 |
0.9730 |
0.9512 |
0.0218 |
2.3% |
0.0066 |
0.7% |
38% |
False |
False |
140 |
| 20 |
0.9770 |
0.9495 |
0.0275 |
2.9% |
0.0055 |
0.6% |
36% |
False |
False |
100 |
| 40 |
1.0050 |
0.9495 |
0.0555 |
5.8% |
0.0048 |
0.5% |
18% |
False |
False |
66 |
| 60 |
1.0293 |
0.9495 |
0.0798 |
8.3% |
0.0034 |
0.4% |
13% |
False |
False |
44 |
| 80 |
1.0343 |
0.9495 |
0.0848 |
8.8% |
0.0027 |
0.3% |
12% |
False |
False |
34 |
| 100 |
1.0343 |
0.9495 |
0.0848 |
8.8% |
0.0023 |
0.2% |
12% |
False |
False |
29 |
| 120 |
1.0410 |
0.9495 |
0.0915 |
9.5% |
0.0019 |
0.2% |
11% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9824 |
|
2.618 |
0.9739 |
|
1.618 |
0.9687 |
|
1.000 |
0.9655 |
|
0.618 |
0.9635 |
|
HIGH |
0.9603 |
|
0.618 |
0.9583 |
|
0.500 |
0.9577 |
|
0.382 |
0.9571 |
|
LOW |
0.9551 |
|
0.618 |
0.9519 |
|
1.000 |
0.9499 |
|
1.618 |
0.9467 |
|
2.618 |
0.9415 |
|
4.250 |
0.9330 |
|
|
| Fisher Pivots for day following 16-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9589 |
0.9628 |
| PP |
0.9583 |
0.9617 |
| S1 |
0.9577 |
0.9606 |
|