CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 22-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9597 |
0.9593 |
-0.0004 |
0.0% |
0.9650 |
| High |
0.9632 |
0.9624 |
-0.0008 |
-0.1% |
0.9730 |
| Low |
0.9558 |
0.9575 |
0.0017 |
0.2% |
0.9551 |
| Close |
0.9598 |
0.9586 |
-0.0012 |
-0.1% |
0.9594 |
| Range |
0.0074 |
0.0049 |
-0.0025 |
-33.8% |
0.0179 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
46 |
141 |
95 |
206.5% |
714 |
|
| Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9742 |
0.9713 |
0.9613 |
|
| R3 |
0.9693 |
0.9664 |
0.9599 |
|
| R2 |
0.9644 |
0.9644 |
0.9595 |
|
| R1 |
0.9615 |
0.9615 |
0.9590 |
0.9605 |
| PP |
0.9595 |
0.9595 |
0.9595 |
0.9590 |
| S1 |
0.9566 |
0.9566 |
0.9582 |
0.9556 |
| S2 |
0.9546 |
0.9546 |
0.9577 |
|
| S3 |
0.9497 |
0.9517 |
0.9573 |
|
| S4 |
0.9448 |
0.9468 |
0.9559 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0162 |
1.0057 |
0.9692 |
|
| R3 |
0.9983 |
0.9878 |
0.9643 |
|
| R2 |
0.9804 |
0.9804 |
0.9627 |
|
| R1 |
0.9699 |
0.9699 |
0.9610 |
0.9662 |
| PP |
0.9625 |
0.9625 |
0.9625 |
0.9607 |
| S1 |
0.9520 |
0.9520 |
0.9578 |
0.9483 |
| S2 |
0.9446 |
0.9446 |
0.9561 |
|
| S3 |
0.9267 |
0.9341 |
0.9545 |
|
| S4 |
0.9088 |
0.9162 |
0.9496 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9632 |
0.9551 |
0.0081 |
0.8% |
0.0047 |
0.5% |
43% |
False |
False |
99 |
| 10 |
0.9730 |
0.9512 |
0.0218 |
2.3% |
0.0062 |
0.6% |
34% |
False |
False |
125 |
| 20 |
0.9730 |
0.9495 |
0.0235 |
2.5% |
0.0050 |
0.5% |
39% |
False |
False |
97 |
| 40 |
0.9902 |
0.9495 |
0.0407 |
4.2% |
0.0048 |
0.5% |
22% |
False |
False |
72 |
| 60 |
1.0289 |
0.9495 |
0.0794 |
8.3% |
0.0037 |
0.4% |
11% |
False |
False |
48 |
| 80 |
1.0343 |
0.9495 |
0.0848 |
8.8% |
0.0028 |
0.3% |
11% |
False |
False |
37 |
| 100 |
1.0343 |
0.9495 |
0.0848 |
8.8% |
0.0024 |
0.2% |
11% |
False |
False |
31 |
| 120 |
1.0410 |
0.9495 |
0.0915 |
9.5% |
0.0020 |
0.2% |
10% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9832 |
|
2.618 |
0.9752 |
|
1.618 |
0.9703 |
|
1.000 |
0.9673 |
|
0.618 |
0.9654 |
|
HIGH |
0.9624 |
|
0.618 |
0.9605 |
|
0.500 |
0.9600 |
|
0.382 |
0.9594 |
|
LOW |
0.9575 |
|
0.618 |
0.9545 |
|
1.000 |
0.9526 |
|
1.618 |
0.9496 |
|
2.618 |
0.9447 |
|
4.250 |
0.9367 |
|
|
| Fisher Pivots for day following 22-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9600 |
0.9595 |
| PP |
0.9595 |
0.9592 |
| S1 |
0.9591 |
0.9589 |
|