CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 23-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2014 |
23-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9593 |
0.9574 |
-0.0019 |
-0.2% |
0.9650 |
| High |
0.9624 |
0.9715 |
0.0091 |
0.9% |
0.9730 |
| Low |
0.9575 |
0.9548 |
-0.0027 |
-0.3% |
0.9551 |
| Close |
0.9586 |
0.9700 |
0.0114 |
1.2% |
0.9594 |
| Range |
0.0049 |
0.0167 |
0.0118 |
240.8% |
0.0179 |
| ATR |
0.0060 |
0.0068 |
0.0008 |
12.8% |
0.0000 |
| Volume |
141 |
113 |
-28 |
-19.9% |
714 |
|
| Daily Pivots for day following 23-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0155 |
1.0095 |
0.9792 |
|
| R3 |
0.9988 |
0.9928 |
0.9746 |
|
| R2 |
0.9821 |
0.9821 |
0.9731 |
|
| R1 |
0.9761 |
0.9761 |
0.9715 |
0.9791 |
| PP |
0.9654 |
0.9654 |
0.9654 |
0.9670 |
| S1 |
0.9594 |
0.9594 |
0.9685 |
0.9624 |
| S2 |
0.9487 |
0.9487 |
0.9669 |
|
| S3 |
0.9320 |
0.9427 |
0.9654 |
|
| S4 |
0.9153 |
0.9260 |
0.9608 |
|
|
| 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 |
0.9715 |
0.9548 |
0.0167 |
1.7% |
0.0073 |
0.8% |
91% |
True |
True |
97 |
| 10 |
0.9730 |
0.9512 |
0.0218 |
2.2% |
0.0075 |
0.8% |
86% |
False |
False |
131 |
| 20 |
0.9730 |
0.9495 |
0.0235 |
2.4% |
0.0058 |
0.6% |
87% |
False |
False |
99 |
| 40 |
0.9891 |
0.9495 |
0.0396 |
4.1% |
0.0052 |
0.5% |
52% |
False |
False |
75 |
| 60 |
1.0255 |
0.9495 |
0.0760 |
7.8% |
0.0039 |
0.4% |
27% |
False |
False |
50 |
| 80 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0031 |
0.3% |
24% |
False |
False |
39 |
| 100 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0025 |
0.3% |
24% |
False |
False |
32 |
| 120 |
1.0410 |
0.9495 |
0.0915 |
9.4% |
0.0021 |
0.2% |
22% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0425 |
|
2.618 |
1.0152 |
|
1.618 |
0.9985 |
|
1.000 |
0.9882 |
|
0.618 |
0.9818 |
|
HIGH |
0.9715 |
|
0.618 |
0.9651 |
|
0.500 |
0.9632 |
|
0.382 |
0.9612 |
|
LOW |
0.9548 |
|
0.618 |
0.9445 |
|
1.000 |
0.9381 |
|
1.618 |
0.9278 |
|
2.618 |
0.9111 |
|
4.250 |
0.8838 |
|
|
| Fisher Pivots for day following 23-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9677 |
0.9677 |
| PP |
0.9654 |
0.9654 |
| S1 |
0.9632 |
0.9632 |
|