CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 07-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2014 |
07-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9605 |
0.9612 |
0.0007 |
0.1% |
0.9531 |
| High |
0.9605 |
0.9612 |
0.0007 |
0.1% |
0.9569 |
| Low |
0.9605 |
0.9584 |
-0.0021 |
-0.2% |
0.9515 |
| Close |
0.9605 |
0.9584 |
-0.0021 |
-0.2% |
0.9569 |
| Range |
0.0000 |
0.0028 |
0.0028 |
|
0.0054 |
| ATR |
0.0036 |
0.0036 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
4 |
|
| Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9677 |
0.9659 |
0.9599 |
|
| R3 |
0.9649 |
0.9631 |
0.9592 |
|
| R2 |
0.9621 |
0.9621 |
0.9589 |
|
| R1 |
0.9603 |
0.9603 |
0.9587 |
0.9598 |
| PP |
0.9593 |
0.9593 |
0.9593 |
0.9591 |
| S1 |
0.9575 |
0.9575 |
0.9581 |
0.9570 |
| S2 |
0.9565 |
0.9565 |
0.9579 |
|
| S3 |
0.9537 |
0.9547 |
0.9576 |
|
| S4 |
0.9509 |
0.9519 |
0.9569 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9713 |
0.9695 |
0.9599 |
|
| R3 |
0.9659 |
0.9641 |
0.9584 |
|
| R2 |
0.9605 |
0.9605 |
0.9579 |
|
| R1 |
0.9587 |
0.9587 |
0.9574 |
0.9596 |
| PP |
0.9551 |
0.9551 |
0.9551 |
0.9556 |
| S1 |
0.9533 |
0.9533 |
0.9564 |
0.9542 |
| S2 |
0.9497 |
0.9497 |
0.9559 |
|
| S3 |
0.9443 |
0.9479 |
0.9554 |
|
| S4 |
0.9389 |
0.9425 |
0.9539 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9731 |
|
2.618 |
0.9685 |
|
1.618 |
0.9657 |
|
1.000 |
0.9640 |
|
0.618 |
0.9629 |
|
HIGH |
0.9612 |
|
0.618 |
0.9601 |
|
0.500 |
0.9598 |
|
0.382 |
0.9595 |
|
LOW |
0.9584 |
|
0.618 |
0.9567 |
|
1.000 |
0.9556 |
|
1.618 |
0.9539 |
|
2.618 |
0.9511 |
|
4.250 |
0.9465 |
|
|
| Fisher Pivots for day following 07-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9598 |
0.9584 |
| PP |
0.9593 |
0.9584 |
| S1 |
0.9589 |
0.9584 |
|