CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 31-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0210 |
1.0212 |
0.0002 |
0.0% |
1.0020 |
| High |
1.0225 |
1.0246 |
0.0021 |
0.2% |
1.0201 |
| Low |
1.0210 |
1.0212 |
0.0002 |
0.0% |
0.9990 |
| Close |
1.0225 |
1.0246 |
0.0021 |
0.2% |
1.0201 |
| Range |
0.0015 |
0.0034 |
0.0019 |
126.7% |
0.0211 |
| ATR |
0.0068 |
0.0065 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
8 |
8 |
0 |
0.0% |
9 |
|
| Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0337 |
1.0325 |
1.0265 |
|
| R3 |
1.0303 |
1.0291 |
1.0255 |
|
| R2 |
1.0269 |
1.0269 |
1.0252 |
|
| R1 |
1.0257 |
1.0257 |
1.0249 |
1.0263 |
| PP |
1.0235 |
1.0235 |
1.0235 |
1.0238 |
| S1 |
1.0223 |
1.0223 |
1.0243 |
1.0229 |
| S2 |
1.0201 |
1.0201 |
1.0240 |
|
| S3 |
1.0167 |
1.0189 |
1.0237 |
|
| S4 |
1.0133 |
1.0155 |
1.0227 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0764 |
1.0693 |
1.0317 |
|
| R3 |
1.0553 |
1.0482 |
1.0259 |
|
| R2 |
1.0342 |
1.0342 |
1.0240 |
|
| R1 |
1.0271 |
1.0271 |
1.0220 |
1.0307 |
| PP |
1.0131 |
1.0131 |
1.0131 |
1.0148 |
| S1 |
1.0060 |
1.0060 |
1.0182 |
1.0096 |
| S2 |
0.9920 |
0.9920 |
1.0162 |
|
| S3 |
0.9709 |
0.9849 |
1.0143 |
|
| S4 |
0.9498 |
0.9638 |
1.0085 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0391 |
|
2.618 |
1.0335 |
|
1.618 |
1.0301 |
|
1.000 |
1.0280 |
|
0.618 |
1.0267 |
|
HIGH |
1.0246 |
|
0.618 |
1.0233 |
|
0.500 |
1.0229 |
|
0.382 |
1.0225 |
|
LOW |
1.0212 |
|
0.618 |
1.0191 |
|
1.000 |
1.0178 |
|
1.618 |
1.0157 |
|
2.618 |
1.0123 |
|
4.250 |
1.0068 |
|
|
| Fisher Pivots for day following 31-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0240 |
1.0240 |
| PP |
1.0235 |
1.0234 |
| S1 |
1.0229 |
1.0228 |
|