CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 31-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2014 |
31-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9791 |
0.9731 |
-0.0060 |
-0.6% |
0.9798 |
| High |
0.9804 |
0.9810 |
0.0006 |
0.1% |
0.9822 |
| Low |
0.9721 |
0.9717 |
-0.0004 |
0.0% |
0.9672 |
| Close |
0.9738 |
0.9775 |
0.0037 |
0.4% |
0.9775 |
| Range |
0.0083 |
0.0093 |
0.0010 |
12.0% |
0.0150 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
0.2% |
0.0000 |
| Volume |
187,276 |
215,025 |
27,749 |
14.8% |
1,010,756 |
|
| Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0046 |
1.0004 |
0.9826 |
|
| R3 |
0.9953 |
0.9911 |
0.9801 |
|
| R2 |
0.9860 |
0.9860 |
0.9792 |
|
| R1 |
0.9818 |
0.9818 |
0.9784 |
0.9839 |
| PP |
0.9767 |
0.9767 |
0.9767 |
0.9778 |
| S1 |
0.9725 |
0.9725 |
0.9766 |
0.9746 |
| S2 |
0.9674 |
0.9674 |
0.9758 |
|
| S3 |
0.9581 |
0.9632 |
0.9749 |
|
| S4 |
0.9488 |
0.9539 |
0.9724 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0206 |
1.0141 |
0.9858 |
|
| R3 |
1.0056 |
0.9991 |
0.9816 |
|
| R2 |
0.9906 |
0.9906 |
0.9803 |
|
| R1 |
0.9841 |
0.9841 |
0.9789 |
0.9799 |
| PP |
0.9756 |
0.9756 |
0.9756 |
0.9735 |
| S1 |
0.9691 |
0.9691 |
0.9761 |
0.9649 |
| S2 |
0.9606 |
0.9606 |
0.9748 |
|
| S3 |
0.9456 |
0.9541 |
0.9734 |
|
| S4 |
0.9306 |
0.9391 |
0.9693 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9822 |
0.9672 |
0.0150 |
1.5% |
0.0099 |
1.0% |
69% |
False |
False |
202,151 |
| 10 |
0.9822 |
0.9541 |
0.0281 |
2.9% |
0.0099 |
1.0% |
83% |
False |
False |
191,968 |
| 20 |
0.9822 |
0.9490 |
0.0332 |
3.4% |
0.0092 |
0.9% |
86% |
False |
False |
162,285 |
| 40 |
0.9845 |
0.9486 |
0.0359 |
3.7% |
0.0083 |
0.8% |
81% |
False |
False |
117,583 |
| 60 |
1.0250 |
0.9486 |
0.0764 |
7.8% |
0.0080 |
0.8% |
38% |
False |
False |
78,775 |
| 80 |
1.0358 |
0.9486 |
0.0872 |
8.9% |
0.0074 |
0.8% |
33% |
False |
False |
59,107 |
| 100 |
1.0358 |
0.9486 |
0.0872 |
8.9% |
0.0073 |
0.7% |
33% |
False |
False |
47,303 |
| 120 |
1.0361 |
0.9486 |
0.0875 |
9.0% |
0.0064 |
0.7% |
33% |
False |
False |
39,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0205 |
|
2.618 |
1.0053 |
|
1.618 |
0.9960 |
|
1.000 |
0.9903 |
|
0.618 |
0.9867 |
|
HIGH |
0.9810 |
|
0.618 |
0.9774 |
|
0.500 |
0.9764 |
|
0.382 |
0.9753 |
|
LOW |
0.9717 |
|
0.618 |
0.9660 |
|
1.000 |
0.9624 |
|
1.618 |
0.9567 |
|
2.618 |
0.9474 |
|
4.250 |
0.9322 |
|
|
| Fisher Pivots for day following 31-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9771 |
0.9766 |
| PP |
0.9767 |
0.9756 |
| S1 |
0.9764 |
0.9747 |
|