CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 03-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2014 |
03-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9731 |
0.9792 |
0.0061 |
0.6% |
0.9798 |
| High |
0.9810 |
0.9926 |
0.0116 |
1.2% |
0.9822 |
| Low |
0.9717 |
0.9766 |
0.0049 |
0.5% |
0.9672 |
| Close |
0.9775 |
0.9918 |
0.0143 |
1.5% |
0.9775 |
| Range |
0.0093 |
0.0160 |
0.0067 |
72.0% |
0.0150 |
| ATR |
0.0090 |
0.0095 |
0.0005 |
5.5% |
0.0000 |
| Volume |
215,025 |
251,735 |
36,710 |
17.1% |
1,010,756 |
|
| Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0350 |
1.0294 |
1.0006 |
|
| R3 |
1.0190 |
1.0134 |
0.9962 |
|
| R2 |
1.0030 |
1.0030 |
0.9947 |
|
| R1 |
0.9974 |
0.9974 |
0.9933 |
1.0002 |
| PP |
0.9870 |
0.9870 |
0.9870 |
0.9884 |
| S1 |
0.9814 |
0.9814 |
0.9903 |
0.9842 |
| S2 |
0.9710 |
0.9710 |
0.9889 |
|
| S3 |
0.9550 |
0.9654 |
0.9874 |
|
| S4 |
0.9390 |
0.9494 |
0.9830 |
|
|
| 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 |
0.9926 |
0.9672 |
0.0254 |
2.6% |
0.0111 |
1.1% |
97% |
True |
False |
209,284 |
| 10 |
0.9926 |
0.9541 |
0.0385 |
3.9% |
0.0112 |
1.1% |
98% |
True |
False |
209,175 |
| 20 |
0.9926 |
0.9490 |
0.0436 |
4.4% |
0.0096 |
1.0% |
98% |
True |
False |
170,215 |
| 40 |
0.9926 |
0.9486 |
0.0440 |
4.4% |
0.0085 |
0.9% |
98% |
True |
False |
123,727 |
| 60 |
1.0250 |
0.9486 |
0.0764 |
7.7% |
0.0082 |
0.8% |
57% |
False |
False |
82,969 |
| 80 |
1.0318 |
0.9486 |
0.0832 |
8.4% |
0.0075 |
0.8% |
52% |
False |
False |
62,252 |
| 100 |
1.0358 |
0.9486 |
0.0872 |
8.8% |
0.0074 |
0.7% |
50% |
False |
False |
49,820 |
| 120 |
1.0358 |
0.9486 |
0.0872 |
8.8% |
0.0065 |
0.7% |
50% |
False |
False |
41,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0606 |
|
2.618 |
1.0345 |
|
1.618 |
1.0185 |
|
1.000 |
1.0086 |
|
0.618 |
1.0025 |
|
HIGH |
0.9926 |
|
0.618 |
0.9865 |
|
0.500 |
0.9846 |
|
0.382 |
0.9827 |
|
LOW |
0.9766 |
|
0.618 |
0.9667 |
|
1.000 |
0.9606 |
|
1.618 |
0.9507 |
|
2.618 |
0.9347 |
|
4.250 |
0.9086 |
|
|
| Fisher Pivots for day following 03-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9894 |
0.9886 |
| PP |
0.9870 |
0.9854 |
| S1 |
0.9846 |
0.9822 |
|