CME Japanese Yen Future June 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 |
0.9786 |
0.9750 |
-0.0036 |
-0.4% |
0.9805 |
| High |
0.9797 |
0.9808 |
0.0011 |
0.1% |
0.9826 |
| Low |
0.9730 |
0.9739 |
0.0009 |
0.1% |
0.9680 |
| Close |
0.9743 |
0.9780 |
0.0037 |
0.4% |
0.9780 |
| Range |
0.0067 |
0.0069 |
0.0002 |
3.0% |
0.0146 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
331 |
95 |
-236 |
-71.3% |
1,455 |
|
| Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9983 |
0.9950 |
0.9818 |
|
| R3 |
0.9914 |
0.9881 |
0.9799 |
|
| R2 |
0.9845 |
0.9845 |
0.9793 |
|
| R1 |
0.9812 |
0.9812 |
0.9786 |
0.9829 |
| PP |
0.9776 |
0.9776 |
0.9776 |
0.9784 |
| S1 |
0.9743 |
0.9743 |
0.9774 |
0.9760 |
| S2 |
0.9707 |
0.9707 |
0.9767 |
|
| S3 |
0.9638 |
0.9674 |
0.9761 |
|
| S4 |
0.9569 |
0.9605 |
0.9742 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0200 |
1.0136 |
0.9860 |
|
| R3 |
1.0054 |
0.9990 |
0.9820 |
|
| R2 |
0.9908 |
0.9908 |
0.9807 |
|
| R1 |
0.9844 |
0.9844 |
0.9793 |
0.9803 |
| PP |
0.9762 |
0.9762 |
0.9762 |
0.9742 |
| S1 |
0.9698 |
0.9698 |
0.9767 |
0.9657 |
| S2 |
0.9616 |
0.9616 |
0.9753 |
|
| S3 |
0.9470 |
0.9552 |
0.9740 |
|
| S4 |
0.9324 |
0.9406 |
0.9700 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9826 |
0.9680 |
0.0146 |
1.5% |
0.0084 |
0.9% |
68% |
False |
False |
291 |
| 10 |
0.9826 |
0.9548 |
0.0278 |
2.8% |
0.0088 |
0.9% |
83% |
False |
False |
239 |
| 20 |
0.9826 |
0.9512 |
0.0314 |
3.2% |
0.0077 |
0.8% |
85% |
False |
False |
189 |
| 40 |
0.9846 |
0.9495 |
0.0351 |
3.6% |
0.0062 |
0.6% |
81% |
False |
False |
124 |
| 60 |
1.0232 |
0.9495 |
0.0737 |
7.5% |
0.0049 |
0.5% |
39% |
False |
False |
84 |
| 80 |
1.0336 |
0.9495 |
0.0841 |
8.6% |
0.0038 |
0.4% |
34% |
False |
False |
64 |
| 100 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0030 |
0.3% |
34% |
False |
False |
52 |
| 120 |
1.0372 |
0.9495 |
0.0877 |
9.0% |
0.0026 |
0.3% |
32% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0101 |
|
2.618 |
0.9989 |
|
1.618 |
0.9920 |
|
1.000 |
0.9877 |
|
0.618 |
0.9851 |
|
HIGH |
0.9808 |
|
0.618 |
0.9782 |
|
0.500 |
0.9774 |
|
0.382 |
0.9765 |
|
LOW |
0.9739 |
|
0.618 |
0.9696 |
|
1.000 |
0.9670 |
|
1.618 |
0.9627 |
|
2.618 |
0.9558 |
|
4.250 |
0.9446 |
|
|
| Fisher Pivots for day following 31-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9778 |
0.9771 |
| PP |
0.9776 |
0.9762 |
| S1 |
0.9774 |
0.9753 |
|