CME Japanese Yen Future September 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 |
0.9751 |
0.9772 |
0.0021 |
0.2% |
0.9746 |
High |
0.9751 |
0.9788 |
0.0037 |
0.4% |
0.9817 |
Low |
0.9751 |
0.9770 |
0.0019 |
0.2% |
0.9683 |
Close |
0.9751 |
0.9788 |
0.0037 |
0.4% |
0.9788 |
Range |
0.0000 |
0.0018 |
0.0018 |
|
0.0134 |
ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
8 |
|
Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9836 |
0.9830 |
0.9798 |
|
R3 |
0.9818 |
0.9812 |
0.9793 |
|
R2 |
0.9800 |
0.9800 |
0.9791 |
|
R1 |
0.9794 |
0.9794 |
0.9790 |
0.9797 |
PP |
0.9782 |
0.9782 |
0.9782 |
0.9784 |
S1 |
0.9776 |
0.9776 |
0.9786 |
0.9779 |
S2 |
0.9764 |
0.9764 |
0.9785 |
|
S3 |
0.9746 |
0.9758 |
0.9783 |
|
S4 |
0.9728 |
0.9740 |
0.9778 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0165 |
1.0110 |
0.9862 |
|
R3 |
1.0031 |
0.9976 |
0.9825 |
|
R2 |
0.9897 |
0.9897 |
0.9813 |
|
R1 |
0.9842 |
0.9842 |
0.9800 |
0.9870 |
PP |
0.9763 |
0.9763 |
0.9763 |
0.9776 |
S1 |
0.9708 |
0.9708 |
0.9776 |
0.9736 |
S2 |
0.9629 |
0.9629 |
0.9763 |
|
S3 |
0.9495 |
0.9574 |
0.9751 |
|
S4 |
0.9361 |
0.9440 |
0.9714 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9817 |
0.9683 |
0.0134 |
1.4% |
0.0030 |
0.3% |
78% |
False |
False |
1 |
10 |
0.9817 |
0.9592 |
0.0225 |
2.3% |
0.0018 |
0.2% |
87% |
False |
False |
1 |
20 |
0.9817 |
0.9555 |
0.0262 |
2.7% |
0.0014 |
0.1% |
89% |
False |
False |
1 |
40 |
0.9853 |
0.9515 |
0.0338 |
3.5% |
0.0012 |
0.1% |
81% |
False |
False |
1 |
60 |
1.0241 |
0.9515 |
0.0726 |
7.4% |
0.0012 |
0.1% |
38% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9865 |
2.618 |
0.9835 |
1.618 |
0.9817 |
1.000 |
0.9806 |
0.618 |
0.9799 |
HIGH |
0.9788 |
0.618 |
0.9781 |
0.500 |
0.9779 |
0.382 |
0.9777 |
LOW |
0.9770 |
0.618 |
0.9759 |
1.000 |
0.9752 |
1.618 |
0.9741 |
2.618 |
0.9723 |
4.250 |
0.9694 |
|
|
Fisher Pivots for day following 31-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9785 |
0.9775 |
PP |
0.9782 |
0.9763 |
S1 |
0.9779 |
0.9750 |
|