CME Japanese Yen Future September 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 |
0.9772 |
0.9900 |
0.0128 |
1.3% |
0.9746 |
| High |
0.9788 |
0.9931 |
0.0143 |
1.5% |
0.9817 |
| Low |
0.9770 |
0.9900 |
0.0130 |
1.3% |
0.9683 |
| Close |
0.9788 |
0.9931 |
0.0143 |
1.5% |
0.9788 |
| Range |
0.0018 |
0.0031 |
0.0013 |
72.2% |
0.0134 |
| ATR |
0.0049 |
0.0056 |
0.0007 |
13.6% |
0.0000 |
| Volume |
1 |
5 |
4 |
400.0% |
8 |
|
| Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0014 |
1.0003 |
0.9948 |
|
| R3 |
0.9983 |
0.9972 |
0.9940 |
|
| R2 |
0.9952 |
0.9952 |
0.9937 |
|
| R1 |
0.9941 |
0.9941 |
0.9934 |
0.9947 |
| PP |
0.9921 |
0.9921 |
0.9921 |
0.9923 |
| S1 |
0.9910 |
0.9910 |
0.9928 |
0.9916 |
| S2 |
0.9890 |
0.9890 |
0.9925 |
|
| S3 |
0.9859 |
0.9879 |
0.9922 |
|
| S4 |
0.9828 |
0.9848 |
0.9914 |
|
|
| 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 |
0.9931 |
0.9683 |
0.0248 |
2.5% |
0.0037 |
0.4% |
100% |
True |
False |
2 |
| 10 |
0.9931 |
0.9592 |
0.0339 |
3.4% |
0.0021 |
0.2% |
100% |
True |
False |
1 |
| 20 |
0.9931 |
0.9555 |
0.0376 |
3.8% |
0.0015 |
0.2% |
100% |
True |
False |
1 |
| 40 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0013 |
0.1% |
100% |
True |
False |
1 |
| 60 |
1.0241 |
0.9515 |
0.0726 |
7.3% |
0.0013 |
0.1% |
57% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0063 |
|
2.618 |
1.0012 |
|
1.618 |
0.9981 |
|
1.000 |
0.9962 |
|
0.618 |
0.9950 |
|
HIGH |
0.9931 |
|
0.618 |
0.9919 |
|
0.500 |
0.9916 |
|
0.382 |
0.9912 |
|
LOW |
0.9900 |
|
0.618 |
0.9881 |
|
1.000 |
0.9869 |
|
1.618 |
0.9850 |
|
2.618 |
0.9819 |
|
4.250 |
0.9768 |
|
|
| Fisher Pivots for day following 03-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9926 |
0.9901 |
| PP |
0.9921 |
0.9871 |
| S1 |
0.9916 |
0.9841 |
|