CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 04-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2014 |
04-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9792 |
0.9894 |
0.0102 |
1.0% |
0.9798 |
| High |
0.9926 |
0.9927 |
0.0001 |
0.0% |
0.9822 |
| Low |
0.9766 |
0.9837 |
0.0071 |
0.7% |
0.9672 |
| Close |
0.9918 |
0.9843 |
-0.0075 |
-0.8% |
0.9775 |
| Range |
0.0160 |
0.0090 |
-0.0070 |
-43.8% |
0.0150 |
| ATR |
0.0095 |
0.0095 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
251,735 |
201,470 |
-50,265 |
-20.0% |
1,010,756 |
|
| Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0139 |
1.0081 |
0.9893 |
|
| R3 |
1.0049 |
0.9991 |
0.9868 |
|
| R2 |
0.9959 |
0.9959 |
0.9860 |
|
| R1 |
0.9901 |
0.9901 |
0.9851 |
0.9885 |
| PP |
0.9869 |
0.9869 |
0.9869 |
0.9861 |
| S1 |
0.9811 |
0.9811 |
0.9835 |
0.9795 |
| S2 |
0.9779 |
0.9779 |
0.9827 |
|
| S3 |
0.9689 |
0.9721 |
0.9818 |
|
| S4 |
0.9599 |
0.9631 |
0.9794 |
|
|
| 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 |
0.9927 |
0.9672 |
0.0255 |
2.6% |
0.0115 |
1.2% |
67% |
True |
False |
220,072 |
| 10 |
0.9927 |
0.9541 |
0.0386 |
3.9% |
0.0113 |
1.1% |
78% |
True |
False |
212,071 |
| 20 |
0.9927 |
0.9490 |
0.0437 |
4.4% |
0.0096 |
1.0% |
81% |
True |
False |
173,103 |
| 40 |
0.9927 |
0.9486 |
0.0441 |
4.5% |
0.0085 |
0.9% |
81% |
True |
False |
128,594 |
| 60 |
1.0250 |
0.9486 |
0.0764 |
7.8% |
0.0083 |
0.8% |
47% |
False |
False |
86,322 |
| 80 |
1.0318 |
0.9486 |
0.0832 |
8.5% |
0.0076 |
0.8% |
43% |
False |
False |
64,766 |
| 100 |
1.0358 |
0.9486 |
0.0872 |
8.9% |
0.0074 |
0.8% |
41% |
False |
False |
51,835 |
| 120 |
1.0358 |
0.9486 |
0.0872 |
8.9% |
0.0066 |
0.7% |
41% |
False |
False |
43,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0310 |
|
2.618 |
1.0163 |
|
1.618 |
1.0073 |
|
1.000 |
1.0017 |
|
0.618 |
0.9983 |
|
HIGH |
0.9927 |
|
0.618 |
0.9893 |
|
0.500 |
0.9882 |
|
0.382 |
0.9871 |
|
LOW |
0.9837 |
|
0.618 |
0.9781 |
|
1.000 |
0.9747 |
|
1.618 |
0.9691 |
|
2.618 |
0.9601 |
|
4.250 |
0.9455 |
|
|
| Fisher Pivots for day following 04-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9882 |
0.9836 |
| PP |
0.9869 |
0.9829 |
| S1 |
0.9856 |
0.9822 |
|