CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 06-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2014 |
06-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9842 |
0.9855 |
0.0013 |
0.1% |
0.9798 |
| High |
0.9923 |
0.9879 |
-0.0044 |
-0.4% |
0.9822 |
| Low |
0.9829 |
0.9788 |
-0.0041 |
-0.4% |
0.9672 |
| Close |
0.9873 |
0.9794 |
-0.0079 |
-0.8% |
0.9775 |
| Range |
0.0094 |
0.0091 |
-0.0003 |
-3.2% |
0.0150 |
| ATR |
0.0095 |
0.0094 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
209,707 |
155,722 |
-53,985 |
-25.7% |
1,010,756 |
|
| Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0093 |
1.0035 |
0.9844 |
|
| R3 |
1.0002 |
0.9944 |
0.9819 |
|
| R2 |
0.9911 |
0.9911 |
0.9811 |
|
| R1 |
0.9853 |
0.9853 |
0.9802 |
0.9837 |
| PP |
0.9820 |
0.9820 |
0.9820 |
0.9812 |
| S1 |
0.9762 |
0.9762 |
0.9786 |
0.9746 |
| S2 |
0.9729 |
0.9729 |
0.9777 |
|
| S3 |
0.9638 |
0.9671 |
0.9769 |
|
| S4 |
0.9547 |
0.9580 |
0.9744 |
|
|
| 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 |
0.9717 |
0.0210 |
2.1% |
0.0106 |
1.1% |
37% |
False |
False |
206,731 |
| 10 |
0.9927 |
0.9656 |
0.0271 |
2.8% |
0.0108 |
1.1% |
51% |
False |
False |
212,399 |
| 20 |
0.9927 |
0.9490 |
0.0437 |
4.5% |
0.0099 |
1.0% |
70% |
False |
False |
178,963 |
| 40 |
0.9927 |
0.9486 |
0.0441 |
4.5% |
0.0086 |
0.9% |
70% |
False |
False |
136,452 |
| 60 |
1.0115 |
0.9486 |
0.0629 |
6.4% |
0.0081 |
0.8% |
49% |
False |
False |
92,398 |
| 80 |
1.0318 |
0.9486 |
0.0832 |
8.5% |
0.0076 |
0.8% |
37% |
False |
False |
69,330 |
| 100 |
1.0358 |
0.9486 |
0.0872 |
8.9% |
0.0075 |
0.8% |
35% |
False |
False |
55,489 |
| 120 |
1.0358 |
0.9486 |
0.0872 |
8.9% |
0.0068 |
0.7% |
35% |
False |
False |
46,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0266 |
|
2.618 |
1.0117 |
|
1.618 |
1.0026 |
|
1.000 |
0.9970 |
|
0.618 |
0.9935 |
|
HIGH |
0.9879 |
|
0.618 |
0.9844 |
|
0.500 |
0.9834 |
|
0.382 |
0.9823 |
|
LOW |
0.9788 |
|
0.618 |
0.9732 |
|
1.000 |
0.9697 |
|
1.618 |
0.9641 |
|
2.618 |
0.9550 |
|
4.250 |
0.9401 |
|
|
| Fisher Pivots for day following 06-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9834 |
0.9858 |
| PP |
0.9820 |
0.9836 |
| S1 |
0.9807 |
0.9815 |
|