CME Japanese Yen Future June 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 |
0.9750 |
0.9789 |
0.0039 |
0.4% |
0.9805 |
| High |
0.9808 |
0.9930 |
0.0122 |
1.2% |
0.9826 |
| Low |
0.9739 |
0.9780 |
0.0041 |
0.4% |
0.9680 |
| Close |
0.9780 |
0.9924 |
0.0144 |
1.5% |
0.9780 |
| Range |
0.0069 |
0.0150 |
0.0081 |
117.4% |
0.0146 |
| ATR |
0.0077 |
0.0083 |
0.0005 |
6.7% |
0.0000 |
| Volume |
95 |
122 |
27 |
28.4% |
1,455 |
|
| Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0328 |
1.0276 |
1.0007 |
|
| R3 |
1.0178 |
1.0126 |
0.9965 |
|
| R2 |
1.0028 |
1.0028 |
0.9952 |
|
| R1 |
0.9976 |
0.9976 |
0.9938 |
1.0002 |
| PP |
0.9878 |
0.9878 |
0.9878 |
0.9891 |
| S1 |
0.9826 |
0.9826 |
0.9910 |
0.9852 |
| S2 |
0.9728 |
0.9728 |
0.9897 |
|
| S3 |
0.9578 |
0.9676 |
0.9883 |
|
| S4 |
0.9428 |
0.9526 |
0.9842 |
|
|
| 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 |
0.9930 |
0.9680 |
0.0250 |
2.5% |
0.0098 |
1.0% |
98% |
True |
False |
182 |
| 10 |
0.9930 |
0.9548 |
0.0382 |
3.8% |
0.0101 |
1.0% |
98% |
True |
False |
245 |
| 20 |
0.9930 |
0.9512 |
0.0418 |
4.2% |
0.0081 |
0.8% |
99% |
True |
False |
188 |
| 40 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0064 |
0.6% |
99% |
True |
False |
127 |
| 60 |
1.0232 |
0.9495 |
0.0737 |
7.4% |
0.0051 |
0.5% |
58% |
False |
False |
86 |
| 80 |
1.0305 |
0.9495 |
0.0810 |
8.2% |
0.0040 |
0.4% |
53% |
False |
False |
65 |
| 100 |
1.0343 |
0.9495 |
0.0848 |
8.5% |
0.0032 |
0.3% |
51% |
False |
False |
53 |
| 120 |
1.0343 |
0.9495 |
0.0848 |
8.5% |
0.0027 |
0.3% |
51% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0568 |
|
2.618 |
1.0323 |
|
1.618 |
1.0173 |
|
1.000 |
1.0080 |
|
0.618 |
1.0023 |
|
HIGH |
0.9930 |
|
0.618 |
0.9873 |
|
0.500 |
0.9855 |
|
0.382 |
0.9837 |
|
LOW |
0.9780 |
|
0.618 |
0.9687 |
|
1.000 |
0.9630 |
|
1.618 |
0.9537 |
|
2.618 |
0.9387 |
|
4.250 |
0.9143 |
|
|
| Fisher Pivots for day following 03-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9901 |
0.9893 |
| PP |
0.9878 |
0.9861 |
| S1 |
0.9855 |
0.9830 |
|