CME Japanese Yen Future June 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 |
0.9789 |
0.9893 |
0.0104 |
1.1% |
0.9805 |
| High |
0.9930 |
0.9930 |
0.0000 |
0.0% |
0.9826 |
| Low |
0.9780 |
0.9842 |
0.0062 |
0.6% |
0.9680 |
| Close |
0.9924 |
0.9848 |
-0.0076 |
-0.8% |
0.9780 |
| Range |
0.0150 |
0.0088 |
-0.0062 |
-41.3% |
0.0146 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
0.5% |
0.0000 |
| Volume |
122 |
355 |
233 |
191.0% |
1,455 |
|
| Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0137 |
1.0081 |
0.9896 |
|
| R3 |
1.0049 |
0.9993 |
0.9872 |
|
| R2 |
0.9961 |
0.9961 |
0.9864 |
|
| R1 |
0.9905 |
0.9905 |
0.9856 |
0.9889 |
| PP |
0.9873 |
0.9873 |
0.9873 |
0.9866 |
| S1 |
0.9817 |
0.9817 |
0.9840 |
0.9801 |
| S2 |
0.9785 |
0.9785 |
0.9832 |
|
| S3 |
0.9697 |
0.9729 |
0.9824 |
|
| S4 |
0.9609 |
0.9641 |
0.9800 |
|
|
| 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% |
0.0104 |
1.1% |
67% |
True |
False |
204 |
| 10 |
0.9930 |
0.9548 |
0.0382 |
3.9% |
0.0102 |
1.0% |
79% |
True |
False |
276 |
| 20 |
0.9930 |
0.9512 |
0.0418 |
4.2% |
0.0082 |
0.8% |
80% |
True |
False |
198 |
| 40 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0065 |
0.7% |
81% |
True |
False |
136 |
| 60 |
1.0232 |
0.9495 |
0.0737 |
7.5% |
0.0053 |
0.5% |
48% |
False |
False |
92 |
| 80 |
1.0293 |
0.9495 |
0.0798 |
8.1% |
0.0040 |
0.4% |
44% |
False |
False |
69 |
| 100 |
1.0343 |
0.9495 |
0.0848 |
8.6% |
0.0033 |
0.3% |
42% |
False |
False |
57 |
| 120 |
1.0343 |
0.9495 |
0.0848 |
8.6% |
0.0028 |
0.3% |
42% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0304 |
|
2.618 |
1.0160 |
|
1.618 |
1.0072 |
|
1.000 |
1.0018 |
|
0.618 |
0.9984 |
|
HIGH |
0.9930 |
|
0.618 |
0.9896 |
|
0.500 |
0.9886 |
|
0.382 |
0.9876 |
|
LOW |
0.9842 |
|
0.618 |
0.9788 |
|
1.000 |
0.9754 |
|
1.618 |
0.9700 |
|
2.618 |
0.9612 |
|
4.250 |
0.9468 |
|
|
| Fisher Pivots for day following 04-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9886 |
0.9844 |
| PP |
0.9873 |
0.9839 |
| S1 |
0.9861 |
0.9835 |
|