CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 07-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2014 |
07-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9859 |
0.9806 |
-0.0053 |
-0.5% |
0.9789 |
| High |
0.9877 |
0.9862 |
-0.0015 |
-0.2% |
0.9930 |
| Low |
0.9796 |
0.9758 |
-0.0038 |
-0.4% |
0.9758 |
| Close |
0.9799 |
0.9782 |
-0.0017 |
-0.2% |
0.9782 |
| Range |
0.0081 |
0.0104 |
0.0023 |
28.4% |
0.0172 |
| ATR |
0.0083 |
0.0085 |
0.0001 |
1.8% |
0.0000 |
| Volume |
386 |
196 |
-190 |
-49.2% |
1,271 |
|
| Daily Pivots for day following 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0113 |
1.0051 |
0.9839 |
|
| R3 |
1.0009 |
0.9947 |
0.9811 |
|
| R2 |
0.9905 |
0.9905 |
0.9801 |
|
| R1 |
0.9843 |
0.9843 |
0.9792 |
0.9822 |
| PP |
0.9801 |
0.9801 |
0.9801 |
0.9790 |
| S1 |
0.9739 |
0.9739 |
0.9772 |
0.9718 |
| S2 |
0.9697 |
0.9697 |
0.9763 |
|
| S3 |
0.9593 |
0.9635 |
0.9753 |
|
| S4 |
0.9489 |
0.9531 |
0.9725 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0339 |
1.0233 |
0.9877 |
|
| R3 |
1.0167 |
1.0061 |
0.9829 |
|
| R2 |
0.9995 |
0.9995 |
0.9814 |
|
| R1 |
0.9889 |
0.9889 |
0.9798 |
0.9856 |
| PP |
0.9823 |
0.9823 |
0.9823 |
0.9807 |
| S1 |
0.9717 |
0.9717 |
0.9766 |
0.9684 |
| S2 |
0.9651 |
0.9651 |
0.9750 |
|
| S3 |
0.9479 |
0.9545 |
0.9735 |
|
| S4 |
0.9307 |
0.9373 |
0.9687 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9930 |
0.9758 |
0.0172 |
1.8% |
0.0103 |
1.0% |
14% |
False |
True |
254 |
| 10 |
0.9930 |
0.9680 |
0.0250 |
2.6% |
0.0093 |
1.0% |
41% |
False |
False |
272 |
| 20 |
0.9930 |
0.9512 |
0.0418 |
4.3% |
0.0090 |
0.9% |
65% |
False |
False |
221 |
| 40 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0068 |
0.7% |
66% |
False |
False |
155 |
| 60 |
1.0078 |
0.9495 |
0.0583 |
6.0% |
0.0055 |
0.6% |
49% |
False |
False |
105 |
| 80 |
1.0293 |
0.9495 |
0.0798 |
8.2% |
0.0043 |
0.4% |
36% |
False |
False |
79 |
| 100 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0035 |
0.4% |
34% |
False |
False |
64 |
| 120 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0030 |
0.3% |
34% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0304 |
|
2.618 |
1.0134 |
|
1.618 |
1.0030 |
|
1.000 |
0.9966 |
|
0.618 |
0.9926 |
|
HIGH |
0.9862 |
|
0.618 |
0.9822 |
|
0.500 |
0.9810 |
|
0.382 |
0.9798 |
|
LOW |
0.9758 |
|
0.618 |
0.9694 |
|
1.000 |
0.9654 |
|
1.618 |
0.9590 |
|
2.618 |
0.9486 |
|
4.250 |
0.9316 |
|
|
| Fisher Pivots for day following 07-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9810 |
0.9842 |
| PP |
0.9801 |
0.9822 |
| S1 |
0.9791 |
0.9802 |
|