CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 10-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2014 |
10-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9806 |
0.9752 |
-0.0054 |
-0.6% |
0.9789 |
| High |
0.9862 |
0.9805 |
-0.0057 |
-0.6% |
0.9930 |
| Low |
0.9758 |
0.9750 |
-0.0008 |
-0.1% |
0.9758 |
| Close |
0.9782 |
0.9791 |
0.0009 |
0.1% |
0.9782 |
| Range |
0.0104 |
0.0055 |
-0.0049 |
-47.1% |
0.0172 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
196 |
636 |
440 |
224.5% |
1,271 |
|
| Daily Pivots for day following 10-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9947 |
0.9924 |
0.9821 |
|
| R3 |
0.9892 |
0.9869 |
0.9806 |
|
| R2 |
0.9837 |
0.9837 |
0.9801 |
|
| R1 |
0.9814 |
0.9814 |
0.9796 |
0.9826 |
| PP |
0.9782 |
0.9782 |
0.9782 |
0.9788 |
| S1 |
0.9759 |
0.9759 |
0.9786 |
0.9771 |
| S2 |
0.9727 |
0.9727 |
0.9781 |
|
| S3 |
0.9672 |
0.9704 |
0.9776 |
|
| S4 |
0.9617 |
0.9649 |
0.9761 |
|
|
| 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 |
0.9750 |
0.0180 |
1.8% |
0.0084 |
0.9% |
23% |
False |
True |
357 |
| 10 |
0.9930 |
0.9680 |
0.0250 |
2.6% |
0.0091 |
0.9% |
44% |
False |
False |
269 |
| 20 |
0.9930 |
0.9548 |
0.0382 |
3.9% |
0.0086 |
0.9% |
64% |
False |
False |
247 |
| 40 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0068 |
0.7% |
68% |
False |
False |
169 |
| 60 |
1.0078 |
0.9495 |
0.0583 |
6.0% |
0.0056 |
0.6% |
51% |
False |
False |
115 |
| 80 |
1.0293 |
0.9495 |
0.0798 |
8.2% |
0.0044 |
0.4% |
37% |
False |
False |
87 |
| 100 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0036 |
0.4% |
35% |
False |
False |
71 |
| 120 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0031 |
0.3% |
35% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0039 |
|
2.618 |
0.9949 |
|
1.618 |
0.9894 |
|
1.000 |
0.9860 |
|
0.618 |
0.9839 |
|
HIGH |
0.9805 |
|
0.618 |
0.9784 |
|
0.500 |
0.9778 |
|
0.382 |
0.9771 |
|
LOW |
0.9750 |
|
0.618 |
0.9716 |
|
1.000 |
0.9695 |
|
1.618 |
0.9661 |
|
2.618 |
0.9606 |
|
4.250 |
0.9516 |
|
|
| Fisher Pivots for day following 10-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9787 |
0.9814 |
| PP |
0.9782 |
0.9806 |
| S1 |
0.9778 |
0.9799 |
|