CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 11-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2014 |
11-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9752 |
0.9788 |
0.0036 |
0.4% |
0.9789 |
| High |
0.9805 |
0.9800 |
-0.0005 |
-0.1% |
0.9930 |
| Low |
0.9750 |
0.9744 |
-0.0006 |
-0.1% |
0.9758 |
| Close |
0.9791 |
0.9749 |
-0.0042 |
-0.4% |
0.9782 |
| Range |
0.0055 |
0.0056 |
0.0001 |
1.8% |
0.0172 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
636 |
157 |
-479 |
-75.3% |
1,271 |
|
| Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9932 |
0.9897 |
0.9780 |
|
| R3 |
0.9876 |
0.9841 |
0.9764 |
|
| R2 |
0.9820 |
0.9820 |
0.9759 |
|
| R1 |
0.9785 |
0.9785 |
0.9754 |
0.9775 |
| PP |
0.9764 |
0.9764 |
0.9764 |
0.9759 |
| S1 |
0.9729 |
0.9729 |
0.9744 |
0.9719 |
| S2 |
0.9708 |
0.9708 |
0.9739 |
|
| S3 |
0.9652 |
0.9673 |
0.9734 |
|
| S4 |
0.9596 |
0.9617 |
0.9718 |
|
|
| 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 |
0.9925 |
0.9744 |
0.0181 |
1.9% |
0.0077 |
0.8% |
3% |
False |
True |
317 |
| 10 |
0.9930 |
0.9680 |
0.0250 |
2.6% |
0.0091 |
0.9% |
28% |
False |
False |
260 |
| 20 |
0.9930 |
0.9548 |
0.0382 |
3.9% |
0.0085 |
0.9% |
53% |
False |
False |
244 |
| 40 |
0.9930 |
0.9495 |
0.0435 |
4.5% |
0.0068 |
0.7% |
58% |
False |
False |
172 |
| 60 |
1.0050 |
0.9495 |
0.0555 |
5.7% |
0.0057 |
0.6% |
46% |
False |
False |
118 |
| 80 |
1.0293 |
0.9495 |
0.0798 |
8.2% |
0.0044 |
0.5% |
32% |
False |
False |
89 |
| 100 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0036 |
0.4% |
30% |
False |
False |
72 |
| 120 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0031 |
0.3% |
30% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0038 |
|
2.618 |
0.9947 |
|
1.618 |
0.9891 |
|
1.000 |
0.9856 |
|
0.618 |
0.9835 |
|
HIGH |
0.9800 |
|
0.618 |
0.9779 |
|
0.500 |
0.9772 |
|
0.382 |
0.9765 |
|
LOW |
0.9744 |
|
0.618 |
0.9709 |
|
1.000 |
0.9688 |
|
1.618 |
0.9653 |
|
2.618 |
0.9597 |
|
4.250 |
0.9506 |
|
|
| Fisher Pivots for day following 11-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9772 |
0.9803 |
| PP |
0.9764 |
0.9785 |
| S1 |
0.9757 |
0.9767 |
|