CME Japanese Yen Future September 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 |
0.9797 |
0.9770 |
-0.0027 |
-0.3% |
0.9900 |
| High |
0.9797 |
0.9770 |
-0.0027 |
-0.3% |
0.9931 |
| Low |
0.9797 |
0.9756 |
-0.0041 |
-0.4% |
0.9788 |
| Close |
0.9797 |
0.9756 |
-0.0041 |
-0.4% |
0.9788 |
| Range |
0.0000 |
0.0014 |
0.0014 |
|
0.0143 |
| ATR |
0.0051 |
0.0051 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
4 |
4 |
0 |
0.0% |
13 |
|
| Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9803 |
0.9793 |
0.9764 |
|
| R3 |
0.9789 |
0.9779 |
0.9760 |
|
| R2 |
0.9775 |
0.9775 |
0.9759 |
|
| R1 |
0.9765 |
0.9765 |
0.9757 |
0.9763 |
| PP |
0.9761 |
0.9761 |
0.9761 |
0.9760 |
| S1 |
0.9751 |
0.9751 |
0.9755 |
0.9749 |
| S2 |
0.9747 |
0.9747 |
0.9753 |
|
| S3 |
0.9733 |
0.9737 |
0.9752 |
|
| S4 |
0.9719 |
0.9723 |
0.9748 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0265 |
1.0169 |
0.9867 |
|
| R3 |
1.0122 |
1.0026 |
0.9827 |
|
| R2 |
0.9979 |
0.9979 |
0.9814 |
|
| R1 |
0.9883 |
0.9883 |
0.9801 |
0.9860 |
| PP |
0.9836 |
0.9836 |
0.9836 |
0.9824 |
| S1 |
0.9740 |
0.9740 |
0.9775 |
0.9717 |
| S2 |
0.9693 |
0.9693 |
0.9762 |
|
| S3 |
0.9550 |
0.9597 |
0.9749 |
|
| S4 |
0.9407 |
0.9454 |
0.9709 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9885 |
0.9756 |
0.0129 |
1.3% |
0.0019 |
0.2% |
0% |
False |
True |
3 |
| 10 |
0.9931 |
0.9683 |
0.0248 |
2.5% |
0.0030 |
0.3% |
29% |
False |
False |
2 |
| 20 |
0.9931 |
0.9575 |
0.0356 |
3.6% |
0.0018 |
0.2% |
51% |
False |
False |
1 |
| 40 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0013 |
0.1% |
58% |
False |
False |
1 |
| 60 |
1.0018 |
0.9515 |
0.0503 |
5.2% |
0.0012 |
0.1% |
48% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9830 |
|
2.618 |
0.9807 |
|
1.618 |
0.9793 |
|
1.000 |
0.9784 |
|
0.618 |
0.9779 |
|
HIGH |
0.9770 |
|
0.618 |
0.9765 |
|
0.500 |
0.9763 |
|
0.382 |
0.9761 |
|
LOW |
0.9756 |
|
0.618 |
0.9747 |
|
1.000 |
0.9742 |
|
1.618 |
0.9733 |
|
2.618 |
0.9719 |
|
4.250 |
0.9697 |
|
|
| Fisher Pivots for day following 11-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9763 |
0.9783 |
| PP |
0.9761 |
0.9774 |
| S1 |
0.9758 |
0.9765 |
|