CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 05-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2014 |
05-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9894 |
0.9842 |
-0.0052 |
-0.5% |
0.9798 |
| High |
0.9927 |
0.9923 |
-0.0004 |
0.0% |
0.9822 |
| Low |
0.9837 |
0.9829 |
-0.0008 |
-0.1% |
0.9672 |
| Close |
0.9843 |
0.9873 |
0.0030 |
0.3% |
0.9775 |
| Range |
0.0090 |
0.0094 |
0.0004 |
4.4% |
0.0150 |
| ATR |
0.0095 |
0.0095 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
201,470 |
209,707 |
8,237 |
4.1% |
1,010,756 |
|
| Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0157 |
1.0109 |
0.9925 |
|
| R3 |
1.0063 |
1.0015 |
0.9899 |
|
| R2 |
0.9969 |
0.9969 |
0.9890 |
|
| R1 |
0.9921 |
0.9921 |
0.9882 |
0.9945 |
| PP |
0.9875 |
0.9875 |
0.9875 |
0.9887 |
| S1 |
0.9827 |
0.9827 |
0.9864 |
0.9851 |
| S2 |
0.9781 |
0.9781 |
0.9856 |
|
| S3 |
0.9687 |
0.9733 |
0.9847 |
|
| S4 |
0.9593 |
0.9639 |
0.9821 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0206 |
1.0141 |
0.9858 |
|
| R3 |
1.0056 |
0.9991 |
0.9816 |
|
| R2 |
0.9906 |
0.9906 |
0.9803 |
|
| R1 |
0.9841 |
0.9841 |
0.9789 |
0.9799 |
| PP |
0.9756 |
0.9756 |
0.9756 |
0.9735 |
| S1 |
0.9691 |
0.9691 |
0.9761 |
0.9649 |
| S2 |
0.9606 |
0.9606 |
0.9748 |
|
| S3 |
0.9456 |
0.9541 |
0.9734 |
|
| S4 |
0.9306 |
0.9391 |
0.9693 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9927 |
0.9717 |
0.0210 |
2.1% |
0.0104 |
1.1% |
74% |
False |
False |
213,042 |
| 10 |
0.9927 |
0.9541 |
0.0386 |
3.9% |
0.0116 |
1.2% |
86% |
False |
False |
222,286 |
| 20 |
0.9927 |
0.9490 |
0.0437 |
4.4% |
0.0098 |
1.0% |
88% |
False |
False |
177,858 |
| 40 |
0.9927 |
0.9486 |
0.0441 |
4.5% |
0.0084 |
0.9% |
88% |
False |
False |
132,931 |
| 60 |
1.0210 |
0.9486 |
0.0724 |
7.3% |
0.0082 |
0.8% |
53% |
False |
False |
89,813 |
| 80 |
1.0318 |
0.9486 |
0.0832 |
8.4% |
0.0076 |
0.8% |
47% |
False |
False |
67,385 |
| 100 |
1.0358 |
0.9486 |
0.0872 |
8.8% |
0.0075 |
0.8% |
44% |
False |
False |
53,932 |
| 120 |
1.0358 |
0.9486 |
0.0872 |
8.8% |
0.0067 |
0.7% |
44% |
False |
False |
44,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0323 |
|
2.618 |
1.0169 |
|
1.618 |
1.0075 |
|
1.000 |
1.0017 |
|
0.618 |
0.9981 |
|
HIGH |
0.9923 |
|
0.618 |
0.9887 |
|
0.500 |
0.9876 |
|
0.382 |
0.9865 |
|
LOW |
0.9829 |
|
0.618 |
0.9771 |
|
1.000 |
0.9735 |
|
1.618 |
0.9677 |
|
2.618 |
0.9583 |
|
4.250 |
0.9430 |
|
|
| Fisher Pivots for day following 05-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9876 |
0.9864 |
| PP |
0.9875 |
0.9855 |
| S1 |
0.9874 |
0.9847 |
|