CME Japanese Yen Future March 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 |
0.9855 |
0.9805 |
-0.0050 |
-0.5% |
0.9792 |
| High |
0.9879 |
0.9860 |
-0.0019 |
-0.2% |
0.9927 |
| Low |
0.9788 |
0.9751 |
-0.0037 |
-0.4% |
0.9751 |
| Close |
0.9794 |
0.9777 |
-0.0017 |
-0.2% |
0.9777 |
| Range |
0.0091 |
0.0109 |
0.0018 |
19.8% |
0.0176 |
| ATR |
0.0094 |
0.0095 |
0.0001 |
1.1% |
0.0000 |
| Volume |
155,722 |
194,983 |
39,261 |
25.2% |
1,013,617 |
|
| Daily Pivots for day following 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0123 |
1.0059 |
0.9837 |
|
| R3 |
1.0014 |
0.9950 |
0.9807 |
|
| R2 |
0.9905 |
0.9905 |
0.9797 |
|
| R1 |
0.9841 |
0.9841 |
0.9787 |
0.9819 |
| PP |
0.9796 |
0.9796 |
0.9796 |
0.9785 |
| S1 |
0.9732 |
0.9732 |
0.9767 |
0.9710 |
| S2 |
0.9687 |
0.9687 |
0.9757 |
|
| S3 |
0.9578 |
0.9623 |
0.9747 |
|
| S4 |
0.9469 |
0.9514 |
0.9717 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0346 |
1.0238 |
0.9874 |
|
| R3 |
1.0170 |
1.0062 |
0.9825 |
|
| R2 |
0.9994 |
0.9994 |
0.9809 |
|
| R1 |
0.9886 |
0.9886 |
0.9793 |
0.9852 |
| PP |
0.9818 |
0.9818 |
0.9818 |
0.9802 |
| S1 |
0.9710 |
0.9710 |
0.9761 |
0.9676 |
| S2 |
0.9642 |
0.9642 |
0.9745 |
|
| S3 |
0.9466 |
0.9534 |
0.9729 |
|
| S4 |
0.9290 |
0.9358 |
0.9680 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9927 |
0.9751 |
0.0176 |
1.8% |
0.0109 |
1.1% |
15% |
False |
True |
202,723 |
| 10 |
0.9927 |
0.9672 |
0.0255 |
2.6% |
0.0104 |
1.1% |
41% |
False |
False |
202,437 |
| 20 |
0.9927 |
0.9490 |
0.0437 |
4.5% |
0.0103 |
1.0% |
66% |
False |
False |
183,560 |
| 40 |
0.9927 |
0.9486 |
0.0441 |
4.5% |
0.0086 |
0.9% |
66% |
False |
False |
140,128 |
| 60 |
1.0106 |
0.9486 |
0.0620 |
6.3% |
0.0082 |
0.8% |
47% |
False |
False |
95,638 |
| 80 |
1.0318 |
0.9486 |
0.0832 |
8.5% |
0.0077 |
0.8% |
35% |
False |
False |
71,766 |
| 100 |
1.0358 |
0.9486 |
0.0872 |
8.9% |
0.0076 |
0.8% |
33% |
False |
False |
57,438 |
| 120 |
1.0358 |
0.9486 |
0.0872 |
8.9% |
0.0069 |
0.7% |
33% |
False |
False |
47,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0323 |
|
2.618 |
1.0145 |
|
1.618 |
1.0036 |
|
1.000 |
0.9969 |
|
0.618 |
0.9927 |
|
HIGH |
0.9860 |
|
0.618 |
0.9818 |
|
0.500 |
0.9806 |
|
0.382 |
0.9793 |
|
LOW |
0.9751 |
|
0.618 |
0.9684 |
|
1.000 |
0.9642 |
|
1.618 |
0.9575 |
|
2.618 |
0.9466 |
|
4.250 |
0.9288 |
|
|
| Fisher Pivots for day following 07-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9806 |
0.9837 |
| PP |
0.9796 |
0.9817 |
| S1 |
0.9787 |
0.9797 |
|