CME Japanese Yen Future March 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 |
0.9805 |
0.9751 |
-0.0054 |
-0.6% |
0.9792 |
| High |
0.9860 |
0.9806 |
-0.0054 |
-0.5% |
0.9927 |
| Low |
0.9751 |
0.9744 |
-0.0007 |
-0.1% |
0.9751 |
| Close |
0.9777 |
0.9786 |
0.0009 |
0.1% |
0.9777 |
| Range |
0.0109 |
0.0062 |
-0.0047 |
-43.1% |
0.0176 |
| ATR |
0.0095 |
0.0093 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
194,983 |
95,703 |
-99,280 |
-50.9% |
1,013,617 |
|
| Daily Pivots for day following 10-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9965 |
0.9937 |
0.9820 |
|
| R3 |
0.9903 |
0.9875 |
0.9803 |
|
| R2 |
0.9841 |
0.9841 |
0.9797 |
|
| R1 |
0.9813 |
0.9813 |
0.9792 |
0.9827 |
| PP |
0.9779 |
0.9779 |
0.9779 |
0.9786 |
| S1 |
0.9751 |
0.9751 |
0.9780 |
0.9765 |
| S2 |
0.9717 |
0.9717 |
0.9775 |
|
| S3 |
0.9655 |
0.9689 |
0.9769 |
|
| S4 |
0.9593 |
0.9627 |
0.9752 |
|
|
| 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 |
0.9744 |
0.0183 |
1.9% |
0.0089 |
0.9% |
23% |
False |
True |
171,517 |
| 10 |
0.9927 |
0.9672 |
0.0255 |
2.6% |
0.0100 |
1.0% |
45% |
False |
False |
190,400 |
| 20 |
0.9927 |
0.9533 |
0.0394 |
4.0% |
0.0098 |
1.0% |
64% |
False |
False |
178,418 |
| 40 |
0.9927 |
0.9486 |
0.0441 |
4.5% |
0.0086 |
0.9% |
68% |
False |
False |
139,983 |
| 60 |
1.0106 |
0.9486 |
0.0620 |
6.3% |
0.0082 |
0.8% |
48% |
False |
False |
97,229 |
| 80 |
1.0318 |
0.9486 |
0.0832 |
8.5% |
0.0077 |
0.8% |
36% |
False |
False |
72,961 |
| 100 |
1.0358 |
0.9486 |
0.0872 |
8.9% |
0.0076 |
0.8% |
34% |
False |
False |
58,395 |
| 120 |
1.0358 |
0.9486 |
0.0872 |
8.9% |
0.0069 |
0.7% |
34% |
False |
False |
48,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0070 |
|
2.618 |
0.9968 |
|
1.618 |
0.9906 |
|
1.000 |
0.9868 |
|
0.618 |
0.9844 |
|
HIGH |
0.9806 |
|
0.618 |
0.9782 |
|
0.500 |
0.9775 |
|
0.382 |
0.9768 |
|
LOW |
0.9744 |
|
0.618 |
0.9706 |
|
1.000 |
0.9682 |
|
1.618 |
0.9644 |
|
2.618 |
0.9582 |
|
4.250 |
0.9481 |
|
|
| Fisher Pivots for day following 10-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9782 |
0.9812 |
| PP |
0.9779 |
0.9803 |
| S1 |
0.9775 |
0.9795 |
|