CME Japanese Yen Future March 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 |
0.9751 |
0.9784 |
0.0033 |
0.3% |
0.9792 |
| High |
0.9806 |
0.9798 |
-0.0008 |
-0.1% |
0.9927 |
| Low |
0.9744 |
0.9738 |
-0.0006 |
-0.1% |
0.9751 |
| Close |
0.9786 |
0.9745 |
-0.0041 |
-0.4% |
0.9777 |
| Range |
0.0062 |
0.0060 |
-0.0002 |
-3.2% |
0.0176 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
95,703 |
113,244 |
17,541 |
18.3% |
1,013,617 |
|
| Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9940 |
0.9903 |
0.9778 |
|
| R3 |
0.9880 |
0.9843 |
0.9762 |
|
| R2 |
0.9820 |
0.9820 |
0.9756 |
|
| R1 |
0.9783 |
0.9783 |
0.9751 |
0.9772 |
| PP |
0.9760 |
0.9760 |
0.9760 |
0.9755 |
| S1 |
0.9723 |
0.9723 |
0.9740 |
0.9712 |
| S2 |
0.9700 |
0.9700 |
0.9734 |
|
| S3 |
0.9640 |
0.9663 |
0.9729 |
|
| S4 |
0.9580 |
0.9603 |
0.9712 |
|
|
| 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 |
0.9923 |
0.9738 |
0.0185 |
1.9% |
0.0083 |
0.9% |
4% |
False |
True |
153,871 |
| 10 |
0.9927 |
0.9672 |
0.0255 |
2.6% |
0.0099 |
1.0% |
29% |
False |
False |
186,971 |
| 20 |
0.9927 |
0.9533 |
0.0394 |
4.0% |
0.0095 |
1.0% |
54% |
False |
False |
175,620 |
| 40 |
0.9927 |
0.9486 |
0.0441 |
4.5% |
0.0085 |
0.9% |
59% |
False |
False |
139,498 |
| 60 |
1.0093 |
0.9486 |
0.0607 |
6.2% |
0.0082 |
0.8% |
43% |
False |
False |
99,112 |
| 80 |
1.0318 |
0.9486 |
0.0832 |
8.5% |
0.0077 |
0.8% |
31% |
False |
False |
74,376 |
| 100 |
1.0358 |
0.9486 |
0.0872 |
8.9% |
0.0075 |
0.8% |
30% |
False |
False |
59,527 |
| 120 |
1.0358 |
0.9486 |
0.0872 |
8.9% |
0.0070 |
0.7% |
30% |
False |
False |
49,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0053 |
|
2.618 |
0.9955 |
|
1.618 |
0.9895 |
|
1.000 |
0.9858 |
|
0.618 |
0.9835 |
|
HIGH |
0.9798 |
|
0.618 |
0.9775 |
|
0.500 |
0.9768 |
|
0.382 |
0.9761 |
|
LOW |
0.9738 |
|
0.618 |
0.9701 |
|
1.000 |
0.9678 |
|
1.618 |
0.9641 |
|
2.618 |
0.9581 |
|
4.250 |
0.9483 |
|
|
| Fisher Pivots for day following 11-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9768 |
0.9799 |
| PP |
0.9760 |
0.9781 |
| S1 |
0.9753 |
0.9763 |
|