CME Japanese Yen Future June 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 |
0.9893 |
0.9852 |
-0.0041 |
-0.4% |
0.9805 |
| High |
0.9930 |
0.9925 |
-0.0005 |
-0.1% |
0.9826 |
| Low |
0.9842 |
0.9835 |
-0.0007 |
-0.1% |
0.9680 |
| Close |
0.9848 |
0.9878 |
0.0030 |
0.3% |
0.9780 |
| Range |
0.0088 |
0.0090 |
0.0002 |
2.3% |
0.0146 |
| ATR |
0.0083 |
0.0083 |
0.0001 |
0.6% |
0.0000 |
| Volume |
355 |
212 |
-143 |
-40.3% |
1,455 |
|
| Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0149 |
1.0104 |
0.9928 |
|
| R3 |
1.0059 |
1.0014 |
0.9903 |
|
| R2 |
0.9969 |
0.9969 |
0.9895 |
|
| R1 |
0.9924 |
0.9924 |
0.9886 |
0.9947 |
| PP |
0.9879 |
0.9879 |
0.9879 |
0.9891 |
| S1 |
0.9834 |
0.9834 |
0.9870 |
0.9857 |
| S2 |
0.9789 |
0.9789 |
0.9862 |
|
| S3 |
0.9699 |
0.9744 |
0.9853 |
|
| S4 |
0.9609 |
0.9654 |
0.9829 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0200 |
1.0136 |
0.9860 |
|
| R3 |
1.0054 |
0.9990 |
0.9820 |
|
| R2 |
0.9908 |
0.9908 |
0.9807 |
|
| R1 |
0.9844 |
0.9844 |
0.9793 |
0.9803 |
| PP |
0.9762 |
0.9762 |
0.9762 |
0.9742 |
| S1 |
0.9698 |
0.9698 |
0.9767 |
0.9657 |
| S2 |
0.9616 |
0.9616 |
0.9753 |
|
| S3 |
0.9470 |
0.9552 |
0.9740 |
|
| S4 |
0.9324 |
0.9406 |
0.9700 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9930 |
0.9730 |
0.0200 |
2.0% |
0.0093 |
0.9% |
74% |
False |
False |
223 |
| 10 |
0.9930 |
0.9548 |
0.0382 |
3.9% |
0.0106 |
1.1% |
86% |
False |
False |
283 |
| 20 |
0.9930 |
0.9512 |
0.0418 |
4.2% |
0.0084 |
0.9% |
88% |
False |
False |
204 |
| 40 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0065 |
0.7% |
88% |
False |
False |
141 |
| 60 |
1.0103 |
0.9495 |
0.0608 |
6.2% |
0.0052 |
0.5% |
63% |
False |
False |
95 |
| 80 |
1.0293 |
0.9495 |
0.0798 |
8.1% |
0.0041 |
0.4% |
48% |
False |
False |
72 |
| 100 |
1.0343 |
0.9495 |
0.0848 |
8.6% |
0.0033 |
0.3% |
45% |
False |
False |
59 |
| 120 |
1.0343 |
0.9495 |
0.0848 |
8.6% |
0.0029 |
0.3% |
45% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0308 |
|
2.618 |
1.0161 |
|
1.618 |
1.0071 |
|
1.000 |
1.0015 |
|
0.618 |
0.9981 |
|
HIGH |
0.9925 |
|
0.618 |
0.9891 |
|
0.500 |
0.9880 |
|
0.382 |
0.9869 |
|
LOW |
0.9835 |
|
0.618 |
0.9779 |
|
1.000 |
0.9745 |
|
1.618 |
0.9689 |
|
2.618 |
0.9599 |
|
4.250 |
0.9453 |
|
|
| Fisher Pivots for day following 05-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9880 |
0.9870 |
| PP |
0.9879 |
0.9863 |
| S1 |
0.9879 |
0.9855 |
|