CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 06-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2014 |
06-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9852 |
0.9859 |
0.0007 |
0.1% |
0.9805 |
| High |
0.9925 |
0.9877 |
-0.0048 |
-0.5% |
0.9826 |
| Low |
0.9835 |
0.9796 |
-0.0039 |
-0.4% |
0.9680 |
| Close |
0.9878 |
0.9799 |
-0.0079 |
-0.8% |
0.9780 |
| Range |
0.0090 |
0.0081 |
-0.0009 |
-10.0% |
0.0146 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
212 |
386 |
174 |
82.1% |
1,455 |
|
| Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0067 |
1.0014 |
0.9844 |
|
| R3 |
0.9986 |
0.9933 |
0.9821 |
|
| R2 |
0.9905 |
0.9905 |
0.9814 |
|
| R1 |
0.9852 |
0.9852 |
0.9806 |
0.9838 |
| PP |
0.9824 |
0.9824 |
0.9824 |
0.9817 |
| S1 |
0.9771 |
0.9771 |
0.9792 |
0.9757 |
| S2 |
0.9743 |
0.9743 |
0.9784 |
|
| S3 |
0.9662 |
0.9690 |
0.9777 |
|
| S4 |
0.9581 |
0.9609 |
0.9754 |
|
|
| 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 |
0.9739 |
0.0191 |
1.9% |
0.0096 |
1.0% |
31% |
False |
False |
234 |
| 10 |
0.9930 |
0.9662 |
0.0268 |
2.7% |
0.0098 |
1.0% |
51% |
False |
False |
310 |
| 20 |
0.9930 |
0.9512 |
0.0418 |
4.3% |
0.0086 |
0.9% |
69% |
False |
False |
220 |
| 40 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0067 |
0.7% |
70% |
False |
False |
150 |
| 60 |
1.0103 |
0.9495 |
0.0608 |
6.2% |
0.0054 |
0.5% |
50% |
False |
False |
102 |
| 80 |
1.0293 |
0.9495 |
0.0798 |
8.1% |
0.0042 |
0.4% |
38% |
False |
False |
77 |
| 100 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0034 |
0.3% |
36% |
False |
False |
62 |
| 120 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0030 |
0.3% |
36% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0221 |
|
2.618 |
1.0089 |
|
1.618 |
1.0008 |
|
1.000 |
0.9958 |
|
0.618 |
0.9927 |
|
HIGH |
0.9877 |
|
0.618 |
0.9846 |
|
0.500 |
0.9837 |
|
0.382 |
0.9827 |
|
LOW |
0.9796 |
|
0.618 |
0.9746 |
|
1.000 |
0.9715 |
|
1.618 |
0.9665 |
|
2.618 |
0.9584 |
|
4.250 |
0.9452 |
|
|
| Fisher Pivots for day following 06-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9837 |
0.9863 |
| PP |
0.9824 |
0.9842 |
| S1 |
0.9812 |
0.9820 |
|