CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 13-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2014 |
13-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9756 |
0.9759 |
0.0003 |
0.0% |
0.9789 |
| High |
0.9788 |
0.9838 |
0.0050 |
0.5% |
0.9930 |
| Low |
0.9749 |
0.9759 |
0.0010 |
0.1% |
0.9758 |
| Close |
0.9765 |
0.9782 |
0.0017 |
0.2% |
0.9782 |
| Range |
0.0039 |
0.0079 |
0.0040 |
102.6% |
0.0172 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
0.1% |
0.0000 |
| Volume |
826 |
391 |
-435 |
-52.7% |
1,271 |
|
| Daily Pivots for day following 13-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0030 |
0.9985 |
0.9825 |
|
| R3 |
0.9951 |
0.9906 |
0.9804 |
|
| R2 |
0.9872 |
0.9872 |
0.9796 |
|
| R1 |
0.9827 |
0.9827 |
0.9789 |
0.9850 |
| PP |
0.9793 |
0.9793 |
0.9793 |
0.9804 |
| S1 |
0.9748 |
0.9748 |
0.9775 |
0.9771 |
| S2 |
0.9714 |
0.9714 |
0.9768 |
|
| S3 |
0.9635 |
0.9669 |
0.9760 |
|
| S4 |
0.9556 |
0.9590 |
0.9739 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0339 |
1.0233 |
0.9877 |
|
| R3 |
1.0167 |
1.0061 |
0.9829 |
|
| R2 |
0.9995 |
0.9995 |
0.9814 |
|
| R1 |
0.9889 |
0.9889 |
0.9798 |
0.9856 |
| PP |
0.9823 |
0.9823 |
0.9823 |
0.9807 |
| S1 |
0.9717 |
0.9717 |
0.9766 |
0.9684 |
| S2 |
0.9651 |
0.9651 |
0.9750 |
|
| S3 |
0.9479 |
0.9545 |
0.9735 |
|
| S4 |
0.9307 |
0.9373 |
0.9687 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9862 |
0.9744 |
0.0118 |
1.2% |
0.0067 |
0.7% |
32% |
False |
False |
441 |
| 10 |
0.9930 |
0.9739 |
0.0191 |
2.0% |
0.0081 |
0.8% |
23% |
False |
False |
337 |
| 20 |
0.9930 |
0.9548 |
0.0382 |
3.9% |
0.0084 |
0.9% |
61% |
False |
False |
289 |
| 40 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0069 |
0.7% |
66% |
False |
False |
201 |
| 60 |
1.0050 |
0.9495 |
0.0555 |
5.7% |
0.0059 |
0.6% |
52% |
False |
False |
138 |
| 80 |
1.0293 |
0.9495 |
0.0798 |
8.2% |
0.0046 |
0.5% |
36% |
False |
False |
104 |
| 100 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0038 |
0.4% |
34% |
False |
False |
84 |
| 120 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0032 |
0.3% |
34% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0174 |
|
2.618 |
1.0045 |
|
1.618 |
0.9966 |
|
1.000 |
0.9917 |
|
0.618 |
0.9887 |
|
HIGH |
0.9838 |
|
0.618 |
0.9808 |
|
0.500 |
0.9799 |
|
0.382 |
0.9789 |
|
LOW |
0.9759 |
|
0.618 |
0.9710 |
|
1.000 |
0.9680 |
|
1.618 |
0.9631 |
|
2.618 |
0.9552 |
|
4.250 |
0.9423 |
|
|
| Fisher Pivots for day following 13-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9799 |
0.9791 |
| PP |
0.9793 |
0.9788 |
| S1 |
0.9788 |
0.9785 |
|