CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 14-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2014 |
14-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9759 |
0.9789 |
0.0030 |
0.3% |
0.9752 |
| High |
0.9838 |
0.9850 |
0.0012 |
0.1% |
0.9850 |
| Low |
0.9759 |
0.9770 |
0.0011 |
0.1% |
0.9744 |
| Close |
0.9782 |
0.9822 |
0.0040 |
0.4% |
0.9822 |
| Range |
0.0079 |
0.0080 |
0.0001 |
1.3% |
0.0106 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
0.2% |
0.0000 |
| Volume |
391 |
377 |
-14 |
-3.6% |
2,387 |
|
| Daily Pivots for day following 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0054 |
1.0018 |
0.9866 |
|
| R3 |
0.9974 |
0.9938 |
0.9844 |
|
| R2 |
0.9894 |
0.9894 |
0.9837 |
|
| R1 |
0.9858 |
0.9858 |
0.9829 |
0.9876 |
| PP |
0.9814 |
0.9814 |
0.9814 |
0.9823 |
| S1 |
0.9778 |
0.9778 |
0.9815 |
0.9796 |
| S2 |
0.9734 |
0.9734 |
0.9807 |
|
| S3 |
0.9654 |
0.9698 |
0.9800 |
|
| S4 |
0.9574 |
0.9618 |
0.9778 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0123 |
1.0079 |
0.9880 |
|
| R3 |
1.0017 |
0.9973 |
0.9851 |
|
| R2 |
0.9911 |
0.9911 |
0.9841 |
|
| R1 |
0.9867 |
0.9867 |
0.9832 |
0.9889 |
| PP |
0.9805 |
0.9805 |
0.9805 |
0.9817 |
| S1 |
0.9761 |
0.9761 |
0.9812 |
0.9783 |
| S2 |
0.9699 |
0.9699 |
0.9803 |
|
| S3 |
0.9593 |
0.9655 |
0.9793 |
|
| S4 |
0.9487 |
0.9549 |
0.9764 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9850 |
0.9744 |
0.0106 |
1.1% |
0.0062 |
0.6% |
74% |
True |
False |
477 |
| 10 |
0.9930 |
0.9744 |
0.0186 |
1.9% |
0.0082 |
0.8% |
42% |
False |
False |
365 |
| 20 |
0.9930 |
0.9548 |
0.0382 |
3.9% |
0.0085 |
0.9% |
72% |
False |
False |
302 |
| 40 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0070 |
0.7% |
75% |
False |
False |
201 |
| 60 |
1.0050 |
0.9495 |
0.0555 |
5.7% |
0.0060 |
0.6% |
59% |
False |
False |
144 |
| 80 |
1.0293 |
0.9495 |
0.0798 |
8.1% |
0.0047 |
0.5% |
41% |
False |
False |
109 |
| 100 |
1.0343 |
0.9495 |
0.0848 |
8.6% |
0.0038 |
0.4% |
39% |
False |
False |
88 |
| 120 |
1.0343 |
0.9495 |
0.0848 |
8.6% |
0.0033 |
0.3% |
39% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0190 |
|
2.618 |
1.0059 |
|
1.618 |
0.9979 |
|
1.000 |
0.9930 |
|
0.618 |
0.9899 |
|
HIGH |
0.9850 |
|
0.618 |
0.9819 |
|
0.500 |
0.9810 |
|
0.382 |
0.9801 |
|
LOW |
0.9770 |
|
0.618 |
0.9721 |
|
1.000 |
0.9690 |
|
1.618 |
0.9641 |
|
2.618 |
0.9561 |
|
4.250 |
0.9430 |
|
|
| Fisher Pivots for day following 14-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9818 |
0.9815 |
| PP |
0.9814 |
0.9807 |
| S1 |
0.9810 |
0.9800 |
|