CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 04-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2014 |
04-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9900 |
0.9872 |
-0.0028 |
-0.3% |
0.9746 |
| High |
0.9931 |
0.9872 |
-0.0059 |
-0.6% |
0.9817 |
| Low |
0.9900 |
0.9856 |
-0.0044 |
-0.4% |
0.9683 |
| Close |
0.9931 |
0.9856 |
-0.0075 |
-0.8% |
0.9788 |
| Range |
0.0031 |
0.0016 |
-0.0015 |
-48.4% |
0.0134 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
2.4% |
0.0000 |
| Volume |
5 |
1 |
-4 |
-80.0% |
8 |
|
| Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9909 |
0.9899 |
0.9865 |
|
| R3 |
0.9893 |
0.9883 |
0.9860 |
|
| R2 |
0.9877 |
0.9877 |
0.9859 |
|
| R1 |
0.9867 |
0.9867 |
0.9857 |
0.9864 |
| PP |
0.9861 |
0.9861 |
0.9861 |
0.9860 |
| S1 |
0.9851 |
0.9851 |
0.9855 |
0.9848 |
| S2 |
0.9845 |
0.9845 |
0.9853 |
|
| S3 |
0.9829 |
0.9835 |
0.9852 |
|
| S4 |
0.9813 |
0.9819 |
0.9847 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0165 |
1.0110 |
0.9862 |
|
| R3 |
1.0031 |
0.9976 |
0.9825 |
|
| R2 |
0.9897 |
0.9897 |
0.9813 |
|
| R1 |
0.9842 |
0.9842 |
0.9800 |
0.9870 |
| PP |
0.9763 |
0.9763 |
0.9763 |
0.9776 |
| S1 |
0.9708 |
0.9708 |
0.9776 |
0.9736 |
| S2 |
0.9629 |
0.9629 |
0.9763 |
|
| S3 |
0.9495 |
0.9574 |
0.9751 |
|
| S4 |
0.9361 |
0.9440 |
0.9714 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9931 |
0.9683 |
0.0248 |
2.5% |
0.0040 |
0.4% |
70% |
False |
False |
2 |
| 10 |
0.9931 |
0.9592 |
0.0339 |
3.4% |
0.0023 |
0.2% |
78% |
False |
False |
1 |
| 20 |
0.9931 |
0.9555 |
0.0376 |
3.8% |
0.0016 |
0.2% |
80% |
False |
False |
1 |
| 40 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0014 |
0.1% |
82% |
False |
False |
1 |
| 60 |
1.0241 |
0.9515 |
0.0726 |
7.4% |
0.0013 |
0.1% |
47% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9940 |
|
2.618 |
0.9914 |
|
1.618 |
0.9898 |
|
1.000 |
0.9888 |
|
0.618 |
0.9882 |
|
HIGH |
0.9872 |
|
0.618 |
0.9866 |
|
0.500 |
0.9864 |
|
0.382 |
0.9862 |
|
LOW |
0.9856 |
|
0.618 |
0.9846 |
|
1.000 |
0.9840 |
|
1.618 |
0.9830 |
|
2.618 |
0.9814 |
|
4.250 |
0.9788 |
|
|
| Fisher Pivots for day following 04-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9864 |
0.9854 |
| PP |
0.9861 |
0.9852 |
| S1 |
0.9859 |
0.9851 |
|