CME Japanese Yen Future September 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 |
0.9885 |
0.9866 |
-0.0019 |
-0.2% |
0.9746 |
| High |
0.9885 |
0.9866 |
-0.0019 |
-0.2% |
0.9817 |
| Low |
0.9885 |
0.9805 |
-0.0080 |
-0.8% |
0.9683 |
| Close |
0.9885 |
0.9805 |
-0.0080 |
-0.8% |
0.9788 |
| Range |
0.0000 |
0.0061 |
0.0061 |
|
0.0134 |
| ATR |
0.0055 |
0.0057 |
0.0002 |
3.2% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
8 |
|
| Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0008 |
0.9968 |
0.9839 |
|
| R3 |
0.9947 |
0.9907 |
0.9822 |
|
| R2 |
0.9886 |
0.9886 |
0.9816 |
|
| R1 |
0.9846 |
0.9846 |
0.9811 |
0.9836 |
| PP |
0.9825 |
0.9825 |
0.9825 |
0.9820 |
| S1 |
0.9785 |
0.9785 |
0.9799 |
0.9775 |
| S2 |
0.9764 |
0.9764 |
0.9794 |
|
| S3 |
0.9703 |
0.9724 |
0.9788 |
|
| S4 |
0.9642 |
0.9663 |
0.9771 |
|
|
| 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 |
0.9770 |
0.0161 |
1.6% |
0.0025 |
0.3% |
22% |
False |
False |
1 |
| 10 |
0.9931 |
0.9683 |
0.0248 |
2.5% |
0.0029 |
0.3% |
49% |
False |
False |
1 |
| 20 |
0.9931 |
0.9560 |
0.0371 |
3.8% |
0.0018 |
0.2% |
66% |
False |
False |
1 |
| 40 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0013 |
0.1% |
70% |
False |
False |
1 |
| 60 |
1.0101 |
0.9515 |
0.0586 |
6.0% |
0.0011 |
0.1% |
49% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0125 |
|
2.618 |
1.0026 |
|
1.618 |
0.9965 |
|
1.000 |
0.9927 |
|
0.618 |
0.9904 |
|
HIGH |
0.9866 |
|
0.618 |
0.9843 |
|
0.500 |
0.9836 |
|
0.382 |
0.9828 |
|
LOW |
0.9805 |
|
0.618 |
0.9767 |
|
1.000 |
0.9744 |
|
1.618 |
0.9706 |
|
2.618 |
0.9645 |
|
4.250 |
0.9546 |
|
|
| Fisher Pivots for day following 06-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9836 |
0.9845 |
| PP |
0.9825 |
0.9832 |
| S1 |
0.9815 |
0.9818 |
|