CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 19-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2014 |
19-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9826 |
0.9773 |
-0.0053 |
-0.5% |
0.9752 |
| High |
0.9864 |
0.9839 |
-0.0025 |
-0.3% |
0.9850 |
| Low |
0.9742 |
0.9766 |
0.0024 |
0.2% |
0.9744 |
| Close |
0.9780 |
0.9778 |
-0.0002 |
0.0% |
0.9822 |
| Range |
0.0122 |
0.0073 |
-0.0049 |
-40.2% |
0.0106 |
| ATR |
0.0081 |
0.0081 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
448 |
1,225 |
777 |
173.4% |
2,387 |
|
| Daily Pivots for day following 19-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0013 |
0.9969 |
0.9818 |
|
| R3 |
0.9940 |
0.9896 |
0.9798 |
|
| R2 |
0.9867 |
0.9867 |
0.9791 |
|
| R1 |
0.9823 |
0.9823 |
0.9785 |
0.9845 |
| PP |
0.9794 |
0.9794 |
0.9794 |
0.9806 |
| S1 |
0.9750 |
0.9750 |
0.9771 |
0.9772 |
| S2 |
0.9721 |
0.9721 |
0.9765 |
|
| S3 |
0.9648 |
0.9677 |
0.9758 |
|
| S4 |
0.9575 |
0.9604 |
0.9738 |
|
|
| 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 |
0.9864 |
0.9742 |
0.0122 |
1.2% |
0.0079 |
0.8% |
30% |
False |
False |
653 |
| 10 |
0.9925 |
0.9742 |
0.0183 |
1.9% |
0.0078 |
0.8% |
20% |
False |
False |
485 |
| 20 |
0.9930 |
0.9548 |
0.0382 |
3.9% |
0.0090 |
0.9% |
60% |
False |
False |
380 |
| 40 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0070 |
0.7% |
65% |
False |
False |
240 |
| 60 |
0.9977 |
0.9495 |
0.0482 |
4.9% |
0.0062 |
0.6% |
59% |
False |
False |
172 |
| 80 |
1.0290 |
0.9495 |
0.0795 |
8.1% |
0.0049 |
0.5% |
36% |
False |
False |
130 |
| 100 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0040 |
0.4% |
33% |
False |
False |
104 |
| 120 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0035 |
0.4% |
33% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0149 |
|
2.618 |
1.0030 |
|
1.618 |
0.9957 |
|
1.000 |
0.9912 |
|
0.618 |
0.9884 |
|
HIGH |
0.9839 |
|
0.618 |
0.9811 |
|
0.500 |
0.9803 |
|
0.382 |
0.9794 |
|
LOW |
0.9766 |
|
0.618 |
0.9721 |
|
1.000 |
0.9693 |
|
1.618 |
0.9648 |
|
2.618 |
0.9575 |
|
4.250 |
0.9456 |
|
|
| Fisher Pivots for day following 19-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9803 |
0.9803 |
| PP |
0.9794 |
0.9795 |
| S1 |
0.9786 |
0.9786 |
|