CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 24-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2014 |
24-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9777 |
0.9758 |
-0.0019 |
-0.2% |
0.9826 |
| High |
0.9777 |
0.9793 |
0.0016 |
0.2% |
0.9864 |
| Low |
0.9731 |
0.9746 |
0.0015 |
0.2% |
0.9731 |
| Close |
0.9760 |
0.9762 |
0.0002 |
0.0% |
0.9760 |
| Range |
0.0046 |
0.0047 |
0.0001 |
2.2% |
0.0133 |
| ATR |
0.0078 |
0.0075 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
1,020 |
333 |
-687 |
-67.4% |
3,184 |
|
| Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9908 |
0.9882 |
0.9788 |
|
| R3 |
0.9861 |
0.9835 |
0.9775 |
|
| R2 |
0.9814 |
0.9814 |
0.9771 |
|
| R1 |
0.9788 |
0.9788 |
0.9766 |
0.9801 |
| PP |
0.9767 |
0.9767 |
0.9767 |
0.9774 |
| S1 |
0.9741 |
0.9741 |
0.9758 |
0.9754 |
| S2 |
0.9720 |
0.9720 |
0.9753 |
|
| S3 |
0.9673 |
0.9694 |
0.9749 |
|
| S4 |
0.9626 |
0.9647 |
0.9736 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0184 |
1.0105 |
0.9833 |
|
| R3 |
1.0051 |
0.9972 |
0.9797 |
|
| R2 |
0.9918 |
0.9918 |
0.9784 |
|
| R1 |
0.9839 |
0.9839 |
0.9772 |
0.9812 |
| PP |
0.9785 |
0.9785 |
0.9785 |
0.9772 |
| S1 |
0.9706 |
0.9706 |
0.9748 |
0.9679 |
| S2 |
0.9652 |
0.9652 |
0.9736 |
|
| S3 |
0.9519 |
0.9573 |
0.9723 |
|
| S4 |
0.9386 |
0.9440 |
0.9687 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9864 |
0.9731 |
0.0133 |
1.4% |
0.0071 |
0.7% |
23% |
False |
False |
703 |
| 10 |
0.9864 |
0.9731 |
0.0133 |
1.4% |
0.0067 |
0.7% |
23% |
False |
False |
590 |
| 20 |
0.9930 |
0.9680 |
0.0250 |
2.6% |
0.0080 |
0.8% |
33% |
False |
False |
431 |
| 40 |
0.9930 |
0.9495 |
0.0435 |
4.5% |
0.0073 |
0.7% |
61% |
False |
False |
278 |
| 60 |
0.9930 |
0.9495 |
0.0435 |
4.5% |
0.0063 |
0.6% |
61% |
False |
False |
203 |
| 80 |
1.0232 |
0.9495 |
0.0737 |
7.5% |
0.0051 |
0.5% |
36% |
False |
False |
153 |
| 100 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0042 |
0.4% |
31% |
False |
False |
123 |
| 120 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0036 |
0.4% |
31% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9993 |
|
2.618 |
0.9916 |
|
1.618 |
0.9869 |
|
1.000 |
0.9840 |
|
0.618 |
0.9822 |
|
HIGH |
0.9793 |
|
0.618 |
0.9775 |
|
0.500 |
0.9770 |
|
0.382 |
0.9764 |
|
LOW |
0.9746 |
|
0.618 |
0.9717 |
|
1.000 |
0.9699 |
|
1.618 |
0.9670 |
|
2.618 |
0.9623 |
|
4.250 |
0.9546 |
|
|
| Fisher Pivots for day following 24-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9770 |
0.9785 |
| PP |
0.9767 |
0.9777 |
| S1 |
0.9765 |
0.9770 |
|