CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 27-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2014 |
27-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9788 |
0.9774 |
-0.0014 |
-0.1% |
0.9826 |
| High |
0.9799 |
0.9834 |
0.0035 |
0.4% |
0.9864 |
| Low |
0.9751 |
0.9765 |
0.0014 |
0.1% |
0.9731 |
| Close |
0.9765 |
0.9803 |
0.0038 |
0.4% |
0.9760 |
| Range |
0.0048 |
0.0069 |
0.0021 |
43.8% |
0.0133 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
733 |
2,256 |
1,523 |
207.8% |
3,184 |
|
| Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0008 |
0.9974 |
0.9841 |
|
| R3 |
0.9939 |
0.9905 |
0.9822 |
|
| R2 |
0.9870 |
0.9870 |
0.9816 |
|
| R1 |
0.9836 |
0.9836 |
0.9809 |
0.9853 |
| PP |
0.9801 |
0.9801 |
0.9801 |
0.9809 |
| S1 |
0.9767 |
0.9767 |
0.9797 |
0.9784 |
| S2 |
0.9732 |
0.9732 |
0.9790 |
|
| S3 |
0.9663 |
0.9698 |
0.9784 |
|
| S4 |
0.9594 |
0.9629 |
0.9765 |
|
|
| 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 |
0.9834 |
0.9731 |
0.0103 |
1.1% |
0.0057 |
0.6% |
70% |
True |
False |
980 |
| 10 |
0.9864 |
0.9731 |
0.0133 |
1.4% |
0.0071 |
0.7% |
54% |
False |
False |
783 |
| 20 |
0.9930 |
0.9730 |
0.0200 |
2.0% |
0.0075 |
0.8% |
37% |
False |
False |
557 |
| 40 |
0.9930 |
0.9504 |
0.0426 |
4.3% |
0.0075 |
0.8% |
70% |
False |
False |
365 |
| 60 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0065 |
0.7% |
71% |
False |
False |
261 |
| 80 |
1.0232 |
0.9495 |
0.0737 |
7.5% |
0.0054 |
0.5% |
42% |
False |
False |
197 |
| 100 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0044 |
0.4% |
36% |
False |
False |
158 |
| 120 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0037 |
0.4% |
36% |
False |
False |
133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0127 |
|
2.618 |
1.0015 |
|
1.618 |
0.9946 |
|
1.000 |
0.9903 |
|
0.618 |
0.9877 |
|
HIGH |
0.9834 |
|
0.618 |
0.9808 |
|
0.500 |
0.9800 |
|
0.382 |
0.9791 |
|
LOW |
0.9765 |
|
0.618 |
0.9722 |
|
1.000 |
0.9696 |
|
1.618 |
0.9653 |
|
2.618 |
0.9584 |
|
4.250 |
0.9472 |
|
|
| Fisher Pivots for day following 27-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9802 |
0.9799 |
| PP |
0.9801 |
0.9796 |
| S1 |
0.9800 |
0.9792 |
|