CME Japanese Yen Future September 2014
Trading Metrics calculated at close of trading on 13-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2014 |
13-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
0.9771 |
0.9840 |
0.0069 |
0.7% |
0.9900 |
High |
0.9771 |
0.9840 |
0.0069 |
0.7% |
0.9931 |
Low |
0.9771 |
0.9788 |
0.0017 |
0.2% |
0.9788 |
Close |
0.9771 |
0.9788 |
0.0017 |
0.2% |
0.9788 |
Range |
0.0000 |
0.0052 |
0.0052 |
|
0.0143 |
ATR |
0.0048 |
0.0050 |
0.0001 |
3.1% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
13 |
|
Daily Pivots for day following 13-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9961 |
0.9927 |
0.9817 |
|
R3 |
0.9909 |
0.9875 |
0.9802 |
|
R2 |
0.9857 |
0.9857 |
0.9798 |
|
R1 |
0.9823 |
0.9823 |
0.9793 |
0.9814 |
PP |
0.9805 |
0.9805 |
0.9805 |
0.9801 |
S1 |
0.9771 |
0.9771 |
0.9783 |
0.9762 |
S2 |
0.9753 |
0.9753 |
0.9778 |
|
S3 |
0.9701 |
0.9719 |
0.9774 |
|
S4 |
0.9649 |
0.9667 |
0.9759 |
|
|
Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0265 |
1.0169 |
0.9867 |
|
R3 |
1.0122 |
1.0026 |
0.9827 |
|
R2 |
0.9979 |
0.9979 |
0.9814 |
|
R1 |
0.9883 |
0.9883 |
0.9801 |
0.9860 |
PP |
0.9836 |
0.9836 |
0.9836 |
0.9824 |
S1 |
0.9740 |
0.9740 |
0.9775 |
0.9717 |
S2 |
0.9693 |
0.9693 |
0.9762 |
|
S3 |
0.9550 |
0.9597 |
0.9749 |
|
S4 |
0.9407 |
0.9454 |
0.9709 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9840 |
0.9756 |
0.0084 |
0.9% |
0.0018 |
0.2% |
38% |
True |
False |
3 |
10 |
0.9931 |
0.9756 |
0.0175 |
1.8% |
0.0021 |
0.2% |
18% |
False |
False |
2 |
20 |
0.9931 |
0.9592 |
0.0339 |
3.5% |
0.0019 |
0.2% |
58% |
False |
False |
1 |
40 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0013 |
0.1% |
66% |
False |
False |
1 |
60 |
1.0016 |
0.9515 |
0.0501 |
5.1% |
0.0012 |
0.1% |
54% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0061 |
2.618 |
0.9976 |
1.618 |
0.9924 |
1.000 |
0.9892 |
0.618 |
0.9872 |
HIGH |
0.9840 |
0.618 |
0.9820 |
0.500 |
0.9814 |
0.382 |
0.9808 |
LOW |
0.9788 |
0.618 |
0.9756 |
1.000 |
0.9736 |
1.618 |
0.9704 |
2.618 |
0.9652 |
4.250 |
0.9567 |
|
|
Fisher Pivots for day following 13-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9814 |
0.9798 |
PP |
0.9805 |
0.9795 |
S1 |
0.9797 |
0.9791 |
|