CME Japanese Yen Future September 2014
Trading Metrics calculated at close of trading on 18-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2014 |
18-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
0.9835 |
0.9866 |
0.0031 |
0.3% |
0.9797 |
High |
0.9835 |
0.9866 |
0.0031 |
0.3% |
0.9840 |
Low |
0.9828 |
0.9765 |
-0.0063 |
-0.6% |
0.9756 |
Close |
0.9828 |
0.9786 |
-0.0042 |
-0.4% |
0.9828 |
Range |
0.0007 |
0.0101 |
0.0094 |
1,342.9% |
0.0084 |
ATR |
0.0049 |
0.0053 |
0.0004 |
7.5% |
0.0000 |
Volume |
7 |
4 |
-3 |
-42.9% |
17 |
|
Daily Pivots for day following 18-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0109 |
1.0048 |
0.9842 |
|
R3 |
1.0008 |
0.9947 |
0.9814 |
|
R2 |
0.9907 |
0.9907 |
0.9805 |
|
R1 |
0.9846 |
0.9846 |
0.9795 |
0.9826 |
PP |
0.9806 |
0.9806 |
0.9806 |
0.9796 |
S1 |
0.9745 |
0.9745 |
0.9777 |
0.9725 |
S2 |
0.9705 |
0.9705 |
0.9767 |
|
S3 |
0.9604 |
0.9644 |
0.9758 |
|
S4 |
0.9503 |
0.9543 |
0.9730 |
|
|
Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0060 |
1.0028 |
0.9874 |
|
R3 |
0.9976 |
0.9944 |
0.9851 |
|
R2 |
0.9892 |
0.9892 |
0.9843 |
|
R1 |
0.9860 |
0.9860 |
0.9836 |
0.9876 |
PP |
0.9808 |
0.9808 |
0.9808 |
0.9816 |
S1 |
0.9776 |
0.9776 |
0.9820 |
0.9792 |
S2 |
0.9724 |
0.9724 |
0.9813 |
|
S3 |
0.9640 |
0.9692 |
0.9805 |
|
S4 |
0.9556 |
0.9608 |
0.9782 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9866 |
0.9756 |
0.0110 |
1.1% |
0.0035 |
0.4% |
27% |
True |
False |
3 |
10 |
0.9885 |
0.9756 |
0.0129 |
1.3% |
0.0027 |
0.3% |
23% |
False |
False |
2 |
20 |
0.9931 |
0.9592 |
0.0339 |
3.5% |
0.0024 |
0.2% |
57% |
False |
False |
2 |
40 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0016 |
0.2% |
65% |
False |
False |
1 |
60 |
1.0012 |
0.9515 |
0.0497 |
5.1% |
0.0014 |
0.1% |
55% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0295 |
2.618 |
1.0130 |
1.618 |
1.0029 |
1.000 |
0.9967 |
0.618 |
0.9928 |
HIGH |
0.9866 |
0.618 |
0.9827 |
0.500 |
0.9816 |
0.382 |
0.9804 |
LOW |
0.9765 |
0.618 |
0.9703 |
1.000 |
0.9664 |
1.618 |
0.9602 |
2.618 |
0.9501 |
4.250 |
0.9336 |
|
|
Fisher Pivots for day following 18-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9816 |
0.9816 |
PP |
0.9806 |
0.9806 |
S1 |
0.9796 |
0.9796 |
|