CME Japanese Yen Future September 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 |
0.9866 |
0.9781 |
-0.0085 |
-0.9% |
0.9797 |
High |
0.9866 |
0.9781 |
-0.0085 |
-0.9% |
0.9840 |
Low |
0.9765 |
0.9781 |
0.0016 |
0.2% |
0.9756 |
Close |
0.9786 |
0.9781 |
-0.0005 |
-0.1% |
0.9828 |
Range |
0.0101 |
0.0000 |
-0.0101 |
-100.0% |
0.0084 |
ATR |
0.0053 |
0.0050 |
-0.0003 |
-6.5% |
0.0000 |
Volume |
4 |
4 |
0 |
0.0% |
17 |
|
Daily Pivots for day following 19-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9781 |
0.9781 |
0.9781 |
|
R3 |
0.9781 |
0.9781 |
0.9781 |
|
R2 |
0.9781 |
0.9781 |
0.9781 |
|
R1 |
0.9781 |
0.9781 |
0.9781 |
0.9781 |
PP |
0.9781 |
0.9781 |
0.9781 |
0.9781 |
S1 |
0.9781 |
0.9781 |
0.9781 |
0.9781 |
S2 |
0.9781 |
0.9781 |
0.9781 |
|
S3 |
0.9781 |
0.9781 |
0.9781 |
|
S4 |
0.9781 |
0.9781 |
0.9781 |
|
|
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 |
0.9765 |
0.0101 |
1.0% |
0.0032 |
0.3% |
16% |
False |
False |
3 |
10 |
0.9885 |
0.9756 |
0.0129 |
1.3% |
0.0026 |
0.3% |
19% |
False |
False |
3 |
20 |
0.9931 |
0.9592 |
0.0339 |
3.5% |
0.0024 |
0.2% |
56% |
False |
False |
2 |
40 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0016 |
0.2% |
64% |
False |
False |
1 |
60 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0014 |
0.1% |
64% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9781 |
2.618 |
0.9781 |
1.618 |
0.9781 |
1.000 |
0.9781 |
0.618 |
0.9781 |
HIGH |
0.9781 |
0.618 |
0.9781 |
0.500 |
0.9781 |
0.382 |
0.9781 |
LOW |
0.9781 |
0.618 |
0.9781 |
1.000 |
0.9781 |
1.618 |
0.9781 |
2.618 |
0.9781 |
4.250 |
0.9781 |
|
|
Fisher Pivots for day following 19-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9781 |
0.9816 |
PP |
0.9781 |
0.9804 |
S1 |
0.9781 |
0.9793 |
|