CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 21-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2014 |
21-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9845 |
0.9777 |
-0.0068 |
-0.7% |
0.9866 |
| High |
0.9845 |
0.9777 |
-0.0068 |
-0.7% |
0.9866 |
| Low |
0.9786 |
0.9744 |
-0.0042 |
-0.4% |
0.9744 |
| Close |
0.9786 |
0.9766 |
-0.0020 |
-0.2% |
0.9766 |
| Range |
0.0059 |
0.0033 |
-0.0026 |
-44.1% |
0.0122 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
4 |
9 |
5 |
125.0% |
21 |
|
| Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9861 |
0.9847 |
0.9784 |
|
| R3 |
0.9828 |
0.9814 |
0.9775 |
|
| R2 |
0.9795 |
0.9795 |
0.9772 |
|
| R1 |
0.9781 |
0.9781 |
0.9769 |
0.9772 |
| PP |
0.9762 |
0.9762 |
0.9762 |
0.9758 |
| S1 |
0.9748 |
0.9748 |
0.9763 |
0.9739 |
| S2 |
0.9729 |
0.9729 |
0.9760 |
|
| S3 |
0.9696 |
0.9715 |
0.9757 |
|
| S4 |
0.9663 |
0.9682 |
0.9748 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0158 |
1.0084 |
0.9833 |
|
| R3 |
1.0036 |
0.9962 |
0.9800 |
|
| R2 |
0.9914 |
0.9914 |
0.9788 |
|
| R1 |
0.9840 |
0.9840 |
0.9777 |
0.9816 |
| PP |
0.9792 |
0.9792 |
0.9792 |
0.9780 |
| S1 |
0.9718 |
0.9718 |
0.9755 |
0.9694 |
| S2 |
0.9670 |
0.9670 |
0.9744 |
|
| S3 |
0.9548 |
0.9596 |
0.9732 |
|
| S4 |
0.9426 |
0.9474 |
0.9699 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9866 |
0.9744 |
0.0122 |
1.2% |
0.0040 |
0.4% |
18% |
False |
True |
5 |
| 10 |
0.9866 |
0.9744 |
0.0122 |
1.2% |
0.0029 |
0.3% |
18% |
False |
True |
4 |
| 20 |
0.9931 |
0.9683 |
0.0248 |
2.5% |
0.0029 |
0.3% |
33% |
False |
False |
3 |
| 40 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0018 |
0.2% |
60% |
False |
False |
2 |
| 60 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0016 |
0.2% |
60% |
False |
False |
2 |
| 80 |
1.0264 |
0.9515 |
0.0749 |
7.7% |
0.0014 |
0.1% |
34% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9917 |
|
2.618 |
0.9863 |
|
1.618 |
0.9830 |
|
1.000 |
0.9810 |
|
0.618 |
0.9797 |
|
HIGH |
0.9777 |
|
0.618 |
0.9764 |
|
0.500 |
0.9761 |
|
0.382 |
0.9757 |
|
LOW |
0.9744 |
|
0.618 |
0.9724 |
|
1.000 |
0.9711 |
|
1.618 |
0.9691 |
|
2.618 |
0.9658 |
|
4.250 |
0.9604 |
|
|
| Fisher Pivots for day following 21-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9764 |
0.9795 |
| PP |
0.9762 |
0.9785 |
| S1 |
0.9761 |
0.9776 |
|