CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 26-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2014 |
26-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9800 |
0.9790 |
-0.0010 |
-0.1% |
0.9866 |
| High |
0.9800 |
0.9790 |
-0.0010 |
-0.1% |
0.9866 |
| Low |
0.9800 |
0.9771 |
-0.0029 |
-0.3% |
0.9744 |
| Close |
0.9800 |
0.9771 |
-0.0029 |
-0.3% |
0.9766 |
| Range |
0.0000 |
0.0019 |
0.0019 |
|
0.0122 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
21 |
|
| Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9834 |
0.9822 |
0.9781 |
|
| R3 |
0.9815 |
0.9803 |
0.9776 |
|
| R2 |
0.9796 |
0.9796 |
0.9774 |
|
| R1 |
0.9784 |
0.9784 |
0.9773 |
0.9781 |
| PP |
0.9777 |
0.9777 |
0.9777 |
0.9776 |
| S1 |
0.9765 |
0.9765 |
0.9769 |
0.9762 |
| S2 |
0.9758 |
0.9758 |
0.9768 |
|
| S3 |
0.9739 |
0.9746 |
0.9766 |
|
| S4 |
0.9720 |
0.9727 |
0.9761 |
|
|
| 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 |
0.9845 |
0.9744 |
0.0101 |
1.0% |
0.0028 |
0.3% |
27% |
False |
False |
4 |
| 10 |
0.9866 |
0.9744 |
0.0122 |
1.2% |
0.0030 |
0.3% |
22% |
False |
False |
3 |
| 20 |
0.9931 |
0.9683 |
0.0248 |
2.5% |
0.0030 |
0.3% |
35% |
False |
False |
3 |
| 40 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0018 |
0.2% |
62% |
False |
False |
2 |
| 60 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0016 |
0.2% |
62% |
False |
False |
2 |
| 80 |
1.0241 |
0.9515 |
0.0726 |
7.4% |
0.0015 |
0.1% |
35% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9871 |
|
2.618 |
0.9840 |
|
1.618 |
0.9821 |
|
1.000 |
0.9809 |
|
0.618 |
0.9802 |
|
HIGH |
0.9790 |
|
0.618 |
0.9783 |
|
0.500 |
0.9781 |
|
0.382 |
0.9778 |
|
LOW |
0.9771 |
|
0.618 |
0.9759 |
|
1.000 |
0.9752 |
|
1.618 |
0.9740 |
|
2.618 |
0.9721 |
|
4.250 |
0.9690 |
|
|
| Fisher Pivots for day following 26-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9781 |
0.9780 |
| PP |
0.9777 |
0.9777 |
| S1 |
0.9774 |
0.9774 |
|