CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 27-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2014 |
27-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9790 |
0.9828 |
0.0038 |
0.4% |
0.9866 |
| High |
0.9790 |
0.9828 |
0.0038 |
0.4% |
0.9866 |
| Low |
0.9771 |
0.9809 |
0.0038 |
0.4% |
0.9744 |
| Close |
0.9771 |
0.9809 |
0.0038 |
0.4% |
0.9766 |
| Range |
0.0019 |
0.0019 |
0.0000 |
0.0% |
0.0122 |
| ATR |
0.0046 |
0.0047 |
0.0001 |
1.7% |
0.0000 |
| Volume |
3 |
1 |
-2 |
-66.7% |
21 |
|
| Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9872 |
0.9860 |
0.9819 |
|
| R3 |
0.9853 |
0.9841 |
0.9814 |
|
| R2 |
0.9834 |
0.9834 |
0.9812 |
|
| R1 |
0.9822 |
0.9822 |
0.9811 |
0.9819 |
| PP |
0.9815 |
0.9815 |
0.9815 |
0.9814 |
| S1 |
0.9803 |
0.9803 |
0.9807 |
0.9800 |
| S2 |
0.9796 |
0.9796 |
0.9806 |
|
| S3 |
0.9777 |
0.9784 |
0.9804 |
|
| S4 |
0.9758 |
0.9765 |
0.9799 |
|
|
| 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 |
0.9828 |
0.9744 |
0.0084 |
0.9% |
0.0020 |
0.2% |
77% |
True |
False |
3 |
| 10 |
0.9866 |
0.9744 |
0.0122 |
1.2% |
0.0032 |
0.3% |
53% |
False |
False |
3 |
| 20 |
0.9931 |
0.9744 |
0.0187 |
1.9% |
0.0024 |
0.2% |
35% |
False |
False |
3 |
| 40 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0019 |
0.2% |
71% |
False |
False |
2 |
| 60 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0017 |
0.2% |
71% |
False |
False |
2 |
| 80 |
1.0241 |
0.9515 |
0.0726 |
7.4% |
0.0015 |
0.2% |
40% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9909 |
|
2.618 |
0.9878 |
|
1.618 |
0.9859 |
|
1.000 |
0.9847 |
|
0.618 |
0.9840 |
|
HIGH |
0.9828 |
|
0.618 |
0.9821 |
|
0.500 |
0.9819 |
|
0.382 |
0.9816 |
|
LOW |
0.9809 |
|
0.618 |
0.9797 |
|
1.000 |
0.9790 |
|
1.618 |
0.9778 |
|
2.618 |
0.9759 |
|
4.250 |
0.9728 |
|
|
| Fisher Pivots for day following 27-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9819 |
0.9806 |
| PP |
0.9815 |
0.9803 |
| S1 |
0.9812 |
0.9800 |
|