CME Japanese Yen Future June 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 |
0.9789 |
0.9826 |
0.0037 |
0.4% |
0.9752 |
| High |
0.9850 |
0.9864 |
0.0014 |
0.1% |
0.9850 |
| Low |
0.9770 |
0.9742 |
-0.0028 |
-0.3% |
0.9744 |
| Close |
0.9822 |
0.9780 |
-0.0042 |
-0.4% |
0.9822 |
| Range |
0.0080 |
0.0122 |
0.0042 |
52.5% |
0.0106 |
| ATR |
0.0078 |
0.0081 |
0.0003 |
4.0% |
0.0000 |
| Volume |
377 |
448 |
71 |
18.8% |
2,387 |
|
| Daily Pivots for day following 18-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0161 |
1.0093 |
0.9847 |
|
| R3 |
1.0039 |
0.9971 |
0.9814 |
|
| R2 |
0.9917 |
0.9917 |
0.9802 |
|
| R1 |
0.9849 |
0.9849 |
0.9791 |
0.9822 |
| PP |
0.9795 |
0.9795 |
0.9795 |
0.9782 |
| S1 |
0.9727 |
0.9727 |
0.9769 |
0.9700 |
| S2 |
0.9673 |
0.9673 |
0.9758 |
|
| S3 |
0.9551 |
0.9605 |
0.9746 |
|
| S4 |
0.9429 |
0.9483 |
0.9713 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0123 |
1.0079 |
0.9880 |
|
| R3 |
1.0017 |
0.9973 |
0.9851 |
|
| R2 |
0.9911 |
0.9911 |
0.9841 |
|
| R1 |
0.9867 |
0.9867 |
0.9832 |
0.9889 |
| PP |
0.9805 |
0.9805 |
0.9805 |
0.9817 |
| S1 |
0.9761 |
0.9761 |
0.9812 |
0.9783 |
| S2 |
0.9699 |
0.9699 |
0.9803 |
|
| S3 |
0.9593 |
0.9655 |
0.9793 |
|
| S4 |
0.9487 |
0.9549 |
0.9764 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9864 |
0.9742 |
0.0122 |
1.2% |
0.0075 |
0.8% |
31% |
True |
True |
439 |
| 10 |
0.9930 |
0.9742 |
0.0188 |
1.9% |
0.0079 |
0.8% |
20% |
False |
True |
398 |
| 20 |
0.9930 |
0.9548 |
0.0382 |
3.9% |
0.0090 |
0.9% |
61% |
False |
False |
321 |
| 40 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0069 |
0.7% |
66% |
False |
False |
212 |
| 60 |
1.0005 |
0.9495 |
0.0510 |
5.2% |
0.0061 |
0.6% |
56% |
False |
False |
152 |
| 80 |
1.0293 |
0.9495 |
0.0798 |
8.2% |
0.0048 |
0.5% |
36% |
False |
False |
114 |
| 100 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0040 |
0.4% |
34% |
False |
False |
92 |
| 120 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0034 |
0.3% |
34% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0383 |
|
2.618 |
1.0183 |
|
1.618 |
1.0061 |
|
1.000 |
0.9986 |
|
0.618 |
0.9939 |
|
HIGH |
0.9864 |
|
0.618 |
0.9817 |
|
0.500 |
0.9803 |
|
0.382 |
0.9789 |
|
LOW |
0.9742 |
|
0.618 |
0.9667 |
|
1.000 |
0.9620 |
|
1.618 |
0.9545 |
|
2.618 |
0.9423 |
|
4.250 |
0.9224 |
|
|
| Fisher Pivots for day following 18-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9803 |
0.9803 |
| PP |
0.9795 |
0.9795 |
| S1 |
0.9788 |
0.9788 |
|