CME Japanese Yen Future June 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 |
0.9779 |
0.9777 |
-0.0002 |
0.0% |
0.9826 |
| High |
0.9839 |
0.9777 |
-0.0062 |
-0.6% |
0.9864 |
| Low |
0.9770 |
0.9731 |
-0.0039 |
-0.4% |
0.9731 |
| Close |
0.9780 |
0.9760 |
-0.0020 |
-0.2% |
0.9760 |
| Range |
0.0069 |
0.0046 |
-0.0023 |
-33.3% |
0.0133 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
491 |
1,020 |
529 |
107.7% |
3,184 |
|
| Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9894 |
0.9873 |
0.9785 |
|
| R3 |
0.9848 |
0.9827 |
0.9773 |
|
| R2 |
0.9802 |
0.9802 |
0.9768 |
|
| R1 |
0.9781 |
0.9781 |
0.9764 |
0.9769 |
| PP |
0.9756 |
0.9756 |
0.9756 |
0.9750 |
| S1 |
0.9735 |
0.9735 |
0.9756 |
0.9723 |
| S2 |
0.9710 |
0.9710 |
0.9752 |
|
| S3 |
0.9664 |
0.9689 |
0.9747 |
|
| S4 |
0.9618 |
0.9643 |
0.9735 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0184 |
1.0105 |
0.9833 |
|
| R3 |
1.0051 |
0.9972 |
0.9797 |
|
| R2 |
0.9918 |
0.9918 |
0.9784 |
|
| R1 |
0.9839 |
0.9839 |
0.9772 |
0.9812 |
| PP |
0.9785 |
0.9785 |
0.9785 |
0.9772 |
| S1 |
0.9706 |
0.9706 |
0.9748 |
0.9679 |
| S2 |
0.9652 |
0.9652 |
0.9736 |
|
| S3 |
0.9519 |
0.9573 |
0.9723 |
|
| S4 |
0.9386 |
0.9440 |
0.9687 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9864 |
0.9731 |
0.0133 |
1.4% |
0.0078 |
0.8% |
22% |
False |
True |
712 |
| 10 |
0.9864 |
0.9731 |
0.0133 |
1.4% |
0.0072 |
0.7% |
22% |
False |
True |
576 |
| 20 |
0.9930 |
0.9662 |
0.0268 |
2.7% |
0.0085 |
0.9% |
37% |
False |
False |
443 |
| 40 |
0.9930 |
0.9495 |
0.0435 |
4.5% |
0.0072 |
0.7% |
61% |
False |
False |
271 |
| 60 |
0.9930 |
0.9495 |
0.0435 |
4.5% |
0.0063 |
0.6% |
61% |
False |
False |
197 |
| 80 |
1.0255 |
0.9495 |
0.0760 |
7.8% |
0.0051 |
0.5% |
35% |
False |
False |
149 |
| 100 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0041 |
0.4% |
31% |
False |
False |
119 |
| 120 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0035 |
0.4% |
31% |
False |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9973 |
|
2.618 |
0.9897 |
|
1.618 |
0.9851 |
|
1.000 |
0.9823 |
|
0.618 |
0.9805 |
|
HIGH |
0.9777 |
|
0.618 |
0.9759 |
|
0.500 |
0.9754 |
|
0.382 |
0.9749 |
|
LOW |
0.9731 |
|
0.618 |
0.9703 |
|
1.000 |
0.9685 |
|
1.618 |
0.9657 |
|
2.618 |
0.9611 |
|
4.250 |
0.9536 |
|
|
| Fisher Pivots for day following 21-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9758 |
0.9785 |
| PP |
0.9756 |
0.9777 |
| S1 |
0.9754 |
0.9768 |
|