CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 25-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2014 |
25-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9758 |
0.9760 |
0.0002 |
0.0% |
0.9826 |
| High |
0.9793 |
0.9826 |
0.0033 |
0.3% |
0.9864 |
| Low |
0.9746 |
0.9750 |
0.0004 |
0.0% |
0.9731 |
| Close |
0.9762 |
0.9794 |
0.0032 |
0.3% |
0.9760 |
| Range |
0.0047 |
0.0076 |
0.0029 |
61.7% |
0.0133 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
0.1% |
0.0000 |
| Volume |
333 |
559 |
226 |
67.9% |
3,184 |
|
| Daily Pivots for day following 25-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0018 |
0.9982 |
0.9836 |
|
| R3 |
0.9942 |
0.9906 |
0.9815 |
|
| R2 |
0.9866 |
0.9866 |
0.9808 |
|
| R1 |
0.9830 |
0.9830 |
0.9801 |
0.9848 |
| PP |
0.9790 |
0.9790 |
0.9790 |
0.9799 |
| S1 |
0.9754 |
0.9754 |
0.9787 |
0.9772 |
| S2 |
0.9714 |
0.9714 |
0.9780 |
|
| S3 |
0.9638 |
0.9678 |
0.9773 |
|
| S4 |
0.9562 |
0.9602 |
0.9752 |
|
|
| 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 |
0.9839 |
0.9731 |
0.0108 |
1.1% |
0.0062 |
0.6% |
58% |
False |
False |
725 |
| 10 |
0.9864 |
0.9731 |
0.0133 |
1.4% |
0.0069 |
0.7% |
47% |
False |
False |
582 |
| 20 |
0.9930 |
0.9680 |
0.0250 |
2.6% |
0.0080 |
0.8% |
46% |
False |
False |
426 |
| 40 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0074 |
0.8% |
69% |
False |
False |
292 |
| 60 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0064 |
0.7% |
69% |
False |
False |
212 |
| 80 |
1.0232 |
0.9495 |
0.0737 |
7.5% |
0.0052 |
0.5% |
41% |
False |
False |
160 |
| 100 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0043 |
0.4% |
35% |
False |
False |
128 |
| 120 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0036 |
0.4% |
35% |
False |
False |
108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0149 |
|
2.618 |
1.0025 |
|
1.618 |
0.9949 |
|
1.000 |
0.9902 |
|
0.618 |
0.9873 |
|
HIGH |
0.9826 |
|
0.618 |
0.9797 |
|
0.500 |
0.9788 |
|
0.382 |
0.9779 |
|
LOW |
0.9750 |
|
0.618 |
0.9703 |
|
1.000 |
0.9674 |
|
1.618 |
0.9627 |
|
2.618 |
0.9551 |
|
4.250 |
0.9427 |
|
|
| Fisher Pivots for day following 25-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9792 |
0.9789 |
| PP |
0.9790 |
0.9784 |
| S1 |
0.9788 |
0.9779 |
|