CME Japanese Yen Future June 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 |
0.9760 |
0.9788 |
0.0028 |
0.3% |
0.9826 |
| High |
0.9826 |
0.9799 |
-0.0027 |
-0.3% |
0.9864 |
| Low |
0.9750 |
0.9751 |
0.0001 |
0.0% |
0.9731 |
| Close |
0.9794 |
0.9765 |
-0.0029 |
-0.3% |
0.9760 |
| Range |
0.0076 |
0.0048 |
-0.0028 |
-36.8% |
0.0133 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
559 |
733 |
174 |
31.1% |
3,184 |
|
| Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9916 |
0.9888 |
0.9791 |
|
| R3 |
0.9868 |
0.9840 |
0.9778 |
|
| R2 |
0.9820 |
0.9820 |
0.9774 |
|
| R1 |
0.9792 |
0.9792 |
0.9769 |
0.9782 |
| PP |
0.9772 |
0.9772 |
0.9772 |
0.9767 |
| S1 |
0.9744 |
0.9744 |
0.9761 |
0.9734 |
| S2 |
0.9724 |
0.9724 |
0.9756 |
|
| S3 |
0.9676 |
0.9696 |
0.9752 |
|
| S4 |
0.9628 |
0.9648 |
0.9739 |
|
|
| 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% |
0.0057 |
0.6% |
31% |
False |
False |
627 |
| 10 |
0.9864 |
0.9731 |
0.0133 |
1.4% |
0.0068 |
0.7% |
26% |
False |
False |
640 |
| 20 |
0.9930 |
0.9680 |
0.0250 |
2.6% |
0.0079 |
0.8% |
34% |
False |
False |
450 |
| 40 |
0.9930 |
0.9495 |
0.0435 |
4.5% |
0.0074 |
0.8% |
62% |
False |
False |
310 |
| 60 |
0.9930 |
0.9495 |
0.0435 |
4.5% |
0.0064 |
0.7% |
62% |
False |
False |
224 |
| 80 |
1.0232 |
0.9495 |
0.0737 |
7.5% |
0.0053 |
0.5% |
37% |
False |
False |
169 |
| 100 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0043 |
0.4% |
32% |
False |
False |
136 |
| 120 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0036 |
0.4% |
32% |
False |
False |
114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0003 |
|
2.618 |
0.9925 |
|
1.618 |
0.9877 |
|
1.000 |
0.9847 |
|
0.618 |
0.9829 |
|
HIGH |
0.9799 |
|
0.618 |
0.9781 |
|
0.500 |
0.9775 |
|
0.382 |
0.9769 |
|
LOW |
0.9751 |
|
0.618 |
0.9721 |
|
1.000 |
0.9703 |
|
1.618 |
0.9673 |
|
2.618 |
0.9625 |
|
4.250 |
0.9547 |
|
|
| Fisher Pivots for day following 26-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9775 |
0.9786 |
| PP |
0.9772 |
0.9779 |
| S1 |
0.9768 |
0.9772 |
|