CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 28-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2014 |
28-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9774 |
0.9793 |
0.0019 |
0.2% |
0.9758 |
| High |
0.9834 |
0.9851 |
0.0017 |
0.2% |
0.9851 |
| Low |
0.9765 |
0.9780 |
0.0015 |
0.2% |
0.9746 |
| Close |
0.9803 |
0.9830 |
0.0027 |
0.3% |
0.9830 |
| Range |
0.0069 |
0.0071 |
0.0002 |
2.9% |
0.0105 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
2,256 |
3,297 |
1,041 |
46.1% |
7,178 |
|
| Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0033 |
1.0003 |
0.9869 |
|
| R3 |
0.9962 |
0.9932 |
0.9850 |
|
| R2 |
0.9891 |
0.9891 |
0.9843 |
|
| R1 |
0.9861 |
0.9861 |
0.9837 |
0.9876 |
| PP |
0.9820 |
0.9820 |
0.9820 |
0.9828 |
| S1 |
0.9790 |
0.9790 |
0.9823 |
0.9805 |
| S2 |
0.9749 |
0.9749 |
0.9817 |
|
| S3 |
0.9678 |
0.9719 |
0.9810 |
|
| S4 |
0.9607 |
0.9648 |
0.9791 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0124 |
1.0082 |
0.9888 |
|
| R3 |
1.0019 |
0.9977 |
0.9859 |
|
| R2 |
0.9914 |
0.9914 |
0.9849 |
|
| R1 |
0.9872 |
0.9872 |
0.9840 |
0.9893 |
| PP |
0.9809 |
0.9809 |
0.9809 |
0.9820 |
| S1 |
0.9767 |
0.9767 |
0.9820 |
0.9788 |
| S2 |
0.9704 |
0.9704 |
0.9811 |
|
| S3 |
0.9599 |
0.9662 |
0.9801 |
|
| S4 |
0.9494 |
0.9557 |
0.9772 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9851 |
0.9746 |
0.0105 |
1.1% |
0.0062 |
0.6% |
80% |
True |
False |
1,435 |
| 10 |
0.9864 |
0.9731 |
0.0133 |
1.4% |
0.0070 |
0.7% |
74% |
False |
False |
1,073 |
| 20 |
0.9930 |
0.9731 |
0.0199 |
2.0% |
0.0076 |
0.8% |
50% |
False |
False |
705 |
| 40 |
0.9930 |
0.9504 |
0.0426 |
4.3% |
0.0076 |
0.8% |
77% |
False |
False |
446 |
| 60 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0066 |
0.7% |
77% |
False |
False |
316 |
| 80 |
1.0232 |
0.9495 |
0.0737 |
7.5% |
0.0055 |
0.6% |
45% |
False |
False |
238 |
| 100 |
1.0343 |
0.9495 |
0.0848 |
8.6% |
0.0045 |
0.5% |
40% |
False |
False |
191 |
| 120 |
1.0343 |
0.9495 |
0.0848 |
8.6% |
0.0037 |
0.4% |
40% |
False |
False |
160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0153 |
|
2.618 |
1.0037 |
|
1.618 |
0.9966 |
|
1.000 |
0.9922 |
|
0.618 |
0.9895 |
|
HIGH |
0.9851 |
|
0.618 |
0.9824 |
|
0.500 |
0.9816 |
|
0.382 |
0.9807 |
|
LOW |
0.9780 |
|
0.618 |
0.9736 |
|
1.000 |
0.9709 |
|
1.618 |
0.9665 |
|
2.618 |
0.9594 |
|
4.250 |
0.9478 |
|
|
| Fisher Pivots for day following 28-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9825 |
0.9820 |
| PP |
0.9820 |
0.9811 |
| S1 |
0.9816 |
0.9801 |
|