CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 14-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2014 |
14-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9840 |
0.9835 |
-0.0005 |
-0.1% |
0.9797 |
| High |
0.9840 |
0.9835 |
-0.0005 |
-0.1% |
0.9840 |
| Low |
0.9788 |
0.9828 |
0.0040 |
0.4% |
0.9756 |
| Close |
0.9788 |
0.9828 |
0.0040 |
0.4% |
0.9828 |
| Range |
0.0052 |
0.0007 |
-0.0045 |
-86.5% |
0.0084 |
| ATR |
0.0050 |
0.0049 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
1 |
7 |
6 |
600.0% |
17 |
|
| Daily Pivots for day following 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9851 |
0.9847 |
0.9832 |
|
| R3 |
0.9844 |
0.9840 |
0.9830 |
|
| R2 |
0.9837 |
0.9837 |
0.9829 |
|
| R1 |
0.9833 |
0.9833 |
0.9829 |
0.9832 |
| PP |
0.9830 |
0.9830 |
0.9830 |
0.9830 |
| S1 |
0.9826 |
0.9826 |
0.9827 |
0.9825 |
| S2 |
0.9823 |
0.9823 |
0.9827 |
|
| S3 |
0.9816 |
0.9819 |
0.9826 |
|
| S4 |
0.9809 |
0.9812 |
0.9824 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0060 |
1.0028 |
0.9874 |
|
| R3 |
0.9976 |
0.9944 |
0.9851 |
|
| R2 |
0.9892 |
0.9892 |
0.9843 |
|
| R1 |
0.9860 |
0.9860 |
0.9836 |
0.9876 |
| PP |
0.9808 |
0.9808 |
0.9808 |
0.9816 |
| S1 |
0.9776 |
0.9776 |
0.9820 |
0.9792 |
| S2 |
0.9724 |
0.9724 |
0.9813 |
|
| S3 |
0.9640 |
0.9692 |
0.9805 |
|
| S4 |
0.9556 |
0.9608 |
0.9782 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9840 |
0.9756 |
0.0084 |
0.9% |
0.0015 |
0.1% |
86% |
False |
False |
3 |
| 10 |
0.9931 |
0.9756 |
0.0175 |
1.8% |
0.0020 |
0.2% |
41% |
False |
False |
3 |
| 20 |
0.9931 |
0.9592 |
0.0339 |
3.4% |
0.0019 |
0.2% |
70% |
False |
False |
2 |
| 40 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0014 |
0.1% |
75% |
False |
False |
1 |
| 60 |
1.0012 |
0.9515 |
0.0497 |
5.1% |
0.0012 |
0.1% |
63% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9865 |
|
2.618 |
0.9853 |
|
1.618 |
0.9846 |
|
1.000 |
0.9842 |
|
0.618 |
0.9839 |
|
HIGH |
0.9835 |
|
0.618 |
0.9832 |
|
0.500 |
0.9832 |
|
0.382 |
0.9831 |
|
LOW |
0.9828 |
|
0.618 |
0.9824 |
|
1.000 |
0.9821 |
|
1.618 |
0.9817 |
|
2.618 |
0.9810 |
|
4.250 |
0.9798 |
|
|
| Fisher Pivots for day following 14-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9832 |
0.9821 |
| PP |
0.9830 |
0.9813 |
| S1 |
0.9829 |
0.9806 |
|