CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 20-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9781 |
0.9845 |
0.0064 |
0.7% |
0.9797 |
| High |
0.9781 |
0.9845 |
0.0064 |
0.7% |
0.9840 |
| Low |
0.9781 |
0.9786 |
0.0005 |
0.1% |
0.9756 |
| Close |
0.9781 |
0.9786 |
0.0005 |
0.1% |
0.9828 |
| Range |
0.0000 |
0.0059 |
0.0059 |
|
0.0084 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
2.1% |
0.0000 |
| Volume |
4 |
4 |
0 |
0.0% |
17 |
|
| Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9983 |
0.9943 |
0.9818 |
|
| R3 |
0.9924 |
0.9884 |
0.9802 |
|
| R2 |
0.9865 |
0.9865 |
0.9797 |
|
| R1 |
0.9825 |
0.9825 |
0.9791 |
0.9816 |
| PP |
0.9806 |
0.9806 |
0.9806 |
0.9801 |
| S1 |
0.9766 |
0.9766 |
0.9781 |
0.9757 |
| S2 |
0.9747 |
0.9747 |
0.9775 |
|
| S3 |
0.9688 |
0.9707 |
0.9770 |
|
| S4 |
0.9629 |
0.9648 |
0.9754 |
|
|
| 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 |
0.9866 |
0.9765 |
0.0101 |
1.0% |
0.0044 |
0.4% |
21% |
False |
False |
4 |
| 10 |
0.9866 |
0.9756 |
0.0110 |
1.1% |
0.0032 |
0.3% |
27% |
False |
False |
3 |
| 20 |
0.9931 |
0.9683 |
0.0248 |
2.5% |
0.0027 |
0.3% |
42% |
False |
False |
2 |
| 40 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0017 |
0.2% |
65% |
False |
False |
1 |
| 60 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0015 |
0.2% |
65% |
False |
False |
2 |
| 80 |
1.0298 |
0.9515 |
0.0783 |
8.0% |
0.0014 |
0.1% |
35% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0096 |
|
2.618 |
0.9999 |
|
1.618 |
0.9940 |
|
1.000 |
0.9904 |
|
0.618 |
0.9881 |
|
HIGH |
0.9845 |
|
0.618 |
0.9822 |
|
0.500 |
0.9816 |
|
0.382 |
0.9809 |
|
LOW |
0.9786 |
|
0.618 |
0.9750 |
|
1.000 |
0.9727 |
|
1.618 |
0.9691 |
|
2.618 |
0.9632 |
|
4.250 |
0.9535 |
|
|
| Fisher Pivots for day following 20-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9816 |
0.9816 |
| PP |
0.9806 |
0.9806 |
| S1 |
0.9796 |
0.9796 |
|