CME Japanese Yen Future September 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 |
0.9828 |
0.9805 |
-0.0023 |
-0.2% |
0.9790 |
| High |
0.9828 |
0.9836 |
0.0008 |
0.1% |
0.9836 |
| Low |
0.9809 |
0.9805 |
-0.0004 |
0.0% |
0.9760 |
| Close |
0.9809 |
0.9836 |
0.0027 |
0.3% |
0.9836 |
| Range |
0.0019 |
0.0031 |
0.0012 |
63.2% |
0.0076 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
1 |
6 |
5 |
500.0% |
16 |
|
| Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9919 |
0.9908 |
0.9853 |
|
| R3 |
0.9888 |
0.9877 |
0.9845 |
|
| R2 |
0.9857 |
0.9857 |
0.9842 |
|
| R1 |
0.9846 |
0.9846 |
0.9839 |
0.9852 |
| PP |
0.9826 |
0.9826 |
0.9826 |
0.9828 |
| S1 |
0.9815 |
0.9815 |
0.9833 |
0.9821 |
| S2 |
0.9795 |
0.9795 |
0.9830 |
|
| S3 |
0.9764 |
0.9784 |
0.9827 |
|
| S4 |
0.9733 |
0.9753 |
0.9819 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0039 |
1.0013 |
0.9878 |
|
| R3 |
0.9963 |
0.9937 |
0.9857 |
|
| R2 |
0.9887 |
0.9887 |
0.9850 |
|
| R1 |
0.9861 |
0.9861 |
0.9843 |
0.9874 |
| PP |
0.9811 |
0.9811 |
0.9811 |
0.9817 |
| S1 |
0.9785 |
0.9785 |
0.9829 |
0.9798 |
| S2 |
0.9735 |
0.9735 |
0.9822 |
|
| S3 |
0.9659 |
0.9709 |
0.9815 |
|
| S4 |
0.9583 |
0.9633 |
0.9794 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9836 |
0.9760 |
0.0076 |
0.8% |
0.0020 |
0.2% |
100% |
True |
False |
3 |
| 10 |
0.9866 |
0.9744 |
0.0122 |
1.2% |
0.0030 |
0.3% |
75% |
False |
False |
4 |
| 20 |
0.9931 |
0.9744 |
0.0187 |
1.9% |
0.0026 |
0.3% |
49% |
False |
False |
3 |
| 40 |
0.9931 |
0.9555 |
0.0376 |
3.8% |
0.0020 |
0.2% |
75% |
False |
False |
2 |
| 60 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0017 |
0.2% |
77% |
False |
False |
2 |
| 80 |
1.0241 |
0.9515 |
0.0726 |
7.4% |
0.0015 |
0.2% |
44% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9968 |
|
2.618 |
0.9917 |
|
1.618 |
0.9886 |
|
1.000 |
0.9867 |
|
0.618 |
0.9855 |
|
HIGH |
0.9836 |
|
0.618 |
0.9824 |
|
0.500 |
0.9821 |
|
0.382 |
0.9817 |
|
LOW |
0.9805 |
|
0.618 |
0.9786 |
|
1.000 |
0.9774 |
|
1.618 |
0.9755 |
|
2.618 |
0.9724 |
|
4.250 |
0.9673 |
|
|
| Fisher Pivots for day following 28-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9831 |
0.9825 |
| PP |
0.9826 |
0.9814 |
| S1 |
0.9821 |
0.9804 |
|