CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 12-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2014 |
12-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9784 |
0.9743 |
-0.0041 |
-0.4% |
0.9792 |
| High |
0.9798 |
0.9784 |
-0.0014 |
-0.1% |
0.9927 |
| Low |
0.9738 |
0.9743 |
0.0005 |
0.1% |
0.9751 |
| Close |
0.9745 |
0.9760 |
0.0015 |
0.2% |
0.9777 |
| Range |
0.0060 |
0.0041 |
-0.0019 |
-31.7% |
0.0176 |
| ATR |
0.0091 |
0.0087 |
-0.0004 |
-3.9% |
0.0000 |
| Volume |
113,244 |
103,670 |
-9,574 |
-8.5% |
1,013,617 |
|
| Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9885 |
0.9864 |
0.9783 |
|
| R3 |
0.9844 |
0.9823 |
0.9771 |
|
| R2 |
0.9803 |
0.9803 |
0.9768 |
|
| R1 |
0.9782 |
0.9782 |
0.9764 |
0.9793 |
| PP |
0.9762 |
0.9762 |
0.9762 |
0.9768 |
| S1 |
0.9741 |
0.9741 |
0.9756 |
0.9752 |
| S2 |
0.9721 |
0.9721 |
0.9752 |
|
| S3 |
0.9680 |
0.9700 |
0.9749 |
|
| S4 |
0.9639 |
0.9659 |
0.9737 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0346 |
1.0238 |
0.9874 |
|
| R3 |
1.0170 |
1.0062 |
0.9825 |
|
| R2 |
0.9994 |
0.9994 |
0.9809 |
|
| R1 |
0.9886 |
0.9886 |
0.9793 |
0.9852 |
| PP |
0.9818 |
0.9818 |
0.9818 |
0.9802 |
| S1 |
0.9710 |
0.9710 |
0.9761 |
0.9676 |
| S2 |
0.9642 |
0.9642 |
0.9745 |
|
| S3 |
0.9466 |
0.9534 |
0.9729 |
|
| S4 |
0.9290 |
0.9358 |
0.9680 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9879 |
0.9738 |
0.0141 |
1.4% |
0.0073 |
0.7% |
16% |
False |
False |
132,664 |
| 10 |
0.9927 |
0.9717 |
0.0210 |
2.2% |
0.0088 |
0.9% |
20% |
False |
False |
172,853 |
| 20 |
0.9927 |
0.9533 |
0.0394 |
4.0% |
0.0091 |
0.9% |
58% |
False |
False |
173,623 |
| 40 |
0.9927 |
0.9486 |
0.0441 |
4.5% |
0.0084 |
0.9% |
62% |
False |
False |
138,032 |
| 60 |
1.0050 |
0.9486 |
0.0564 |
5.8% |
0.0081 |
0.8% |
49% |
False |
False |
100,836 |
| 80 |
1.0318 |
0.9486 |
0.0832 |
8.5% |
0.0076 |
0.8% |
33% |
False |
False |
75,669 |
| 100 |
1.0358 |
0.9486 |
0.0872 |
8.9% |
0.0074 |
0.8% |
31% |
False |
False |
60,564 |
| 120 |
1.0358 |
0.9486 |
0.0872 |
8.9% |
0.0070 |
0.7% |
31% |
False |
False |
50,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9958 |
|
2.618 |
0.9891 |
|
1.618 |
0.9850 |
|
1.000 |
0.9825 |
|
0.618 |
0.9809 |
|
HIGH |
0.9784 |
|
0.618 |
0.9768 |
|
0.500 |
0.9764 |
|
0.382 |
0.9759 |
|
LOW |
0.9743 |
|
0.618 |
0.9718 |
|
1.000 |
0.9702 |
|
1.618 |
0.9677 |
|
2.618 |
0.9636 |
|
4.250 |
0.9569 |
|
|
| Fisher Pivots for day following 12-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9764 |
0.9772 |
| PP |
0.9762 |
0.9768 |
| S1 |
0.9761 |
0.9764 |
|