CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 13-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2014 |
13-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9743 |
0.9754 |
0.0011 |
0.1% |
0.9792 |
| High |
0.9784 |
0.9835 |
0.0051 |
0.5% |
0.9927 |
| Low |
0.9743 |
0.9754 |
0.0011 |
0.1% |
0.9751 |
| Close |
0.9760 |
0.9777 |
0.0017 |
0.2% |
0.9777 |
| Range |
0.0041 |
0.0081 |
0.0040 |
97.6% |
0.0176 |
| ATR |
0.0087 |
0.0087 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
103,670 |
155,079 |
51,409 |
49.6% |
1,013,617 |
|
| Daily Pivots for day following 13-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0032 |
0.9985 |
0.9822 |
|
| R3 |
0.9951 |
0.9904 |
0.9799 |
|
| R2 |
0.9870 |
0.9870 |
0.9792 |
|
| R1 |
0.9823 |
0.9823 |
0.9784 |
0.9847 |
| PP |
0.9789 |
0.9789 |
0.9789 |
0.9800 |
| S1 |
0.9742 |
0.9742 |
0.9770 |
0.9766 |
| S2 |
0.9708 |
0.9708 |
0.9762 |
|
| S3 |
0.9627 |
0.9661 |
0.9755 |
|
| S4 |
0.9546 |
0.9580 |
0.9732 |
|
|
| 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 |
0.9860 |
0.9738 |
0.0122 |
1.2% |
0.0071 |
0.7% |
32% |
False |
False |
132,535 |
| 10 |
0.9927 |
0.9717 |
0.0210 |
2.1% |
0.0088 |
0.9% |
29% |
False |
False |
169,633 |
| 20 |
0.9927 |
0.9533 |
0.0394 |
4.0% |
0.0092 |
0.9% |
62% |
False |
False |
175,922 |
| 40 |
0.9927 |
0.9486 |
0.0441 |
4.5% |
0.0084 |
0.9% |
66% |
False |
False |
139,191 |
| 60 |
1.0050 |
0.9486 |
0.0564 |
5.8% |
0.0082 |
0.8% |
52% |
False |
False |
103,409 |
| 80 |
1.0318 |
0.9486 |
0.0832 |
8.5% |
0.0076 |
0.8% |
35% |
False |
False |
77,606 |
| 100 |
1.0358 |
0.9486 |
0.0872 |
8.9% |
0.0075 |
0.8% |
33% |
False |
False |
62,107 |
| 120 |
1.0358 |
0.9486 |
0.0872 |
8.9% |
0.0070 |
0.7% |
33% |
False |
False |
51,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0179 |
|
2.618 |
1.0047 |
|
1.618 |
0.9966 |
|
1.000 |
0.9916 |
|
0.618 |
0.9885 |
|
HIGH |
0.9835 |
|
0.618 |
0.9804 |
|
0.500 |
0.9795 |
|
0.382 |
0.9785 |
|
LOW |
0.9754 |
|
0.618 |
0.9704 |
|
1.000 |
0.9673 |
|
1.618 |
0.9623 |
|
2.618 |
0.9542 |
|
4.250 |
0.9410 |
|
|
| Fisher Pivots for day following 13-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9795 |
0.9787 |
| PP |
0.9789 |
0.9783 |
| S1 |
0.9783 |
0.9780 |
|