CME Japanese Yen Future March 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 |
0.9754 |
0.9781 |
0.0027 |
0.3% |
0.9751 |
| High |
0.9835 |
0.9847 |
0.0012 |
0.1% |
0.9847 |
| Low |
0.9754 |
0.9765 |
0.0011 |
0.1% |
0.9738 |
| Close |
0.9777 |
0.9817 |
0.0040 |
0.4% |
0.9817 |
| Range |
0.0081 |
0.0082 |
0.0001 |
1.2% |
0.0109 |
| ATR |
0.0087 |
0.0086 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
155,079 |
122,401 |
-32,678 |
-21.1% |
590,097 |
|
| Daily Pivots for day following 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0056 |
1.0018 |
0.9862 |
|
| R3 |
0.9974 |
0.9936 |
0.9840 |
|
| R2 |
0.9892 |
0.9892 |
0.9832 |
|
| R1 |
0.9854 |
0.9854 |
0.9825 |
0.9873 |
| PP |
0.9810 |
0.9810 |
0.9810 |
0.9819 |
| S1 |
0.9772 |
0.9772 |
0.9809 |
0.9791 |
| S2 |
0.9728 |
0.9728 |
0.9802 |
|
| S3 |
0.9646 |
0.9690 |
0.9794 |
|
| S4 |
0.9564 |
0.9608 |
0.9772 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0128 |
1.0081 |
0.9877 |
|
| R3 |
1.0019 |
0.9972 |
0.9847 |
|
| R2 |
0.9910 |
0.9910 |
0.9837 |
|
| R1 |
0.9863 |
0.9863 |
0.9827 |
0.9887 |
| PP |
0.9801 |
0.9801 |
0.9801 |
0.9812 |
| S1 |
0.9754 |
0.9754 |
0.9807 |
0.9778 |
| S2 |
0.9692 |
0.9692 |
0.9797 |
|
| S3 |
0.9583 |
0.9645 |
0.9787 |
|
| S4 |
0.9474 |
0.9536 |
0.9757 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9847 |
0.9738 |
0.0109 |
1.1% |
0.0065 |
0.7% |
72% |
True |
False |
118,019 |
| 10 |
0.9927 |
0.9738 |
0.0189 |
1.9% |
0.0087 |
0.9% |
42% |
False |
False |
160,371 |
| 20 |
0.9927 |
0.9541 |
0.0386 |
3.9% |
0.0093 |
0.9% |
72% |
False |
False |
176,169 |
| 40 |
0.9927 |
0.9486 |
0.0441 |
4.5% |
0.0085 |
0.9% |
75% |
False |
False |
140,039 |
| 60 |
1.0050 |
0.9486 |
0.0564 |
5.7% |
0.0082 |
0.8% |
59% |
False |
False |
105,444 |
| 80 |
1.0318 |
0.9486 |
0.0832 |
8.5% |
0.0077 |
0.8% |
40% |
False |
False |
79,136 |
| 100 |
1.0358 |
0.9486 |
0.0872 |
8.9% |
0.0075 |
0.8% |
38% |
False |
False |
63,330 |
| 120 |
1.0358 |
0.9486 |
0.0872 |
8.9% |
0.0071 |
0.7% |
38% |
False |
False |
52,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0196 |
|
2.618 |
1.0062 |
|
1.618 |
0.9980 |
|
1.000 |
0.9929 |
|
0.618 |
0.9898 |
|
HIGH |
0.9847 |
|
0.618 |
0.9816 |
|
0.500 |
0.9806 |
|
0.382 |
0.9796 |
|
LOW |
0.9765 |
|
0.618 |
0.9714 |
|
1.000 |
0.9683 |
|
1.618 |
0.9632 |
|
2.618 |
0.9550 |
|
4.250 |
0.9417 |
|
|
| Fisher Pivots for day following 14-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9813 |
0.9810 |
| PP |
0.9810 |
0.9802 |
| S1 |
0.9806 |
0.9795 |
|