CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 18-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2014 |
18-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9781 |
0.9831 |
0.0050 |
0.5% |
0.9751 |
| High |
0.9847 |
0.9865 |
0.0018 |
0.2% |
0.9847 |
| Low |
0.9765 |
0.9734 |
-0.0031 |
-0.3% |
0.9738 |
| Close |
0.9817 |
0.9775 |
-0.0042 |
-0.4% |
0.9817 |
| Range |
0.0082 |
0.0131 |
0.0049 |
59.8% |
0.0109 |
| ATR |
0.0086 |
0.0090 |
0.0003 |
3.7% |
0.0000 |
| Volume |
122,401 |
203,495 |
81,094 |
66.3% |
590,097 |
|
| Daily Pivots for day following 18-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0184 |
1.0111 |
0.9847 |
|
| R3 |
1.0053 |
0.9980 |
0.9811 |
|
| R2 |
0.9922 |
0.9922 |
0.9799 |
|
| R1 |
0.9849 |
0.9849 |
0.9787 |
0.9820 |
| PP |
0.9791 |
0.9791 |
0.9791 |
0.9777 |
| S1 |
0.9718 |
0.9718 |
0.9763 |
0.9689 |
| S2 |
0.9660 |
0.9660 |
0.9751 |
|
| S3 |
0.9529 |
0.9587 |
0.9739 |
|
| S4 |
0.9398 |
0.9456 |
0.9703 |
|
|
| 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 |
0.9865 |
0.9734 |
0.0131 |
1.3% |
0.0079 |
0.8% |
31% |
True |
True |
139,577 |
| 10 |
0.9927 |
0.9734 |
0.0193 |
2.0% |
0.0084 |
0.9% |
21% |
False |
True |
155,547 |
| 20 |
0.9927 |
0.9541 |
0.0386 |
3.9% |
0.0098 |
1.0% |
61% |
False |
False |
182,361 |
| 40 |
0.9927 |
0.9486 |
0.0441 |
4.5% |
0.0083 |
0.8% |
66% |
False |
False |
140,820 |
| 60 |
1.0023 |
0.9486 |
0.0537 |
5.5% |
0.0083 |
0.9% |
54% |
False |
False |
108,831 |
| 80 |
1.0318 |
0.9486 |
0.0832 |
8.5% |
0.0078 |
0.8% |
35% |
False |
False |
81,678 |
| 100 |
1.0358 |
0.9486 |
0.0872 |
8.9% |
0.0076 |
0.8% |
33% |
False |
False |
65,365 |
| 120 |
1.0358 |
0.9486 |
0.0872 |
8.9% |
0.0072 |
0.7% |
33% |
False |
False |
54,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0422 |
|
2.618 |
1.0208 |
|
1.618 |
1.0077 |
|
1.000 |
0.9996 |
|
0.618 |
0.9946 |
|
HIGH |
0.9865 |
|
0.618 |
0.9815 |
|
0.500 |
0.9800 |
|
0.382 |
0.9784 |
|
LOW |
0.9734 |
|
0.618 |
0.9653 |
|
1.000 |
0.9603 |
|
1.618 |
0.9522 |
|
2.618 |
0.9391 |
|
4.250 |
0.9177 |
|
|
| Fisher Pivots for day following 18-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9800 |
0.9800 |
| PP |
0.9791 |
0.9791 |
| S1 |
0.9783 |
0.9783 |
|