CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 20-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9768 |
0.9774 |
0.0006 |
0.1% |
0.9751 |
| High |
0.9825 |
0.9837 |
0.0012 |
0.1% |
0.9847 |
| Low |
0.9760 |
0.9765 |
0.0005 |
0.1% |
0.9738 |
| Close |
0.9773 |
0.9775 |
0.0002 |
0.0% |
0.9817 |
| Range |
0.0065 |
0.0072 |
0.0007 |
10.8% |
0.0109 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
129,497 |
160,192 |
30,695 |
23.7% |
590,097 |
|
| Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0008 |
0.9964 |
0.9815 |
|
| R3 |
0.9936 |
0.9892 |
0.9795 |
|
| R2 |
0.9864 |
0.9864 |
0.9788 |
|
| R1 |
0.9820 |
0.9820 |
0.9782 |
0.9842 |
| PP |
0.9792 |
0.9792 |
0.9792 |
0.9804 |
| S1 |
0.9748 |
0.9748 |
0.9768 |
0.9770 |
| S2 |
0.9720 |
0.9720 |
0.9762 |
|
| S3 |
0.9648 |
0.9676 |
0.9755 |
|
| S4 |
0.9576 |
0.9604 |
0.9735 |
|
|
| 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% |
0.0086 |
0.9% |
31% |
False |
False |
154,132 |
| 10 |
0.9879 |
0.9734 |
0.0145 |
1.5% |
0.0079 |
0.8% |
28% |
False |
False |
143,398 |
| 20 |
0.9927 |
0.9541 |
0.0386 |
3.9% |
0.0098 |
1.0% |
61% |
False |
False |
182,842 |
| 40 |
0.9927 |
0.9486 |
0.0441 |
4.5% |
0.0083 |
0.8% |
66% |
False |
False |
142,160 |
| 60 |
0.9927 |
0.9486 |
0.0441 |
4.5% |
0.0083 |
0.9% |
66% |
False |
False |
113,639 |
| 80 |
1.0318 |
0.9486 |
0.0832 |
8.5% |
0.0078 |
0.8% |
35% |
False |
False |
85,298 |
| 100 |
1.0358 |
0.9486 |
0.0872 |
8.9% |
0.0076 |
0.8% |
33% |
False |
False |
68,260 |
| 120 |
1.0358 |
0.9486 |
0.0872 |
8.9% |
0.0072 |
0.7% |
33% |
False |
False |
56,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0143 |
|
2.618 |
1.0025 |
|
1.618 |
0.9953 |
|
1.000 |
0.9909 |
|
0.618 |
0.9881 |
|
HIGH |
0.9837 |
|
0.618 |
0.9809 |
|
0.500 |
0.9801 |
|
0.382 |
0.9793 |
|
LOW |
0.9765 |
|
0.618 |
0.9721 |
|
1.000 |
0.9693 |
|
1.618 |
0.9649 |
|
2.618 |
0.9577 |
|
4.250 |
0.9459 |
|
|
| Fisher Pivots for day following 20-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9801 |
0.9800 |
| PP |
0.9792 |
0.9791 |
| S1 |
0.9784 |
0.9783 |
|