CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 21-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2014 |
21-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9774 |
0.9772 |
-0.0002 |
0.0% |
0.9831 |
| High |
0.9837 |
0.9776 |
-0.0061 |
-0.6% |
0.9865 |
| Low |
0.9765 |
0.9725 |
-0.0040 |
-0.4% |
0.9725 |
| Close |
0.9775 |
0.9755 |
-0.0020 |
-0.2% |
0.9755 |
| Range |
0.0072 |
0.0051 |
-0.0021 |
-29.2% |
0.0140 |
| ATR |
0.0087 |
0.0084 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
160,192 |
103,791 |
-56,401 |
-35.2% |
596,975 |
|
| Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9905 |
0.9881 |
0.9783 |
|
| R3 |
0.9854 |
0.9830 |
0.9769 |
|
| R2 |
0.9803 |
0.9803 |
0.9764 |
|
| R1 |
0.9779 |
0.9779 |
0.9760 |
0.9766 |
| PP |
0.9752 |
0.9752 |
0.9752 |
0.9745 |
| S1 |
0.9728 |
0.9728 |
0.9750 |
0.9715 |
| S2 |
0.9701 |
0.9701 |
0.9746 |
|
| S3 |
0.9650 |
0.9677 |
0.9741 |
|
| S4 |
0.9599 |
0.9626 |
0.9727 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0202 |
1.0118 |
0.9832 |
|
| R3 |
1.0062 |
0.9978 |
0.9794 |
|
| R2 |
0.9922 |
0.9922 |
0.9781 |
|
| R1 |
0.9838 |
0.9838 |
0.9768 |
0.9810 |
| PP |
0.9782 |
0.9782 |
0.9782 |
0.9768 |
| S1 |
0.9698 |
0.9698 |
0.9742 |
0.9670 |
| S2 |
0.9642 |
0.9642 |
0.9729 |
|
| S3 |
0.9502 |
0.9558 |
0.9717 |
|
| S4 |
0.9362 |
0.9418 |
0.9678 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9865 |
0.9725 |
0.0140 |
1.4% |
0.0080 |
0.8% |
21% |
False |
True |
143,875 |
| 10 |
0.9865 |
0.9725 |
0.0140 |
1.4% |
0.0075 |
0.8% |
21% |
False |
True |
138,205 |
| 20 |
0.9927 |
0.9656 |
0.0271 |
2.8% |
0.0092 |
0.9% |
37% |
False |
False |
175,302 |
| 40 |
0.9927 |
0.9486 |
0.0441 |
4.5% |
0.0083 |
0.9% |
61% |
False |
False |
143,748 |
| 60 |
0.9927 |
0.9486 |
0.0441 |
4.5% |
0.0084 |
0.9% |
61% |
False |
False |
115,358 |
| 80 |
1.0267 |
0.9486 |
0.0781 |
8.0% |
0.0078 |
0.8% |
34% |
False |
False |
86,594 |
| 100 |
1.0358 |
0.9486 |
0.0872 |
8.9% |
0.0076 |
0.8% |
31% |
False |
False |
69,298 |
| 120 |
1.0358 |
0.9486 |
0.0872 |
8.9% |
0.0072 |
0.7% |
31% |
False |
False |
57,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9993 |
|
2.618 |
0.9910 |
|
1.618 |
0.9859 |
|
1.000 |
0.9827 |
|
0.618 |
0.9808 |
|
HIGH |
0.9776 |
|
0.618 |
0.9757 |
|
0.500 |
0.9751 |
|
0.382 |
0.9744 |
|
LOW |
0.9725 |
|
0.618 |
0.9693 |
|
1.000 |
0.9674 |
|
1.618 |
0.9642 |
|
2.618 |
0.9591 |
|
4.250 |
0.9508 |
|
|
| Fisher Pivots for day following 21-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9754 |
0.9781 |
| PP |
0.9752 |
0.9772 |
| S1 |
0.9751 |
0.9764 |
|