CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 25-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2014 |
25-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9752 |
0.9760 |
0.0008 |
0.1% |
0.9831 |
| High |
0.9789 |
0.9808 |
0.0019 |
0.2% |
0.9865 |
| Low |
0.9740 |
0.9744 |
0.0004 |
0.0% |
0.9725 |
| Close |
0.9757 |
0.9789 |
0.0032 |
0.3% |
0.9755 |
| Range |
0.0049 |
0.0064 |
0.0015 |
30.6% |
0.0140 |
| ATR |
0.0082 |
0.0080 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
90,654 |
105,498 |
14,844 |
16.4% |
596,975 |
|
| Daily Pivots for day following 25-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9972 |
0.9945 |
0.9824 |
|
| R3 |
0.9908 |
0.9881 |
0.9807 |
|
| R2 |
0.9844 |
0.9844 |
0.9801 |
|
| R1 |
0.9817 |
0.9817 |
0.9795 |
0.9831 |
| PP |
0.9780 |
0.9780 |
0.9780 |
0.9787 |
| S1 |
0.9753 |
0.9753 |
0.9783 |
0.9767 |
| S2 |
0.9716 |
0.9716 |
0.9777 |
|
| S3 |
0.9652 |
0.9689 |
0.9771 |
|
| S4 |
0.9588 |
0.9625 |
0.9754 |
|
|
| 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 |
0.9837 |
0.9725 |
0.0112 |
1.1% |
0.0060 |
0.6% |
57% |
False |
False |
117,926 |
| 10 |
0.9865 |
0.9725 |
0.0140 |
1.4% |
0.0070 |
0.7% |
46% |
False |
False |
128,752 |
| 20 |
0.9927 |
0.9672 |
0.0255 |
2.6% |
0.0085 |
0.9% |
46% |
False |
False |
159,576 |
| 40 |
0.9927 |
0.9486 |
0.0441 |
4.5% |
0.0084 |
0.9% |
69% |
False |
False |
147,348 |
| 60 |
0.9927 |
0.9486 |
0.0441 |
4.5% |
0.0083 |
0.9% |
69% |
False |
False |
118,514 |
| 80 |
1.0250 |
0.9486 |
0.0764 |
7.8% |
0.0079 |
0.8% |
40% |
False |
False |
89,045 |
| 100 |
1.0358 |
0.9486 |
0.0872 |
8.9% |
0.0075 |
0.8% |
35% |
False |
False |
71,258 |
| 120 |
1.0358 |
0.9486 |
0.0872 |
8.9% |
0.0072 |
0.7% |
35% |
False |
False |
59,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0080 |
|
2.618 |
0.9976 |
|
1.618 |
0.9912 |
|
1.000 |
0.9872 |
|
0.618 |
0.9848 |
|
HIGH |
0.9808 |
|
0.618 |
0.9784 |
|
0.500 |
0.9776 |
|
0.382 |
0.9768 |
|
LOW |
0.9744 |
|
0.618 |
0.9704 |
|
1.000 |
0.9680 |
|
1.618 |
0.9640 |
|
2.618 |
0.9576 |
|
4.250 |
0.9472 |
|
|
| Fisher Pivots for day following 25-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9785 |
0.9782 |
| PP |
0.9780 |
0.9774 |
| S1 |
0.9776 |
0.9767 |
|