CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 27-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2014 |
27-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9784 |
0.9769 |
-0.0015 |
-0.2% |
0.9831 |
| High |
0.9795 |
0.9831 |
0.0036 |
0.4% |
0.9865 |
| Low |
0.9746 |
0.9760 |
0.0014 |
0.1% |
0.9725 |
| Close |
0.9760 |
0.9798 |
0.0038 |
0.4% |
0.9755 |
| Range |
0.0049 |
0.0071 |
0.0022 |
44.9% |
0.0140 |
| ATR |
0.0078 |
0.0078 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
123,744 |
160,640 |
36,896 |
29.8% |
596,975 |
|
| Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0009 |
0.9975 |
0.9837 |
|
| R3 |
0.9938 |
0.9904 |
0.9818 |
|
| R2 |
0.9867 |
0.9867 |
0.9811 |
|
| R1 |
0.9833 |
0.9833 |
0.9805 |
0.9850 |
| PP |
0.9796 |
0.9796 |
0.9796 |
0.9805 |
| S1 |
0.9762 |
0.9762 |
0.9791 |
0.9779 |
| S2 |
0.9725 |
0.9725 |
0.9785 |
|
| S3 |
0.9654 |
0.9691 |
0.9778 |
|
| S4 |
0.9583 |
0.9620 |
0.9759 |
|
|
| 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 |
0.9831 |
0.9725 |
0.0106 |
1.1% |
0.0057 |
0.6% |
69% |
True |
False |
116,865 |
| 10 |
0.9865 |
0.9725 |
0.0140 |
1.4% |
0.0072 |
0.7% |
52% |
False |
False |
135,499 |
| 20 |
0.9927 |
0.9717 |
0.0210 |
2.1% |
0.0080 |
0.8% |
39% |
False |
False |
154,176 |
| 40 |
0.9927 |
0.9486 |
0.0441 |
4.5% |
0.0085 |
0.9% |
71% |
False |
False |
151,204 |
| 60 |
0.9927 |
0.9486 |
0.0441 |
4.5% |
0.0083 |
0.8% |
71% |
False |
False |
123,222 |
| 80 |
1.0250 |
0.9486 |
0.0764 |
7.8% |
0.0079 |
0.8% |
41% |
False |
False |
92,599 |
| 100 |
1.0358 |
0.9486 |
0.0872 |
8.9% |
0.0075 |
0.8% |
36% |
False |
False |
74,099 |
| 120 |
1.0358 |
0.9486 |
0.0872 |
8.9% |
0.0073 |
0.7% |
36% |
False |
False |
61,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0133 |
|
2.618 |
1.0017 |
|
1.618 |
0.9946 |
|
1.000 |
0.9902 |
|
0.618 |
0.9875 |
|
HIGH |
0.9831 |
|
0.618 |
0.9804 |
|
0.500 |
0.9796 |
|
0.382 |
0.9787 |
|
LOW |
0.9760 |
|
0.618 |
0.9716 |
|
1.000 |
0.9689 |
|
1.618 |
0.9645 |
|
2.618 |
0.9574 |
|
4.250 |
0.9458 |
|
|
| Fisher Pivots for day following 27-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9797 |
0.9795 |
| PP |
0.9796 |
0.9791 |
| S1 |
0.9796 |
0.9788 |
|