CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 28-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2014 |
28-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9769 |
0.9787 |
0.0018 |
0.2% |
0.9752 |
| High |
0.9831 |
0.9848 |
0.0017 |
0.2% |
0.9848 |
| Low |
0.9760 |
0.9776 |
0.0016 |
0.2% |
0.9740 |
| Close |
0.9798 |
0.9825 |
0.0027 |
0.3% |
0.9825 |
| Range |
0.0071 |
0.0072 |
0.0001 |
1.4% |
0.0108 |
| ATR |
0.0078 |
0.0077 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
160,640 |
169,384 |
8,744 |
5.4% |
649,920 |
|
| Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0032 |
1.0001 |
0.9865 |
|
| R3 |
0.9960 |
0.9929 |
0.9845 |
|
| R2 |
0.9888 |
0.9888 |
0.9838 |
|
| R1 |
0.9857 |
0.9857 |
0.9832 |
0.9873 |
| PP |
0.9816 |
0.9816 |
0.9816 |
0.9824 |
| S1 |
0.9785 |
0.9785 |
0.9818 |
0.9801 |
| S2 |
0.9744 |
0.9744 |
0.9812 |
|
| S3 |
0.9672 |
0.9713 |
0.9805 |
|
| S4 |
0.9600 |
0.9641 |
0.9785 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0128 |
1.0085 |
0.9884 |
|
| R3 |
1.0020 |
0.9977 |
0.9855 |
|
| R2 |
0.9912 |
0.9912 |
0.9845 |
|
| R1 |
0.9869 |
0.9869 |
0.9835 |
0.9891 |
| PP |
0.9804 |
0.9804 |
0.9804 |
0.9815 |
| S1 |
0.9761 |
0.9761 |
0.9815 |
0.9783 |
| S2 |
0.9696 |
0.9696 |
0.9805 |
|
| S3 |
0.9588 |
0.9653 |
0.9795 |
|
| S4 |
0.9480 |
0.9545 |
0.9766 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9848 |
0.9740 |
0.0108 |
1.1% |
0.0061 |
0.6% |
79% |
True |
False |
129,984 |
| 10 |
0.9865 |
0.9725 |
0.0140 |
1.4% |
0.0071 |
0.7% |
71% |
False |
False |
136,929 |
| 20 |
0.9927 |
0.9717 |
0.0210 |
2.1% |
0.0079 |
0.8% |
51% |
False |
False |
153,281 |
| 40 |
0.9927 |
0.9486 |
0.0441 |
4.5% |
0.0085 |
0.9% |
77% |
False |
False |
154,543 |
| 60 |
0.9927 |
0.9486 |
0.0441 |
4.5% |
0.0082 |
0.8% |
77% |
False |
False |
125,964 |
| 80 |
1.0250 |
0.9486 |
0.0764 |
7.8% |
0.0079 |
0.8% |
44% |
False |
False |
94,715 |
| 100 |
1.0358 |
0.9486 |
0.0872 |
8.9% |
0.0075 |
0.8% |
39% |
False |
False |
75,792 |
| 120 |
1.0358 |
0.9486 |
0.0872 |
8.9% |
0.0073 |
0.7% |
39% |
False |
False |
63,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0154 |
|
2.618 |
1.0036 |
|
1.618 |
0.9964 |
|
1.000 |
0.9920 |
|
0.618 |
0.9892 |
|
HIGH |
0.9848 |
|
0.618 |
0.9820 |
|
0.500 |
0.9812 |
|
0.382 |
0.9804 |
|
LOW |
0.9776 |
|
0.618 |
0.9732 |
|
1.000 |
0.9704 |
|
1.618 |
0.9660 |
|
2.618 |
0.9588 |
|
4.250 |
0.9470 |
|
|
| Fisher Pivots for day following 28-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9821 |
0.9816 |
| PP |
0.9816 |
0.9806 |
| S1 |
0.9812 |
0.9797 |
|