CME Japanese Yen Future March 2014
Trading Metrics calculated at close of trading on 24-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2014 |
24-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
0.9772 |
0.9752 |
-0.0020 |
-0.2% |
0.9831 |
High |
0.9776 |
0.9789 |
0.0013 |
0.1% |
0.9865 |
Low |
0.9725 |
0.9740 |
0.0015 |
0.2% |
0.9725 |
Close |
0.9755 |
0.9757 |
0.0002 |
0.0% |
0.9755 |
Range |
0.0051 |
0.0049 |
-0.0002 |
-3.9% |
0.0140 |
ATR |
0.0084 |
0.0082 |
-0.0003 |
-3.0% |
0.0000 |
Volume |
103,791 |
90,654 |
-13,137 |
-12.7% |
596,975 |
|
Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9909 |
0.9882 |
0.9784 |
|
R3 |
0.9860 |
0.9833 |
0.9770 |
|
R2 |
0.9811 |
0.9811 |
0.9766 |
|
R1 |
0.9784 |
0.9784 |
0.9761 |
0.9798 |
PP |
0.9762 |
0.9762 |
0.9762 |
0.9769 |
S1 |
0.9735 |
0.9735 |
0.9753 |
0.9749 |
S2 |
0.9713 |
0.9713 |
0.9748 |
|
S3 |
0.9664 |
0.9686 |
0.9744 |
|
S4 |
0.9615 |
0.9637 |
0.9730 |
|
|
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% |
0.0074 |
0.8% |
23% |
False |
False |
137,525 |
10 |
0.9865 |
0.9725 |
0.0140 |
1.4% |
0.0069 |
0.7% |
23% |
False |
False |
127,772 |
20 |
0.9927 |
0.9672 |
0.0255 |
2.6% |
0.0087 |
0.9% |
33% |
False |
False |
165,104 |
40 |
0.9927 |
0.9486 |
0.0441 |
4.5% |
0.0084 |
0.9% |
61% |
False |
False |
145,199 |
60 |
0.9927 |
0.9486 |
0.0441 |
4.5% |
0.0083 |
0.9% |
61% |
False |
False |
116,775 |
80 |
1.0250 |
0.9486 |
0.0764 |
7.8% |
0.0079 |
0.8% |
35% |
False |
False |
87,727 |
100 |
1.0358 |
0.9486 |
0.0872 |
8.9% |
0.0075 |
0.8% |
31% |
False |
False |
70,204 |
120 |
1.0358 |
0.9486 |
0.0872 |
8.9% |
0.0072 |
0.7% |
31% |
False |
False |
58,514 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9997 |
2.618 |
0.9917 |
1.618 |
0.9868 |
1.000 |
0.9838 |
0.618 |
0.9819 |
HIGH |
0.9789 |
0.618 |
0.9770 |
0.500 |
0.9765 |
0.382 |
0.9759 |
LOW |
0.9740 |
0.618 |
0.9710 |
1.000 |
0.9691 |
1.618 |
0.9661 |
2.618 |
0.9612 |
4.250 |
0.9532 |
|
|
Fisher Pivots for day following 24-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9765 |
0.9781 |
PP |
0.9762 |
0.9773 |
S1 |
0.9760 |
0.9765 |
|