CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 10-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9702 |
0.9694 |
-0.0008 |
-0.1% |
0.9840 |
| High |
0.9724 |
0.9714 |
-0.0010 |
-0.1% |
0.9882 |
| Low |
0.9637 |
0.9671 |
0.0034 |
0.4% |
0.9637 |
| Close |
0.9681 |
0.9691 |
0.0010 |
0.1% |
0.9681 |
| Range |
0.0087 |
0.0043 |
-0.0044 |
-50.6% |
0.0245 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
156,252 |
117,213 |
-39,039 |
-25.0% |
726,538 |
|
| Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9821 |
0.9799 |
0.9715 |
|
| R3 |
0.9778 |
0.9756 |
0.9703 |
|
| R2 |
0.9735 |
0.9735 |
0.9699 |
|
| R1 |
0.9713 |
0.9713 |
0.9695 |
0.9703 |
| PP |
0.9692 |
0.9692 |
0.9692 |
0.9687 |
| S1 |
0.9670 |
0.9670 |
0.9687 |
0.9660 |
| S2 |
0.9649 |
0.9649 |
0.9683 |
|
| S3 |
0.9606 |
0.9627 |
0.9679 |
|
| S4 |
0.9563 |
0.9584 |
0.9667 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0468 |
1.0320 |
0.9816 |
|
| R3 |
1.0223 |
1.0075 |
0.9748 |
|
| R2 |
0.9978 |
0.9978 |
0.9726 |
|
| R1 |
0.9830 |
0.9830 |
0.9703 |
0.9782 |
| PP |
0.9733 |
0.9733 |
0.9733 |
0.9709 |
| S1 |
0.9585 |
0.9585 |
0.9659 |
0.9537 |
| S2 |
0.9488 |
0.9488 |
0.9636 |
|
| S3 |
0.9243 |
0.9340 |
0.9614 |
|
| S4 |
0.8998 |
0.9095 |
0.9546 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9862 |
0.9637 |
0.0225 |
2.3% |
0.0068 |
0.7% |
24% |
False |
False |
138,833 |
| 10 |
0.9882 |
0.9637 |
0.0245 |
2.5% |
0.0064 |
0.7% |
22% |
False |
False |
140,301 |
| 20 |
0.9882 |
0.9637 |
0.0245 |
2.5% |
0.0067 |
0.7% |
22% |
False |
False |
134,037 |
| 40 |
0.9927 |
0.9490 |
0.0437 |
4.5% |
0.0085 |
0.9% |
46% |
False |
False |
158,798 |
| 60 |
0.9927 |
0.9486 |
0.0441 |
4.6% |
0.0080 |
0.8% |
46% |
False |
False |
138,097 |
| 80 |
1.0106 |
0.9486 |
0.0620 |
6.4% |
0.0078 |
0.8% |
33% |
False |
False |
105,237 |
| 100 |
1.0318 |
0.9486 |
0.0832 |
8.6% |
0.0075 |
0.8% |
25% |
False |
False |
84,220 |
| 120 |
1.0358 |
0.9486 |
0.0872 |
9.0% |
0.0074 |
0.8% |
24% |
False |
False |
70,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9897 |
|
2.618 |
0.9827 |
|
1.618 |
0.9784 |
|
1.000 |
0.9757 |
|
0.618 |
0.9741 |
|
HIGH |
0.9714 |
|
0.618 |
0.9698 |
|
0.500 |
0.9693 |
|
0.382 |
0.9687 |
|
LOW |
0.9671 |
|
0.618 |
0.9644 |
|
1.000 |
0.9628 |
|
1.618 |
0.9601 |
|
2.618 |
0.9558 |
|
4.250 |
0.9488 |
|
|
| Fisher Pivots for day following 10-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9693 |
0.9706 |
| PP |
0.9692 |
0.9701 |
| S1 |
0.9692 |
0.9696 |
|