CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 11-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9694 |
0.9684 |
-0.0010 |
-0.1% |
0.9840 |
| High |
0.9714 |
0.9724 |
0.0010 |
0.1% |
0.9882 |
| Low |
0.9671 |
0.9668 |
-0.0003 |
0.0% |
0.9637 |
| Close |
0.9691 |
0.9718 |
0.0027 |
0.3% |
0.9681 |
| Range |
0.0043 |
0.0056 |
0.0013 |
30.2% |
0.0245 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
117,213 |
151,075 |
33,862 |
28.9% |
726,538 |
|
| Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9871 |
0.9851 |
0.9749 |
|
| R3 |
0.9815 |
0.9795 |
0.9733 |
|
| R2 |
0.9759 |
0.9759 |
0.9728 |
|
| R1 |
0.9739 |
0.9739 |
0.9723 |
0.9749 |
| PP |
0.9703 |
0.9703 |
0.9703 |
0.9709 |
| S1 |
0.9683 |
0.9683 |
0.9713 |
0.9693 |
| S2 |
0.9647 |
0.9647 |
0.9708 |
|
| S3 |
0.9591 |
0.9627 |
0.9703 |
|
| S4 |
0.9535 |
0.9571 |
0.9687 |
|
|
| 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 |
0.9793 |
0.9637 |
0.0156 |
1.6% |
0.0062 |
0.6% |
52% |
False |
False |
141,636 |
| 10 |
0.9882 |
0.9637 |
0.0245 |
2.5% |
0.0063 |
0.6% |
33% |
False |
False |
144,859 |
| 20 |
0.9882 |
0.9637 |
0.0245 |
2.5% |
0.0066 |
0.7% |
33% |
False |
False |
136,805 |
| 40 |
0.9927 |
0.9533 |
0.0394 |
4.1% |
0.0082 |
0.8% |
47% |
False |
False |
157,612 |
| 60 |
0.9927 |
0.9486 |
0.0441 |
4.5% |
0.0079 |
0.8% |
53% |
False |
False |
138,924 |
| 80 |
1.0106 |
0.9486 |
0.0620 |
6.4% |
0.0078 |
0.8% |
37% |
False |
False |
107,123 |
| 100 |
1.0318 |
0.9486 |
0.0832 |
8.6% |
0.0075 |
0.8% |
28% |
False |
False |
85,730 |
| 120 |
1.0358 |
0.9486 |
0.0872 |
9.0% |
0.0075 |
0.8% |
27% |
False |
False |
71,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9962 |
|
2.618 |
0.9871 |
|
1.618 |
0.9815 |
|
1.000 |
0.9780 |
|
0.618 |
0.9759 |
|
HIGH |
0.9724 |
|
0.618 |
0.9703 |
|
0.500 |
0.9696 |
|
0.382 |
0.9689 |
|
LOW |
0.9668 |
|
0.618 |
0.9633 |
|
1.000 |
0.9612 |
|
1.618 |
0.9577 |
|
2.618 |
0.9521 |
|
4.250 |
0.9430 |
|
|
| Fisher Pivots for day following 11-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9711 |
0.9706 |
| PP |
0.9703 |
0.9693 |
| S1 |
0.9696 |
0.9681 |
|