CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 04-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2014 |
04-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9853 |
0.9864 |
0.0011 |
0.1% |
0.9758 |
| High |
0.9889 |
0.9865 |
-0.0024 |
-0.2% |
0.9851 |
| Low |
0.9830 |
0.9782 |
-0.0048 |
-0.5% |
0.9746 |
| Close |
0.9864 |
0.9785 |
-0.0079 |
-0.8% |
0.9830 |
| Range |
0.0059 |
0.0083 |
0.0024 |
40.7% |
0.0105 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
1.1% |
0.0000 |
| Volume |
1,948 |
3,496 |
1,548 |
79.5% |
7,178 |
|
| Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0060 |
1.0005 |
0.9831 |
|
| R3 |
0.9977 |
0.9922 |
0.9808 |
|
| R2 |
0.9894 |
0.9894 |
0.9800 |
|
| R1 |
0.9839 |
0.9839 |
0.9793 |
0.9825 |
| PP |
0.9811 |
0.9811 |
0.9811 |
0.9804 |
| S1 |
0.9756 |
0.9756 |
0.9777 |
0.9742 |
| S2 |
0.9728 |
0.9728 |
0.9770 |
|
| S3 |
0.9645 |
0.9673 |
0.9762 |
|
| S4 |
0.9562 |
0.9590 |
0.9739 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0124 |
1.0082 |
0.9888 |
|
| R3 |
1.0019 |
0.9977 |
0.9859 |
|
| R2 |
0.9914 |
0.9914 |
0.9849 |
|
| R1 |
0.9872 |
0.9872 |
0.9840 |
0.9893 |
| PP |
0.9809 |
0.9809 |
0.9809 |
0.9820 |
| S1 |
0.9767 |
0.9767 |
0.9820 |
0.9788 |
| S2 |
0.9704 |
0.9704 |
0.9811 |
|
| S3 |
0.9599 |
0.9662 |
0.9801 |
|
| S4 |
0.9494 |
0.9557 |
0.9772 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9889 |
0.9751 |
0.0138 |
1.4% |
0.0066 |
0.7% |
25% |
False |
False |
2,346 |
| 10 |
0.9889 |
0.9731 |
0.0158 |
1.6% |
0.0064 |
0.7% |
34% |
False |
False |
1,535 |
| 20 |
0.9930 |
0.9731 |
0.0199 |
2.0% |
0.0072 |
0.7% |
27% |
False |
False |
967 |
| 40 |
0.9930 |
0.9512 |
0.0418 |
4.3% |
0.0076 |
0.8% |
65% |
False |
False |
577 |
| 60 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0067 |
0.7% |
67% |
False |
False |
407 |
| 80 |
1.0232 |
0.9495 |
0.0737 |
7.5% |
0.0056 |
0.6% |
39% |
False |
False |
306 |
| 100 |
1.0305 |
0.9495 |
0.0810 |
8.3% |
0.0046 |
0.5% |
36% |
False |
False |
245 |
| 120 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0038 |
0.4% |
34% |
False |
False |
206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0218 |
|
2.618 |
1.0082 |
|
1.618 |
0.9999 |
|
1.000 |
0.9948 |
|
0.618 |
0.9916 |
|
HIGH |
0.9865 |
|
0.618 |
0.9833 |
|
0.500 |
0.9824 |
|
0.382 |
0.9814 |
|
LOW |
0.9782 |
|
0.618 |
0.9731 |
|
1.000 |
0.9699 |
|
1.618 |
0.9648 |
|
2.618 |
0.9565 |
|
4.250 |
0.9429 |
|
|
| Fisher Pivots for day following 04-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9824 |
0.9835 |
| PP |
0.9811 |
0.9818 |
| S1 |
0.9798 |
0.9802 |
|