CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 05-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2014 |
05-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9864 |
0.9786 |
-0.0078 |
-0.8% |
0.9758 |
| High |
0.9865 |
0.9797 |
-0.0068 |
-0.7% |
0.9851 |
| Low |
0.9782 |
0.9757 |
-0.0025 |
-0.3% |
0.9746 |
| Close |
0.9785 |
0.9779 |
-0.0006 |
-0.1% |
0.9830 |
| Range |
0.0083 |
0.0040 |
-0.0043 |
-51.8% |
0.0105 |
| ATR |
0.0073 |
0.0070 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
3,496 |
3,327 |
-169 |
-4.8% |
7,178 |
|
| Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9898 |
0.9878 |
0.9801 |
|
| R3 |
0.9858 |
0.9838 |
0.9790 |
|
| R2 |
0.9818 |
0.9818 |
0.9786 |
|
| R1 |
0.9798 |
0.9798 |
0.9783 |
0.9788 |
| PP |
0.9778 |
0.9778 |
0.9778 |
0.9773 |
| S1 |
0.9758 |
0.9758 |
0.9775 |
0.9748 |
| S2 |
0.9738 |
0.9738 |
0.9772 |
|
| S3 |
0.9698 |
0.9718 |
0.9768 |
|
| S4 |
0.9658 |
0.9678 |
0.9757 |
|
|
| 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 |
0.9757 |
0.0132 |
1.3% |
0.0064 |
0.7% |
17% |
False |
True |
2,864 |
| 10 |
0.9889 |
0.9731 |
0.0158 |
1.6% |
0.0061 |
0.6% |
30% |
False |
False |
1,746 |
| 20 |
0.9925 |
0.9731 |
0.0194 |
2.0% |
0.0069 |
0.7% |
25% |
False |
False |
1,115 |
| 40 |
0.9930 |
0.9512 |
0.0418 |
4.3% |
0.0075 |
0.8% |
64% |
False |
False |
657 |
| 60 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0067 |
0.7% |
65% |
False |
False |
462 |
| 80 |
1.0232 |
0.9495 |
0.0737 |
7.5% |
0.0057 |
0.6% |
39% |
False |
False |
348 |
| 100 |
1.0293 |
0.9495 |
0.0798 |
8.2% |
0.0046 |
0.5% |
36% |
False |
False |
279 |
| 120 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0039 |
0.4% |
33% |
False |
False |
233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9967 |
|
2.618 |
0.9902 |
|
1.618 |
0.9862 |
|
1.000 |
0.9837 |
|
0.618 |
0.9822 |
|
HIGH |
0.9797 |
|
0.618 |
0.9782 |
|
0.500 |
0.9777 |
|
0.382 |
0.9772 |
|
LOW |
0.9757 |
|
0.618 |
0.9732 |
|
1.000 |
0.9717 |
|
1.618 |
0.9692 |
|
2.618 |
0.9652 |
|
4.250 |
0.9587 |
|
|
| Fisher Pivots for day following 05-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9778 |
0.9823 |
| PP |
0.9778 |
0.9808 |
| S1 |
0.9777 |
0.9794 |
|