CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 06-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2014 |
06-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9786 |
0.9774 |
-0.0012 |
-0.1% |
0.9758 |
| High |
0.9797 |
0.9779 |
-0.0018 |
-0.2% |
0.9851 |
| Low |
0.9757 |
0.9657 |
-0.0100 |
-1.0% |
0.9746 |
| Close |
0.9779 |
0.9709 |
-0.0070 |
-0.7% |
0.9830 |
| Range |
0.0040 |
0.0122 |
0.0082 |
205.0% |
0.0105 |
| ATR |
0.0070 |
0.0074 |
0.0004 |
5.2% |
0.0000 |
| Volume |
3,327 |
14,646 |
11,319 |
340.2% |
7,178 |
|
| Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0081 |
1.0017 |
0.9776 |
|
| R3 |
0.9959 |
0.9895 |
0.9743 |
|
| R2 |
0.9837 |
0.9837 |
0.9731 |
|
| R1 |
0.9773 |
0.9773 |
0.9720 |
0.9744 |
| PP |
0.9715 |
0.9715 |
0.9715 |
0.9701 |
| S1 |
0.9651 |
0.9651 |
0.9698 |
0.9622 |
| S2 |
0.9593 |
0.9593 |
0.9687 |
|
| S3 |
0.9471 |
0.9529 |
0.9675 |
|
| S4 |
0.9349 |
0.9407 |
0.9642 |
|
|
| 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 |
0.9657 |
0.0232 |
2.4% |
0.0075 |
0.8% |
22% |
False |
True |
5,342 |
| 10 |
0.9889 |
0.9657 |
0.0232 |
2.4% |
0.0066 |
0.7% |
22% |
False |
True |
3,161 |
| 20 |
0.9889 |
0.9657 |
0.0232 |
2.4% |
0.0071 |
0.7% |
22% |
False |
True |
1,837 |
| 40 |
0.9930 |
0.9512 |
0.0418 |
4.3% |
0.0078 |
0.8% |
47% |
False |
False |
1,020 |
| 60 |
0.9930 |
0.9495 |
0.0435 |
4.5% |
0.0067 |
0.7% |
49% |
False |
False |
706 |
| 80 |
1.0103 |
0.9495 |
0.0608 |
6.3% |
0.0057 |
0.6% |
35% |
False |
False |
531 |
| 100 |
1.0293 |
0.9495 |
0.0798 |
8.2% |
0.0047 |
0.5% |
27% |
False |
False |
425 |
| 120 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0040 |
0.4% |
25% |
False |
False |
355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0298 |
|
2.618 |
1.0098 |
|
1.618 |
0.9976 |
|
1.000 |
0.9901 |
|
0.618 |
0.9854 |
|
HIGH |
0.9779 |
|
0.618 |
0.9732 |
|
0.500 |
0.9718 |
|
0.382 |
0.9704 |
|
LOW |
0.9657 |
|
0.618 |
0.9582 |
|
1.000 |
0.9535 |
|
1.618 |
0.9460 |
|
2.618 |
0.9338 |
|
4.250 |
0.9139 |
|
|
| Fisher Pivots for day following 06-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9718 |
0.9761 |
| PP |
0.9715 |
0.9744 |
| S1 |
0.9712 |
0.9726 |
|