CME Japanese Yen Future June 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 |
0.9699 |
0.9688 |
-0.0011 |
-0.1% |
0.9853 |
| High |
0.9719 |
0.9728 |
0.0009 |
0.1% |
0.9889 |
| Low |
0.9676 |
0.9673 |
-0.0003 |
0.0% |
0.9641 |
| Close |
0.9695 |
0.9722 |
0.0027 |
0.3% |
0.9685 |
| Range |
0.0043 |
0.0055 |
0.0012 |
27.9% |
0.0248 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
23,546 |
47,185 |
23,639 |
100.4% |
31,063 |
|
| Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9873 |
0.9852 |
0.9752 |
|
| R3 |
0.9818 |
0.9797 |
0.9737 |
|
| R2 |
0.9763 |
0.9763 |
0.9732 |
|
| R1 |
0.9742 |
0.9742 |
0.9727 |
0.9753 |
| PP |
0.9708 |
0.9708 |
0.9708 |
0.9713 |
| S1 |
0.9687 |
0.9687 |
0.9717 |
0.9698 |
| S2 |
0.9653 |
0.9653 |
0.9712 |
|
| S3 |
0.9598 |
0.9632 |
0.9707 |
|
| S4 |
0.9543 |
0.9577 |
0.9692 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0482 |
1.0332 |
0.9821 |
|
| R3 |
1.0234 |
1.0084 |
0.9753 |
|
| R2 |
0.9986 |
0.9986 |
0.9730 |
|
| R1 |
0.9836 |
0.9836 |
0.9708 |
0.9787 |
| PP |
0.9738 |
0.9738 |
0.9738 |
0.9714 |
| S1 |
0.9588 |
0.9588 |
0.9662 |
0.9539 |
| S2 |
0.9490 |
0.9490 |
0.9640 |
|
| S3 |
0.9242 |
0.9340 |
0.9617 |
|
| S4 |
0.8994 |
0.9092 |
0.9549 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9797 |
0.9641 |
0.0156 |
1.6% |
0.0070 |
0.7% |
52% |
False |
False |
19,270 |
| 10 |
0.9889 |
0.9641 |
0.0248 |
2.6% |
0.0068 |
0.7% |
33% |
False |
False |
10,808 |
| 20 |
0.9889 |
0.9641 |
0.0248 |
2.6% |
0.0068 |
0.7% |
33% |
False |
False |
5,695 |
| 40 |
0.9930 |
0.9548 |
0.0382 |
3.9% |
0.0077 |
0.8% |
46% |
False |
False |
2,971 |
| 60 |
0.9930 |
0.9495 |
0.0435 |
4.5% |
0.0068 |
0.7% |
52% |
False |
False |
2,011 |
| 80 |
1.0078 |
0.9495 |
0.0583 |
6.0% |
0.0059 |
0.6% |
39% |
False |
False |
1,510 |
| 100 |
1.0293 |
0.9495 |
0.0798 |
8.2% |
0.0049 |
0.5% |
28% |
False |
False |
1,209 |
| 120 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0041 |
0.4% |
27% |
False |
False |
1,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9962 |
|
2.618 |
0.9872 |
|
1.618 |
0.9817 |
|
1.000 |
0.9783 |
|
0.618 |
0.9762 |
|
HIGH |
0.9728 |
|
0.618 |
0.9707 |
|
0.500 |
0.9701 |
|
0.382 |
0.9694 |
|
LOW |
0.9673 |
|
0.618 |
0.9639 |
|
1.000 |
0.9618 |
|
1.618 |
0.9584 |
|
2.618 |
0.9529 |
|
4.250 |
0.9439 |
|
|
| Fisher Pivots for day following 11-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9715 |
0.9710 |
| PP |
0.9708 |
0.9697 |
| S1 |
0.9701 |
0.9685 |
|