CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 12-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9688 |
0.9715 |
0.0027 |
0.3% |
0.9853 |
| High |
0.9728 |
0.9756 |
0.0028 |
0.3% |
0.9889 |
| Low |
0.9673 |
0.9704 |
0.0031 |
0.3% |
0.9641 |
| Close |
0.9722 |
0.9743 |
0.0021 |
0.2% |
0.9685 |
| Range |
0.0055 |
0.0052 |
-0.0003 |
-5.5% |
0.0248 |
| ATR |
0.0072 |
0.0070 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
47,185 |
90,332 |
43,147 |
91.4% |
31,063 |
|
| Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9890 |
0.9869 |
0.9772 |
|
| R3 |
0.9838 |
0.9817 |
0.9757 |
|
| R2 |
0.9786 |
0.9786 |
0.9753 |
|
| R1 |
0.9765 |
0.9765 |
0.9748 |
0.9776 |
| PP |
0.9734 |
0.9734 |
0.9734 |
0.9740 |
| S1 |
0.9713 |
0.9713 |
0.9738 |
0.9724 |
| S2 |
0.9682 |
0.9682 |
0.9733 |
|
| S3 |
0.9630 |
0.9661 |
0.9729 |
|
| S4 |
0.9578 |
0.9609 |
0.9714 |
|
|
| 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 |
0.9779 |
0.9641 |
0.0138 |
1.4% |
0.0072 |
0.7% |
74% |
False |
False |
36,671 |
| 10 |
0.9889 |
0.9641 |
0.0248 |
2.5% |
0.0068 |
0.7% |
41% |
False |
False |
19,767 |
| 20 |
0.9889 |
0.9641 |
0.0248 |
2.5% |
0.0068 |
0.7% |
41% |
False |
False |
10,204 |
| 40 |
0.9930 |
0.9548 |
0.0382 |
3.9% |
0.0077 |
0.8% |
51% |
False |
False |
5,224 |
| 60 |
0.9930 |
0.9495 |
0.0435 |
4.5% |
0.0068 |
0.7% |
57% |
False |
False |
3,516 |
| 80 |
1.0050 |
0.9495 |
0.0555 |
5.7% |
0.0060 |
0.6% |
45% |
False |
False |
2,639 |
| 100 |
1.0293 |
0.9495 |
0.0798 |
8.2% |
0.0049 |
0.5% |
31% |
False |
False |
2,112 |
| 120 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0042 |
0.4% |
29% |
False |
False |
1,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9977 |
|
2.618 |
0.9892 |
|
1.618 |
0.9840 |
|
1.000 |
0.9808 |
|
0.618 |
0.9788 |
|
HIGH |
0.9756 |
|
0.618 |
0.9736 |
|
0.500 |
0.9730 |
|
0.382 |
0.9724 |
|
LOW |
0.9704 |
|
0.618 |
0.9672 |
|
1.000 |
0.9652 |
|
1.618 |
0.9620 |
|
2.618 |
0.9568 |
|
4.250 |
0.9483 |
|
|
| Fisher Pivots for day following 12-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9739 |
0.9734 |
| PP |
0.9734 |
0.9724 |
| S1 |
0.9730 |
0.9715 |
|