CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 14-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9737 |
0.9822 |
0.0085 |
0.9% |
0.9699 |
| High |
0.9854 |
0.9886 |
0.0032 |
0.3% |
0.9886 |
| Low |
0.9726 |
0.9820 |
0.0094 |
1.0% |
0.9673 |
| Close |
0.9843 |
0.9879 |
0.0036 |
0.4% |
0.9879 |
| Range |
0.0128 |
0.0066 |
-0.0062 |
-48.4% |
0.0213 |
| ATR |
0.0074 |
0.0074 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
121,839 |
200,078 |
78,239 |
64.2% |
482,980 |
|
| Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0060 |
1.0035 |
0.9915 |
|
| R3 |
0.9994 |
0.9969 |
0.9897 |
|
| R2 |
0.9928 |
0.9928 |
0.9891 |
|
| R1 |
0.9903 |
0.9903 |
0.9885 |
0.9916 |
| PP |
0.9862 |
0.9862 |
0.9862 |
0.9868 |
| S1 |
0.9837 |
0.9837 |
0.9873 |
0.9850 |
| S2 |
0.9796 |
0.9796 |
0.9867 |
|
| S3 |
0.9730 |
0.9771 |
0.9861 |
|
| S4 |
0.9664 |
0.9705 |
0.9843 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0452 |
1.0378 |
0.9996 |
|
| R3 |
1.0239 |
1.0165 |
0.9938 |
|
| R2 |
1.0026 |
1.0026 |
0.9918 |
|
| R1 |
0.9952 |
0.9952 |
0.9899 |
0.9989 |
| PP |
0.9813 |
0.9813 |
0.9813 |
0.9831 |
| S1 |
0.9739 |
0.9739 |
0.9859 |
0.9776 |
| S2 |
0.9600 |
0.9600 |
0.9840 |
|
| S3 |
0.9387 |
0.9526 |
0.9820 |
|
| S4 |
0.9174 |
0.9313 |
0.9762 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9886 |
0.9673 |
0.0213 |
2.2% |
0.0069 |
0.7% |
97% |
True |
False |
96,596 |
| 10 |
0.9889 |
0.9641 |
0.0248 |
2.5% |
0.0074 |
0.7% |
96% |
False |
False |
51,404 |
| 20 |
0.9889 |
0.9641 |
0.0248 |
2.5% |
0.0072 |
0.7% |
96% |
False |
False |
26,239 |
| 40 |
0.9930 |
0.9548 |
0.0382 |
3.9% |
0.0078 |
0.8% |
87% |
False |
False |
13,264 |
| 60 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0070 |
0.7% |
88% |
False |
False |
8,880 |
| 80 |
1.0050 |
0.9495 |
0.0555 |
5.6% |
0.0062 |
0.6% |
69% |
False |
False |
6,663 |
| 100 |
1.0293 |
0.9495 |
0.0798 |
8.1% |
0.0051 |
0.5% |
48% |
False |
False |
5,331 |
| 120 |
1.0343 |
0.9495 |
0.0848 |
8.6% |
0.0043 |
0.4% |
45% |
False |
False |
4,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0167 |
|
2.618 |
1.0059 |
|
1.618 |
0.9993 |
|
1.000 |
0.9952 |
|
0.618 |
0.9927 |
|
HIGH |
0.9886 |
|
0.618 |
0.9861 |
|
0.500 |
0.9853 |
|
0.382 |
0.9845 |
|
LOW |
0.9820 |
|
0.618 |
0.9779 |
|
1.000 |
0.9754 |
|
1.618 |
0.9713 |
|
2.618 |
0.9647 |
|
4.250 |
0.9540 |
|
|
| Fisher Pivots for day following 14-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9870 |
0.9851 |
| PP |
0.9862 |
0.9823 |
| S1 |
0.9853 |
0.9795 |
|