CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 18-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9867 |
0.9828 |
-0.0039 |
-0.4% |
0.9699 |
| High |
0.9878 |
0.9881 |
0.0003 |
0.0% |
0.9886 |
| Low |
0.9821 |
0.9814 |
-0.0007 |
-0.1% |
0.9673 |
| Close |
0.9835 |
0.9855 |
0.0020 |
0.2% |
0.9879 |
| Range |
0.0057 |
0.0067 |
0.0010 |
17.5% |
0.0213 |
| ATR |
0.0073 |
0.0072 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
106,634 |
130,503 |
23,869 |
22.4% |
482,980 |
|
| Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0051 |
1.0020 |
0.9892 |
|
| R3 |
0.9984 |
0.9953 |
0.9873 |
|
| R2 |
0.9917 |
0.9917 |
0.9867 |
|
| R1 |
0.9886 |
0.9886 |
0.9861 |
0.9902 |
| PP |
0.9850 |
0.9850 |
0.9850 |
0.9858 |
| S1 |
0.9819 |
0.9819 |
0.9849 |
0.9835 |
| S2 |
0.9783 |
0.9783 |
0.9843 |
|
| S3 |
0.9716 |
0.9752 |
0.9837 |
|
| S4 |
0.9649 |
0.9685 |
0.9818 |
|
|
| 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 |
0.9704 |
0.0182 |
1.8% |
0.0074 |
0.8% |
83% |
False |
False |
129,877 |
| 10 |
0.9886 |
0.9641 |
0.0245 |
2.5% |
0.0072 |
0.7% |
87% |
False |
False |
74,573 |
| 20 |
0.9889 |
0.9641 |
0.0248 |
2.5% |
0.0068 |
0.7% |
86% |
False |
False |
38,054 |
| 40 |
0.9930 |
0.9548 |
0.0382 |
3.9% |
0.0079 |
0.8% |
80% |
False |
False |
19,188 |
| 60 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0069 |
0.7% |
83% |
False |
False |
12,826 |
| 80 |
1.0005 |
0.9495 |
0.0510 |
5.2% |
0.0063 |
0.6% |
71% |
False |
False |
9,627 |
| 100 |
1.0293 |
0.9495 |
0.0798 |
8.1% |
0.0052 |
0.5% |
45% |
False |
False |
7,702 |
| 120 |
1.0343 |
0.9495 |
0.0848 |
8.6% |
0.0044 |
0.4% |
42% |
False |
False |
6,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0166 |
|
2.618 |
1.0056 |
|
1.618 |
0.9989 |
|
1.000 |
0.9948 |
|
0.618 |
0.9922 |
|
HIGH |
0.9881 |
|
0.618 |
0.9855 |
|
0.500 |
0.9848 |
|
0.382 |
0.9840 |
|
LOW |
0.9814 |
|
0.618 |
0.9773 |
|
1.000 |
0.9747 |
|
1.618 |
0.9706 |
|
2.618 |
0.9639 |
|
4.250 |
0.9529 |
|
|
| Fisher Pivots for day following 18-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9853 |
0.9853 |
| PP |
0.9850 |
0.9852 |
| S1 |
0.9848 |
0.9850 |
|