CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 19-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9828 |
0.9863 |
0.0035 |
0.4% |
0.9699 |
| High |
0.9881 |
0.9877 |
-0.0004 |
0.0% |
0.9886 |
| Low |
0.9814 |
0.9742 |
-0.0072 |
-0.7% |
0.9673 |
| Close |
0.9855 |
0.9761 |
-0.0094 |
-1.0% |
0.9879 |
| Range |
0.0067 |
0.0135 |
0.0068 |
101.5% |
0.0213 |
| ATR |
0.0072 |
0.0077 |
0.0004 |
6.2% |
0.0000 |
| Volume |
130,503 |
144,170 |
13,667 |
10.5% |
482,980 |
|
| Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0198 |
1.0115 |
0.9835 |
|
| R3 |
1.0063 |
0.9980 |
0.9798 |
|
| R2 |
0.9928 |
0.9928 |
0.9786 |
|
| R1 |
0.9845 |
0.9845 |
0.9773 |
0.9819 |
| PP |
0.9793 |
0.9793 |
0.9793 |
0.9781 |
| S1 |
0.9710 |
0.9710 |
0.9749 |
0.9684 |
| S2 |
0.9658 |
0.9658 |
0.9736 |
|
| S3 |
0.9523 |
0.9575 |
0.9724 |
|
| S4 |
0.9388 |
0.9440 |
0.9687 |
|
|
| 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 |
0.9726 |
0.0160 |
1.6% |
0.0091 |
0.9% |
22% |
False |
False |
140,644 |
| 10 |
0.9886 |
0.9641 |
0.0245 |
2.5% |
0.0081 |
0.8% |
49% |
False |
False |
88,657 |
| 20 |
0.9889 |
0.9641 |
0.0248 |
2.5% |
0.0071 |
0.7% |
48% |
False |
False |
45,201 |
| 40 |
0.9930 |
0.9548 |
0.0382 |
3.9% |
0.0081 |
0.8% |
56% |
False |
False |
22,791 |
| 60 |
0.9930 |
0.9495 |
0.0435 |
4.5% |
0.0071 |
0.7% |
61% |
False |
False |
15,227 |
| 80 |
0.9977 |
0.9495 |
0.0482 |
4.9% |
0.0065 |
0.7% |
55% |
False |
False |
11,430 |
| 100 |
1.0290 |
0.9495 |
0.0795 |
8.1% |
0.0054 |
0.5% |
33% |
False |
False |
9,144 |
| 120 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0045 |
0.5% |
31% |
False |
False |
7,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0451 |
|
2.618 |
1.0230 |
|
1.618 |
1.0095 |
|
1.000 |
1.0012 |
|
0.618 |
0.9960 |
|
HIGH |
0.9877 |
|
0.618 |
0.9825 |
|
0.500 |
0.9810 |
|
0.382 |
0.9794 |
|
LOW |
0.9742 |
|
0.618 |
0.9659 |
|
1.000 |
0.9607 |
|
1.618 |
0.9524 |
|
2.618 |
0.9389 |
|
4.250 |
0.9168 |
|
|
| Fisher Pivots for day following 19-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9810 |
0.9812 |
| PP |
0.9793 |
0.9795 |
| S1 |
0.9777 |
0.9778 |
|