CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 21-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2014 |
21-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9769 |
0.9768 |
-0.0001 |
0.0% |
0.9867 |
| High |
0.9788 |
0.9807 |
0.0019 |
0.2% |
0.9881 |
| Low |
0.9756 |
0.9764 |
0.0008 |
0.1% |
0.9742 |
| Close |
0.9764 |
0.9787 |
0.0023 |
0.2% |
0.9787 |
| Range |
0.0032 |
0.0043 |
0.0011 |
34.4% |
0.0139 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
112,741 |
82,680 |
-30,061 |
-26.7% |
576,728 |
|
| Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9915 |
0.9894 |
0.9811 |
|
| R3 |
0.9872 |
0.9851 |
0.9799 |
|
| R2 |
0.9829 |
0.9829 |
0.9795 |
|
| R1 |
0.9808 |
0.9808 |
0.9791 |
0.9819 |
| PP |
0.9786 |
0.9786 |
0.9786 |
0.9791 |
| S1 |
0.9765 |
0.9765 |
0.9783 |
0.9776 |
| S2 |
0.9743 |
0.9743 |
0.9779 |
|
| S3 |
0.9700 |
0.9722 |
0.9775 |
|
| S4 |
0.9657 |
0.9679 |
0.9763 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0220 |
1.0143 |
0.9863 |
|
| R3 |
1.0081 |
1.0004 |
0.9825 |
|
| R2 |
0.9942 |
0.9942 |
0.9812 |
|
| R1 |
0.9865 |
0.9865 |
0.9800 |
0.9834 |
| PP |
0.9803 |
0.9803 |
0.9803 |
0.9788 |
| S1 |
0.9726 |
0.9726 |
0.9774 |
0.9695 |
| S2 |
0.9664 |
0.9664 |
0.9762 |
|
| S3 |
0.9525 |
0.9587 |
0.9749 |
|
| S4 |
0.9386 |
0.9448 |
0.9711 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9881 |
0.9742 |
0.0139 |
1.4% |
0.0067 |
0.7% |
32% |
False |
False |
115,345 |
| 10 |
0.9886 |
0.9673 |
0.0213 |
2.2% |
0.0068 |
0.7% |
54% |
False |
False |
105,970 |
| 20 |
0.9889 |
0.9641 |
0.0248 |
2.5% |
0.0069 |
0.7% |
59% |
False |
False |
54,897 |
| 40 |
0.9930 |
0.9641 |
0.0289 |
3.0% |
0.0077 |
0.8% |
51% |
False |
False |
27,670 |
| 60 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0071 |
0.7% |
67% |
False |
False |
18,480 |
| 80 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0064 |
0.7% |
67% |
False |
False |
13,872 |
| 100 |
1.0255 |
0.9495 |
0.0760 |
7.8% |
0.0054 |
0.6% |
38% |
False |
False |
11,098 |
| 120 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0046 |
0.5% |
34% |
False |
False |
9,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9990 |
|
2.618 |
0.9920 |
|
1.618 |
0.9877 |
|
1.000 |
0.9850 |
|
0.618 |
0.9834 |
|
HIGH |
0.9807 |
|
0.618 |
0.9791 |
|
0.500 |
0.9786 |
|
0.382 |
0.9780 |
|
LOW |
0.9764 |
|
0.618 |
0.9737 |
|
1.000 |
0.9721 |
|
1.618 |
0.9694 |
|
2.618 |
0.9651 |
|
4.250 |
0.9581 |
|
|
| Fisher Pivots for day following 21-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9787 |
0.9810 |
| PP |
0.9786 |
0.9802 |
| S1 |
0.9786 |
0.9795 |
|