CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 24-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9768 |
0.9785 |
0.0017 |
0.2% |
0.9867 |
| High |
0.9807 |
0.9796 |
-0.0011 |
-0.1% |
0.9881 |
| Low |
0.9764 |
0.9746 |
-0.0018 |
-0.2% |
0.9742 |
| Close |
0.9787 |
0.9785 |
-0.0002 |
0.0% |
0.9787 |
| Range |
0.0043 |
0.0050 |
0.0007 |
16.3% |
0.0139 |
| ATR |
0.0071 |
0.0070 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
82,680 |
114,928 |
32,248 |
39.0% |
576,728 |
|
| Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9926 |
0.9905 |
0.9813 |
|
| R3 |
0.9876 |
0.9855 |
0.9799 |
|
| R2 |
0.9826 |
0.9826 |
0.9794 |
|
| R1 |
0.9805 |
0.9805 |
0.9790 |
0.9810 |
| PP |
0.9776 |
0.9776 |
0.9776 |
0.9778 |
| S1 |
0.9755 |
0.9755 |
0.9780 |
0.9760 |
| S2 |
0.9726 |
0.9726 |
0.9776 |
|
| S3 |
0.9676 |
0.9705 |
0.9771 |
|
| S4 |
0.9626 |
0.9655 |
0.9758 |
|
|
| 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% |
0.0065 |
0.7% |
31% |
False |
False |
117,004 |
| 10 |
0.9886 |
0.9673 |
0.0213 |
2.2% |
0.0069 |
0.7% |
53% |
False |
False |
115,109 |
| 20 |
0.9889 |
0.9641 |
0.0248 |
2.5% |
0.0069 |
0.7% |
58% |
False |
False |
60,627 |
| 40 |
0.9930 |
0.9641 |
0.0289 |
3.0% |
0.0075 |
0.8% |
50% |
False |
False |
30,529 |
| 60 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0071 |
0.7% |
67% |
False |
False |
20,394 |
| 80 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0065 |
0.7% |
67% |
False |
False |
15,309 |
| 100 |
1.0232 |
0.9495 |
0.0737 |
7.5% |
0.0055 |
0.6% |
39% |
False |
False |
12,247 |
| 120 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0046 |
0.5% |
34% |
False |
False |
10,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0009 |
|
2.618 |
0.9927 |
|
1.618 |
0.9877 |
|
1.000 |
0.9846 |
|
0.618 |
0.9827 |
|
HIGH |
0.9796 |
|
0.618 |
0.9777 |
|
0.500 |
0.9771 |
|
0.382 |
0.9765 |
|
LOW |
0.9746 |
|
0.618 |
0.9715 |
|
1.000 |
0.9696 |
|
1.618 |
0.9665 |
|
2.618 |
0.9615 |
|
4.250 |
0.9534 |
|
|
| Fisher Pivots for day following 24-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9780 |
0.9782 |
| PP |
0.9776 |
0.9779 |
| S1 |
0.9771 |
0.9777 |
|