CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 25-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2014 |
25-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9785 |
0.9787 |
0.0002 |
0.0% |
0.9867 |
| High |
0.9796 |
0.9799 |
0.0003 |
0.0% |
0.9881 |
| Low |
0.9746 |
0.9760 |
0.0014 |
0.1% |
0.9742 |
| Close |
0.9785 |
0.9783 |
-0.0002 |
0.0% |
0.9787 |
| Range |
0.0050 |
0.0039 |
-0.0011 |
-22.0% |
0.0139 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
114,928 |
99,242 |
-15,686 |
-13.6% |
576,728 |
|
| Daily Pivots for day following 25-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9898 |
0.9879 |
0.9804 |
|
| R3 |
0.9859 |
0.9840 |
0.9794 |
|
| R2 |
0.9820 |
0.9820 |
0.9790 |
|
| R1 |
0.9801 |
0.9801 |
0.9787 |
0.9791 |
| PP |
0.9781 |
0.9781 |
0.9781 |
0.9776 |
| S1 |
0.9762 |
0.9762 |
0.9779 |
0.9752 |
| S2 |
0.9742 |
0.9742 |
0.9776 |
|
| S3 |
0.9703 |
0.9723 |
0.9772 |
|
| S4 |
0.9664 |
0.9684 |
0.9762 |
|
|
| 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 |
0.9877 |
0.9742 |
0.0135 |
1.4% |
0.0060 |
0.6% |
30% |
False |
False |
110,752 |
| 10 |
0.9886 |
0.9704 |
0.0182 |
1.9% |
0.0067 |
0.7% |
43% |
False |
False |
120,314 |
| 20 |
0.9889 |
0.9641 |
0.0248 |
2.5% |
0.0067 |
0.7% |
57% |
False |
False |
65,561 |
| 40 |
0.9930 |
0.9641 |
0.0289 |
3.0% |
0.0074 |
0.8% |
49% |
False |
False |
32,993 |
| 60 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0072 |
0.7% |
66% |
False |
False |
22,048 |
| 80 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0065 |
0.7% |
66% |
False |
False |
16,549 |
| 100 |
1.0232 |
0.9495 |
0.0737 |
7.5% |
0.0055 |
0.6% |
39% |
False |
False |
13,240 |
| 120 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0047 |
0.5% |
34% |
False |
False |
11,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9965 |
|
2.618 |
0.9901 |
|
1.618 |
0.9862 |
|
1.000 |
0.9838 |
|
0.618 |
0.9823 |
|
HIGH |
0.9799 |
|
0.618 |
0.9784 |
|
0.500 |
0.9780 |
|
0.382 |
0.9775 |
|
LOW |
0.9760 |
|
0.618 |
0.9736 |
|
1.000 |
0.9721 |
|
1.618 |
0.9697 |
|
2.618 |
0.9658 |
|
4.250 |
0.9594 |
|
|
| Fisher Pivots for day following 25-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9782 |
0.9781 |
| PP |
0.9781 |
0.9779 |
| S1 |
0.9780 |
0.9777 |
|