CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 26-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2014 |
26-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9787 |
0.9783 |
-0.0004 |
0.0% |
0.9867 |
| High |
0.9799 |
0.9820 |
0.0021 |
0.2% |
0.9881 |
| Low |
0.9760 |
0.9750 |
-0.0010 |
-0.1% |
0.9742 |
| Close |
0.9783 |
0.9802 |
0.0019 |
0.2% |
0.9787 |
| Range |
0.0039 |
0.0070 |
0.0031 |
79.5% |
0.0139 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.3% |
0.0000 |
| Volume |
99,242 |
109,819 |
10,577 |
10.7% |
576,728 |
|
| Daily Pivots for day following 26-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0001 |
0.9971 |
0.9841 |
|
| R3 |
0.9931 |
0.9901 |
0.9821 |
|
| R2 |
0.9861 |
0.9861 |
0.9815 |
|
| R1 |
0.9831 |
0.9831 |
0.9808 |
0.9846 |
| PP |
0.9791 |
0.9791 |
0.9791 |
0.9798 |
| S1 |
0.9761 |
0.9761 |
0.9796 |
0.9776 |
| S2 |
0.9721 |
0.9721 |
0.9789 |
|
| S3 |
0.9651 |
0.9691 |
0.9783 |
|
| S4 |
0.9581 |
0.9621 |
0.9764 |
|
|
| 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 |
0.9820 |
0.9746 |
0.0074 |
0.8% |
0.0047 |
0.5% |
76% |
True |
False |
103,882 |
| 10 |
0.9886 |
0.9726 |
0.0160 |
1.6% |
0.0069 |
0.7% |
48% |
False |
False |
122,263 |
| 20 |
0.9889 |
0.9641 |
0.0248 |
2.5% |
0.0068 |
0.7% |
65% |
False |
False |
71,015 |
| 40 |
0.9930 |
0.9641 |
0.0289 |
2.9% |
0.0074 |
0.8% |
56% |
False |
False |
35,733 |
| 60 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0072 |
0.7% |
71% |
False |
False |
23,878 |
| 80 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0065 |
0.7% |
71% |
False |
False |
17,922 |
| 100 |
1.0232 |
0.9495 |
0.0737 |
7.5% |
0.0056 |
0.6% |
42% |
False |
False |
14,338 |
| 120 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0047 |
0.5% |
36% |
False |
False |
11,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0118 |
|
2.618 |
1.0003 |
|
1.618 |
0.9933 |
|
1.000 |
0.9890 |
|
0.618 |
0.9863 |
|
HIGH |
0.9820 |
|
0.618 |
0.9793 |
|
0.500 |
0.9785 |
|
0.382 |
0.9777 |
|
LOW |
0.9750 |
|
0.618 |
0.9707 |
|
1.000 |
0.9680 |
|
1.618 |
0.9637 |
|
2.618 |
0.9567 |
|
4.250 |
0.9453 |
|
|
| Fisher Pivots for day following 26-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9796 |
0.9796 |
| PP |
0.9791 |
0.9789 |
| S1 |
0.9785 |
0.9783 |
|