CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 31-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2014 |
31-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9787 |
0.9725 |
-0.0062 |
-0.6% |
0.9785 |
| High |
0.9805 |
0.9732 |
-0.0073 |
-0.7% |
0.9836 |
| Low |
0.9714 |
0.9671 |
-0.0043 |
-0.4% |
0.9714 |
| Close |
0.9731 |
0.9692 |
-0.0039 |
-0.4% |
0.9731 |
| Range |
0.0091 |
0.0061 |
-0.0030 |
-33.0% |
0.0122 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
137,330 |
132,759 |
-4,571 |
-3.3% |
600,807 |
|
| Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9881 |
0.9848 |
0.9726 |
|
| R3 |
0.9820 |
0.9787 |
0.9709 |
|
| R2 |
0.9759 |
0.9759 |
0.9703 |
|
| R1 |
0.9726 |
0.9726 |
0.9698 |
0.9712 |
| PP |
0.9698 |
0.9698 |
0.9698 |
0.9692 |
| S1 |
0.9665 |
0.9665 |
0.9686 |
0.9651 |
| S2 |
0.9637 |
0.9637 |
0.9681 |
|
| S3 |
0.9576 |
0.9604 |
0.9675 |
|
| S4 |
0.9515 |
0.9543 |
0.9658 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0126 |
1.0051 |
0.9798 |
|
| R3 |
1.0004 |
0.9929 |
0.9765 |
|
| R2 |
0.9882 |
0.9882 |
0.9753 |
|
| R1 |
0.9807 |
0.9807 |
0.9742 |
0.9784 |
| PP |
0.9760 |
0.9760 |
0.9760 |
0.9749 |
| S1 |
0.9685 |
0.9685 |
0.9720 |
0.9662 |
| S2 |
0.9638 |
0.9638 |
0.9709 |
|
| S3 |
0.9516 |
0.9563 |
0.9697 |
|
| S4 |
0.9394 |
0.9441 |
0.9664 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9836 |
0.9671 |
0.0165 |
1.7% |
0.0066 |
0.7% |
13% |
False |
True |
123,727 |
| 10 |
0.9881 |
0.9671 |
0.0210 |
2.2% |
0.0066 |
0.7% |
10% |
False |
True |
120,366 |
| 20 |
0.9886 |
0.9641 |
0.0245 |
2.5% |
0.0070 |
0.7% |
21% |
False |
False |
91,119 |
| 40 |
0.9930 |
0.9641 |
0.0289 |
3.0% |
0.0072 |
0.7% |
18% |
False |
False |
45,958 |
| 60 |
0.9930 |
0.9512 |
0.0418 |
4.3% |
0.0074 |
0.8% |
43% |
False |
False |
30,702 |
| 80 |
0.9930 |
0.9495 |
0.0435 |
4.5% |
0.0067 |
0.7% |
45% |
False |
False |
23,041 |
| 100 |
1.0232 |
0.9495 |
0.0737 |
7.6% |
0.0058 |
0.6% |
27% |
False |
False |
18,434 |
| 120 |
1.0336 |
0.9495 |
0.0841 |
8.7% |
0.0049 |
0.5% |
23% |
False |
False |
15,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9991 |
|
2.618 |
0.9892 |
|
1.618 |
0.9831 |
|
1.000 |
0.9793 |
|
0.618 |
0.9770 |
|
HIGH |
0.9732 |
|
0.618 |
0.9709 |
|
0.500 |
0.9702 |
|
0.382 |
0.9694 |
|
LOW |
0.9671 |
|
0.618 |
0.9633 |
|
1.000 |
0.9610 |
|
1.618 |
0.9572 |
|
2.618 |
0.9511 |
|
4.250 |
0.9412 |
|
|
| Fisher Pivots for day following 31-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9702 |
0.9754 |
| PP |
0.9698 |
0.9733 |
| S1 |
0.9695 |
0.9713 |
|