CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 10-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9715 |
0.9672 |
-0.0043 |
-0.4% |
0.9861 |
| High |
0.9721 |
0.9718 |
-0.0003 |
0.0% |
0.9870 |
| Low |
0.9691 |
0.9672 |
-0.0019 |
-0.2% |
0.9691 |
| Close |
0.9691 |
0.9700 |
0.0009 |
0.1% |
0.9691 |
| Range |
0.0030 |
0.0046 |
0.0016 |
53.3% |
0.0179 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
0.1% |
0.0000 |
| Volume |
31 |
8 |
-23 |
-74.2% |
66 |
|
| Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9835 |
0.9813 |
0.9725 |
|
| R3 |
0.9789 |
0.9767 |
0.9713 |
|
| R2 |
0.9743 |
0.9743 |
0.9708 |
|
| R1 |
0.9721 |
0.9721 |
0.9704 |
0.9732 |
| PP |
0.9697 |
0.9697 |
0.9697 |
0.9702 |
| S1 |
0.9675 |
0.9675 |
0.9696 |
0.9686 |
| S2 |
0.9651 |
0.9651 |
0.9692 |
|
| S3 |
0.9605 |
0.9629 |
0.9687 |
|
| S4 |
0.9559 |
0.9583 |
0.9675 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0288 |
1.0168 |
0.9789 |
|
| R3 |
1.0109 |
0.9989 |
0.9740 |
|
| R2 |
0.9930 |
0.9930 |
0.9724 |
|
| R1 |
0.9810 |
0.9810 |
0.9707 |
0.9781 |
| PP |
0.9751 |
0.9751 |
0.9751 |
0.9736 |
| S1 |
0.9631 |
0.9631 |
0.9675 |
0.9602 |
| S2 |
0.9572 |
0.9572 |
0.9658 |
|
| S3 |
0.9393 |
0.9452 |
0.9642 |
|
| S4 |
0.9214 |
0.9273 |
0.9593 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9852 |
0.9672 |
0.0180 |
1.9% |
0.0037 |
0.4% |
16% |
False |
True |
14 |
| 10 |
0.9870 |
0.9672 |
0.0198 |
2.0% |
0.0026 |
0.3% |
14% |
False |
True |
8 |
| 20 |
0.9870 |
0.9672 |
0.0198 |
2.0% |
0.0028 |
0.3% |
14% |
False |
True |
6 |
| 40 |
0.9931 |
0.9575 |
0.0356 |
3.7% |
0.0023 |
0.2% |
35% |
False |
False |
3 |
| 60 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0019 |
0.2% |
44% |
False |
False |
3 |
| 80 |
1.0087 |
0.9515 |
0.0572 |
5.9% |
0.0015 |
0.2% |
32% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9914 |
|
2.618 |
0.9838 |
|
1.618 |
0.9792 |
|
1.000 |
0.9764 |
|
0.618 |
0.9746 |
|
HIGH |
0.9718 |
|
0.618 |
0.9700 |
|
0.500 |
0.9695 |
|
0.382 |
0.9690 |
|
LOW |
0.9672 |
|
0.618 |
0.9644 |
|
1.000 |
0.9626 |
|
1.618 |
0.9598 |
|
2.618 |
0.9552 |
|
4.250 |
0.9477 |
|
|
| Fisher Pivots for day following 10-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9698 |
0.9712 |
| PP |
0.9697 |
0.9708 |
| S1 |
0.9695 |
0.9704 |
|