CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 12-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9727 |
0.9728 |
0.0001 |
0.0% |
0.9861 |
| High |
0.9727 |
0.9748 |
0.0021 |
0.2% |
0.9870 |
| Low |
0.9727 |
0.9728 |
0.0001 |
0.0% |
0.9691 |
| Close |
0.9727 |
0.9748 |
0.0021 |
0.2% |
0.9691 |
| Range |
0.0000 |
0.0020 |
0.0020 |
|
0.0179 |
| ATR |
0.0044 |
0.0043 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
6 |
68 |
62 |
1,033.3% |
66 |
|
| Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9801 |
0.9795 |
0.9759 |
|
| R3 |
0.9781 |
0.9775 |
0.9754 |
|
| R2 |
0.9761 |
0.9761 |
0.9752 |
|
| R1 |
0.9755 |
0.9755 |
0.9750 |
0.9758 |
| PP |
0.9741 |
0.9741 |
0.9741 |
0.9743 |
| S1 |
0.9735 |
0.9735 |
0.9746 |
0.9738 |
| S2 |
0.9721 |
0.9721 |
0.9744 |
|
| S3 |
0.9701 |
0.9715 |
0.9743 |
|
| S4 |
0.9681 |
0.9695 |
0.9737 |
|
|
| 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 |
0.9751 |
0.9672 |
0.0079 |
0.8% |
0.0028 |
0.3% |
96% |
False |
False |
22 |
| 10 |
0.9870 |
0.9672 |
0.0198 |
2.0% |
0.0026 |
0.3% |
38% |
False |
False |
15 |
| 20 |
0.9870 |
0.9672 |
0.0198 |
2.0% |
0.0028 |
0.3% |
38% |
False |
False |
9 |
| 40 |
0.9931 |
0.9575 |
0.0356 |
3.7% |
0.0023 |
0.2% |
49% |
False |
False |
5 |
| 60 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0018 |
0.2% |
56% |
False |
False |
4 |
| 80 |
1.0018 |
0.9515 |
0.0503 |
5.2% |
0.0016 |
0.2% |
46% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9833 |
|
2.618 |
0.9800 |
|
1.618 |
0.9780 |
|
1.000 |
0.9768 |
|
0.618 |
0.9760 |
|
HIGH |
0.9748 |
|
0.618 |
0.9740 |
|
0.500 |
0.9738 |
|
0.382 |
0.9736 |
|
LOW |
0.9728 |
|
0.618 |
0.9716 |
|
1.000 |
0.9708 |
|
1.618 |
0.9696 |
|
2.618 |
0.9676 |
|
4.250 |
0.9643 |
|
|
| Fisher Pivots for day following 12-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9745 |
0.9735 |
| PP |
0.9741 |
0.9723 |
| S1 |
0.9738 |
0.9710 |
|