CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 13-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9728 |
0.9771 |
0.0043 |
0.4% |
0.9861 |
| High |
0.9748 |
0.9848 |
0.0100 |
1.0% |
0.9870 |
| Low |
0.9728 |
0.9771 |
0.0043 |
0.4% |
0.9691 |
| Close |
0.9748 |
0.9848 |
0.0100 |
1.0% |
0.9691 |
| Range |
0.0020 |
0.0077 |
0.0057 |
285.0% |
0.0179 |
| ATR |
0.0043 |
0.0047 |
0.0004 |
9.6% |
0.0000 |
| Volume |
68 |
17 |
-51 |
-75.0% |
66 |
|
| Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0053 |
1.0028 |
0.9890 |
|
| R3 |
0.9976 |
0.9951 |
0.9869 |
|
| R2 |
0.9899 |
0.9899 |
0.9862 |
|
| R1 |
0.9874 |
0.9874 |
0.9855 |
0.9887 |
| PP |
0.9822 |
0.9822 |
0.9822 |
0.9829 |
| S1 |
0.9797 |
0.9797 |
0.9841 |
0.9810 |
| S2 |
0.9745 |
0.9745 |
0.9834 |
|
| S3 |
0.9668 |
0.9720 |
0.9827 |
|
| S4 |
0.9591 |
0.9643 |
0.9806 |
|
|
| 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 |
0.9848 |
0.9672 |
0.0176 |
1.8% |
0.0035 |
0.4% |
100% |
True |
False |
26 |
| 10 |
0.9870 |
0.9672 |
0.0198 |
2.0% |
0.0032 |
0.3% |
89% |
False |
False |
17 |
| 20 |
0.9870 |
0.9672 |
0.0198 |
2.0% |
0.0032 |
0.3% |
89% |
False |
False |
10 |
| 40 |
0.9931 |
0.9575 |
0.0356 |
3.6% |
0.0025 |
0.3% |
77% |
False |
False |
6 |
| 60 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0019 |
0.2% |
80% |
False |
False |
4 |
| 80 |
1.0016 |
0.9515 |
0.0501 |
5.1% |
0.0017 |
0.2% |
66% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0175 |
|
2.618 |
1.0050 |
|
1.618 |
0.9973 |
|
1.000 |
0.9925 |
|
0.618 |
0.9896 |
|
HIGH |
0.9848 |
|
0.618 |
0.9819 |
|
0.500 |
0.9810 |
|
0.382 |
0.9800 |
|
LOW |
0.9771 |
|
0.618 |
0.9723 |
|
1.000 |
0.9694 |
|
1.618 |
0.9646 |
|
2.618 |
0.9569 |
|
4.250 |
0.9444 |
|
|
| Fisher Pivots for day following 13-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9835 |
0.9828 |
| PP |
0.9822 |
0.9808 |
| S1 |
0.9810 |
0.9788 |
|