CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 06-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2014 |
06-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9781 |
0.9771 |
-0.0010 |
-0.1% |
0.9752 |
| High |
0.9793 |
0.9774 |
-0.0019 |
-0.2% |
0.9848 |
| Low |
0.9752 |
0.9692 |
-0.0060 |
-0.6% |
0.9740 |
| Close |
0.9774 |
0.9705 |
-0.0069 |
-0.7% |
0.9825 |
| Range |
0.0041 |
0.0082 |
0.0041 |
100.0% |
0.0108 |
| ATR |
0.0074 |
0.0075 |
0.0001 |
0.8% |
0.0000 |
| Volume |
111,597 |
172,044 |
60,447 |
54.2% |
649,920 |
|
| Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9970 |
0.9919 |
0.9750 |
|
| R3 |
0.9888 |
0.9837 |
0.9728 |
|
| R2 |
0.9806 |
0.9806 |
0.9720 |
|
| R1 |
0.9755 |
0.9755 |
0.9713 |
0.9740 |
| PP |
0.9724 |
0.9724 |
0.9724 |
0.9716 |
| S1 |
0.9673 |
0.9673 |
0.9697 |
0.9658 |
| S2 |
0.9642 |
0.9642 |
0.9690 |
|
| S3 |
0.9560 |
0.9591 |
0.9682 |
|
| S4 |
0.9478 |
0.9509 |
0.9660 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0128 |
1.0085 |
0.9884 |
|
| R3 |
1.0020 |
0.9977 |
0.9855 |
|
| R2 |
0.9912 |
0.9912 |
0.9845 |
|
| R1 |
0.9869 |
0.9869 |
0.9835 |
0.9891 |
| PP |
0.9804 |
0.9804 |
0.9804 |
0.9815 |
| S1 |
0.9761 |
0.9761 |
0.9815 |
0.9783 |
| S2 |
0.9696 |
0.9696 |
0.9805 |
|
| S3 |
0.9588 |
0.9653 |
0.9795 |
|
| S4 |
0.9480 |
0.9545 |
0.9766 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9882 |
0.9692 |
0.0190 |
2.0% |
0.0065 |
0.7% |
7% |
False |
True |
147,934 |
| 10 |
0.9882 |
0.9692 |
0.0190 |
2.0% |
0.0061 |
0.6% |
7% |
False |
True |
132,399 |
| 20 |
0.9882 |
0.9692 |
0.0190 |
2.0% |
0.0070 |
0.7% |
7% |
False |
True |
137,899 |
| 40 |
0.9927 |
0.9490 |
0.0437 |
4.5% |
0.0084 |
0.9% |
49% |
False |
False |
157,878 |
| 60 |
0.9927 |
0.9486 |
0.0441 |
4.5% |
0.0080 |
0.8% |
50% |
False |
False |
134,587 |
| 80 |
1.0210 |
0.9486 |
0.0724 |
7.5% |
0.0079 |
0.8% |
30% |
False |
False |
101,835 |
| 100 |
1.0318 |
0.9486 |
0.0832 |
8.6% |
0.0075 |
0.8% |
26% |
False |
False |
81,488 |
| 120 |
1.0358 |
0.9486 |
0.0872 |
9.0% |
0.0074 |
0.8% |
25% |
False |
False |
67,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0123 |
|
2.618 |
0.9989 |
|
1.618 |
0.9907 |
|
1.000 |
0.9856 |
|
0.618 |
0.9825 |
|
HIGH |
0.9774 |
|
0.618 |
0.9743 |
|
0.500 |
0.9733 |
|
0.382 |
0.9723 |
|
LOW |
0.9692 |
|
0.618 |
0.9641 |
|
1.000 |
0.9610 |
|
1.618 |
0.9559 |
|
2.618 |
0.9477 |
|
4.250 |
0.9344 |
|
|
| Fisher Pivots for day following 06-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9733 |
0.9777 |
| PP |
0.9724 |
0.9753 |
| S1 |
0.9714 |
0.9729 |
|