CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 07-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9771 |
0.9702 |
-0.0069 |
-0.7% |
0.9840 |
| High |
0.9774 |
0.9724 |
-0.0050 |
-0.5% |
0.9882 |
| Low |
0.9692 |
0.9637 |
-0.0055 |
-0.6% |
0.9637 |
| Close |
0.9705 |
0.9681 |
-0.0024 |
-0.2% |
0.9681 |
| Range |
0.0082 |
0.0087 |
0.0005 |
6.1% |
0.0245 |
| ATR |
0.0075 |
0.0075 |
0.0001 |
1.2% |
0.0000 |
| Volume |
172,044 |
156,252 |
-15,792 |
-9.2% |
726,538 |
|
| Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9942 |
0.9898 |
0.9729 |
|
| R3 |
0.9855 |
0.9811 |
0.9705 |
|
| R2 |
0.9768 |
0.9768 |
0.9697 |
|
| R1 |
0.9724 |
0.9724 |
0.9689 |
0.9703 |
| PP |
0.9681 |
0.9681 |
0.9681 |
0.9670 |
| S1 |
0.9637 |
0.9637 |
0.9673 |
0.9616 |
| S2 |
0.9594 |
0.9594 |
0.9665 |
|
| S3 |
0.9507 |
0.9550 |
0.9657 |
|
| S4 |
0.9420 |
0.9463 |
0.9633 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0468 |
1.0320 |
0.9816 |
|
| R3 |
1.0223 |
1.0075 |
0.9748 |
|
| R2 |
0.9978 |
0.9978 |
0.9726 |
|
| R1 |
0.9830 |
0.9830 |
0.9703 |
0.9782 |
| PP |
0.9733 |
0.9733 |
0.9733 |
0.9709 |
| S1 |
0.9585 |
0.9585 |
0.9659 |
0.9537 |
| S2 |
0.9488 |
0.9488 |
0.9636 |
|
| S3 |
0.9243 |
0.9340 |
0.9614 |
|
| S4 |
0.8998 |
0.9095 |
0.9546 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9882 |
0.9637 |
0.0245 |
2.5% |
0.0068 |
0.7% |
18% |
False |
True |
145,307 |
| 10 |
0.9882 |
0.9637 |
0.0245 |
2.5% |
0.0064 |
0.7% |
18% |
False |
True |
137,645 |
| 20 |
0.9882 |
0.9637 |
0.0245 |
2.5% |
0.0070 |
0.7% |
18% |
False |
True |
137,925 |
| 40 |
0.9927 |
0.9490 |
0.0437 |
4.5% |
0.0085 |
0.9% |
44% |
False |
False |
158,444 |
| 60 |
0.9927 |
0.9486 |
0.0441 |
4.6% |
0.0080 |
0.8% |
44% |
False |
False |
136,943 |
| 80 |
1.0115 |
0.9486 |
0.0629 |
6.5% |
0.0078 |
0.8% |
31% |
False |
False |
103,780 |
| 100 |
1.0318 |
0.9486 |
0.0832 |
8.6% |
0.0075 |
0.8% |
23% |
False |
False |
83,049 |
| 120 |
1.0358 |
0.9486 |
0.0872 |
9.0% |
0.0074 |
0.8% |
22% |
False |
False |
69,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0094 |
|
2.618 |
0.9952 |
|
1.618 |
0.9865 |
|
1.000 |
0.9811 |
|
0.618 |
0.9778 |
|
HIGH |
0.9724 |
|
0.618 |
0.9691 |
|
0.500 |
0.9681 |
|
0.382 |
0.9670 |
|
LOW |
0.9637 |
|
0.618 |
0.9583 |
|
1.000 |
0.9550 |
|
1.618 |
0.9496 |
|
2.618 |
0.9409 |
|
4.250 |
0.9267 |
|
|
| Fisher Pivots for day following 07-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9681 |
0.9715 |
| PP |
0.9681 |
0.9704 |
| S1 |
0.9681 |
0.9692 |
|