CME Japanese Yen Future March 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 |
0.9684 |
0.9710 |
0.0026 |
0.3% |
0.9840 |
| High |
0.9724 |
0.9752 |
0.0028 |
0.3% |
0.9882 |
| Low |
0.9668 |
0.9700 |
0.0032 |
0.3% |
0.9637 |
| Close |
0.9718 |
0.9739 |
0.0021 |
0.2% |
0.9681 |
| Range |
0.0056 |
0.0052 |
-0.0004 |
-7.1% |
0.0245 |
| ATR |
0.0072 |
0.0070 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
151,075 |
178,816 |
27,741 |
18.4% |
726,538 |
|
| Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9886 |
0.9865 |
0.9768 |
|
| R3 |
0.9834 |
0.9813 |
0.9753 |
|
| R2 |
0.9782 |
0.9782 |
0.9749 |
|
| R1 |
0.9761 |
0.9761 |
0.9744 |
0.9772 |
| PP |
0.9730 |
0.9730 |
0.9730 |
0.9736 |
| S1 |
0.9709 |
0.9709 |
0.9734 |
0.9720 |
| S2 |
0.9678 |
0.9678 |
0.9729 |
|
| S3 |
0.9626 |
0.9657 |
0.9725 |
|
| S4 |
0.9574 |
0.9605 |
0.9710 |
|
|
| 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 |
0.9774 |
0.9637 |
0.0137 |
1.4% |
0.0064 |
0.7% |
74% |
False |
False |
155,080 |
| 10 |
0.9882 |
0.9637 |
0.0245 |
2.5% |
0.0063 |
0.6% |
42% |
False |
False |
150,366 |
| 20 |
0.9882 |
0.9637 |
0.0245 |
2.5% |
0.0066 |
0.7% |
42% |
False |
False |
140,084 |
| 40 |
0.9927 |
0.9533 |
0.0394 |
4.0% |
0.0081 |
0.8% |
52% |
False |
False |
157,852 |
| 60 |
0.9927 |
0.9486 |
0.0441 |
4.5% |
0.0079 |
0.8% |
57% |
False |
False |
139,693 |
| 80 |
1.0093 |
0.9486 |
0.0607 |
6.2% |
0.0078 |
0.8% |
42% |
False |
False |
109,355 |
| 100 |
1.0318 |
0.9486 |
0.0832 |
8.5% |
0.0075 |
0.8% |
30% |
False |
False |
87,517 |
| 120 |
1.0358 |
0.9486 |
0.0872 |
9.0% |
0.0074 |
0.8% |
29% |
False |
False |
72,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9973 |
|
2.618 |
0.9888 |
|
1.618 |
0.9836 |
|
1.000 |
0.9804 |
|
0.618 |
0.9784 |
|
HIGH |
0.9752 |
|
0.618 |
0.9732 |
|
0.500 |
0.9726 |
|
0.382 |
0.9720 |
|
LOW |
0.9700 |
|
0.618 |
0.9668 |
|
1.000 |
0.9648 |
|
1.618 |
0.9616 |
|
2.618 |
0.9564 |
|
4.250 |
0.9479 |
|
|
| Fisher Pivots for day following 12-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9735 |
0.9729 |
| PP |
0.9730 |
0.9720 |
| S1 |
0.9726 |
0.9710 |
|