CME Japanese Yen Future March 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 |
0.9710 |
0.9732 |
0.0022 |
0.2% |
0.9840 |
| High |
0.9752 |
0.9849 |
0.0097 |
1.0% |
0.9882 |
| Low |
0.9700 |
0.9722 |
0.0022 |
0.2% |
0.9637 |
| Close |
0.9739 |
0.9839 |
0.0100 |
1.0% |
0.9681 |
| Range |
0.0052 |
0.0127 |
0.0075 |
144.2% |
0.0245 |
| ATR |
0.0070 |
0.0075 |
0.0004 |
5.7% |
0.0000 |
| Volume |
178,816 |
244,842 |
66,026 |
36.9% |
726,538 |
|
| Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0184 |
1.0139 |
0.9909 |
|
| R3 |
1.0057 |
1.0012 |
0.9874 |
|
| R2 |
0.9930 |
0.9930 |
0.9862 |
|
| R1 |
0.9885 |
0.9885 |
0.9851 |
0.9908 |
| PP |
0.9803 |
0.9803 |
0.9803 |
0.9815 |
| S1 |
0.9758 |
0.9758 |
0.9827 |
0.9781 |
| S2 |
0.9676 |
0.9676 |
0.9816 |
|
| S3 |
0.9549 |
0.9631 |
0.9804 |
|
| S4 |
0.9422 |
0.9504 |
0.9769 |
|
|
| 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 |
0.9849 |
0.9637 |
0.0212 |
2.2% |
0.0073 |
0.7% |
95% |
True |
False |
169,639 |
| 10 |
0.9882 |
0.9637 |
0.0245 |
2.5% |
0.0069 |
0.7% |
82% |
False |
False |
158,786 |
| 20 |
0.9882 |
0.9637 |
0.0245 |
2.5% |
0.0070 |
0.7% |
82% |
False |
False |
147,142 |
| 40 |
0.9927 |
0.9533 |
0.0394 |
4.0% |
0.0081 |
0.8% |
78% |
False |
False |
160,383 |
| 60 |
0.9927 |
0.9486 |
0.0441 |
4.5% |
0.0079 |
0.8% |
80% |
False |
False |
141,069 |
| 80 |
1.0050 |
0.9486 |
0.0564 |
5.7% |
0.0078 |
0.8% |
63% |
False |
False |
112,412 |
| 100 |
1.0318 |
0.9486 |
0.0832 |
8.5% |
0.0075 |
0.8% |
42% |
False |
False |
89,964 |
| 120 |
1.0358 |
0.9486 |
0.0872 |
8.9% |
0.0074 |
0.7% |
40% |
False |
False |
74,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0389 |
|
2.618 |
1.0181 |
|
1.618 |
1.0054 |
|
1.000 |
0.9976 |
|
0.618 |
0.9927 |
|
HIGH |
0.9849 |
|
0.618 |
0.9800 |
|
0.500 |
0.9786 |
|
0.382 |
0.9771 |
|
LOW |
0.9722 |
|
0.618 |
0.9644 |
|
1.000 |
0.9595 |
|
1.618 |
0.9517 |
|
2.618 |
0.9390 |
|
4.250 |
0.9182 |
|
|
| Fisher Pivots for day following 13-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9821 |
0.9812 |
| PP |
0.9803 |
0.9785 |
| S1 |
0.9786 |
0.9759 |
|