CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 14-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9732 |
0.9817 |
0.0085 |
0.9% |
0.9694 |
| High |
0.9849 |
0.9881 |
0.0032 |
0.3% |
0.9881 |
| Low |
0.9722 |
0.9815 |
0.0093 |
1.0% |
0.9668 |
| Close |
0.9839 |
0.9875 |
0.0036 |
0.4% |
0.9875 |
| Range |
0.0127 |
0.0066 |
-0.0061 |
-48.0% |
0.0213 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
244,842 |
71,355 |
-173,487 |
-70.9% |
763,301 |
|
| Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0055 |
1.0031 |
0.9911 |
|
| R3 |
0.9989 |
0.9965 |
0.9893 |
|
| R2 |
0.9923 |
0.9923 |
0.9887 |
|
| R1 |
0.9899 |
0.9899 |
0.9881 |
0.9911 |
| PP |
0.9857 |
0.9857 |
0.9857 |
0.9863 |
| S1 |
0.9833 |
0.9833 |
0.9869 |
0.9845 |
| S2 |
0.9791 |
0.9791 |
0.9863 |
|
| S3 |
0.9725 |
0.9767 |
0.9857 |
|
| S4 |
0.9659 |
0.9701 |
0.9839 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0447 |
1.0374 |
0.9992 |
|
| R3 |
1.0234 |
1.0161 |
0.9934 |
|
| R2 |
1.0021 |
1.0021 |
0.9914 |
|
| R1 |
0.9948 |
0.9948 |
0.9895 |
0.9985 |
| PP |
0.9808 |
0.9808 |
0.9808 |
0.9826 |
| S1 |
0.9735 |
0.9735 |
0.9855 |
0.9772 |
| S2 |
0.9595 |
0.9595 |
0.9836 |
|
| S3 |
0.9382 |
0.9522 |
0.9816 |
|
| S4 |
0.9169 |
0.9309 |
0.9758 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9881 |
0.9668 |
0.0213 |
2.2% |
0.0069 |
0.7% |
97% |
True |
False |
152,660 |
| 10 |
0.9882 |
0.9637 |
0.0245 |
2.5% |
0.0068 |
0.7% |
97% |
False |
False |
148,983 |
| 20 |
0.9882 |
0.9637 |
0.0245 |
2.5% |
0.0069 |
0.7% |
97% |
False |
False |
142,956 |
| 40 |
0.9927 |
0.9533 |
0.0394 |
4.0% |
0.0081 |
0.8% |
87% |
False |
False |
159,439 |
| 60 |
0.9927 |
0.9486 |
0.0441 |
4.5% |
0.0079 |
0.8% |
88% |
False |
False |
140,446 |
| 80 |
1.0050 |
0.9486 |
0.0564 |
5.7% |
0.0079 |
0.8% |
69% |
False |
False |
113,296 |
| 100 |
1.0318 |
0.9486 |
0.0832 |
8.4% |
0.0075 |
0.8% |
47% |
False |
False |
90,676 |
| 120 |
1.0358 |
0.9486 |
0.0872 |
8.8% |
0.0074 |
0.7% |
45% |
False |
False |
75,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0162 |
|
2.618 |
1.0054 |
|
1.618 |
0.9988 |
|
1.000 |
0.9947 |
|
0.618 |
0.9922 |
|
HIGH |
0.9881 |
|
0.618 |
0.9856 |
|
0.500 |
0.9848 |
|
0.382 |
0.9840 |
|
LOW |
0.9815 |
|
0.618 |
0.9774 |
|
1.000 |
0.9749 |
|
1.618 |
0.9708 |
|
2.618 |
0.9642 |
|
4.250 |
0.9535 |
|
|
| Fisher Pivots for day following 14-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9866 |
0.9847 |
| PP |
0.9857 |
0.9819 |
| S1 |
0.9848 |
0.9791 |
|