CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 17-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9817 |
0.9863 |
0.0046 |
0.5% |
0.9694 |
| High |
0.9881 |
0.9875 |
-0.0006 |
-0.1% |
0.9881 |
| Low |
0.9815 |
0.9819 |
0.0004 |
0.0% |
0.9668 |
| Close |
0.9875 |
0.9828 |
-0.0047 |
-0.5% |
0.9875 |
| Range |
0.0066 |
0.0056 |
-0.0010 |
-15.2% |
0.0213 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
71,355 |
2,074 |
-69,281 |
-97.1% |
763,301 |
|
| Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0009 |
0.9974 |
0.9859 |
|
| R3 |
0.9953 |
0.9918 |
0.9843 |
|
| R2 |
0.9897 |
0.9897 |
0.9838 |
|
| R1 |
0.9862 |
0.9862 |
0.9833 |
0.9852 |
| PP |
0.9841 |
0.9841 |
0.9841 |
0.9835 |
| S1 |
0.9806 |
0.9806 |
0.9823 |
0.9796 |
| S2 |
0.9785 |
0.9785 |
0.9818 |
|
| S3 |
0.9729 |
0.9750 |
0.9813 |
|
| S4 |
0.9673 |
0.9694 |
0.9797 |
|
|
| 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% |
0.0071 |
0.7% |
75% |
False |
False |
129,632 |
| 10 |
0.9881 |
0.9637 |
0.0244 |
2.5% |
0.0070 |
0.7% |
78% |
False |
False |
134,233 |
| 20 |
0.9882 |
0.9637 |
0.0245 |
2.5% |
0.0068 |
0.7% |
78% |
False |
False |
136,940 |
| 40 |
0.9927 |
0.9541 |
0.0386 |
3.9% |
0.0080 |
0.8% |
74% |
False |
False |
156,555 |
| 60 |
0.9927 |
0.9486 |
0.0441 |
4.5% |
0.0079 |
0.8% |
78% |
False |
False |
139,006 |
| 80 |
1.0050 |
0.9486 |
0.0564 |
5.7% |
0.0079 |
0.8% |
61% |
False |
False |
113,318 |
| 100 |
1.0318 |
0.9486 |
0.0832 |
8.5% |
0.0075 |
0.8% |
41% |
False |
False |
90,696 |
| 120 |
1.0358 |
0.9486 |
0.0872 |
8.9% |
0.0074 |
0.8% |
39% |
False |
False |
75,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0113 |
|
2.618 |
1.0022 |
|
1.618 |
0.9966 |
|
1.000 |
0.9931 |
|
0.618 |
0.9910 |
|
HIGH |
0.9875 |
|
0.618 |
0.9854 |
|
0.500 |
0.9847 |
|
0.382 |
0.9840 |
|
LOW |
0.9819 |
|
0.618 |
0.9784 |
|
1.000 |
0.9763 |
|
1.618 |
0.9728 |
|
2.618 |
0.9672 |
|
4.250 |
0.9581 |
|
|
| Fisher Pivots for day following 17-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9847 |
0.9819 |
| PP |
0.9841 |
0.9810 |
| S1 |
0.9834 |
0.9802 |
|