CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 03-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2014 |
03-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9793 |
0.9853 |
0.0060 |
0.6% |
0.9758 |
| High |
0.9851 |
0.9889 |
0.0038 |
0.4% |
0.9851 |
| Low |
0.9780 |
0.9830 |
0.0050 |
0.5% |
0.9746 |
| Close |
0.9830 |
0.9864 |
0.0034 |
0.3% |
0.9830 |
| Range |
0.0071 |
0.0059 |
-0.0012 |
-16.9% |
0.0105 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
3,297 |
1,948 |
-1,349 |
-40.9% |
7,178 |
|
| Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0038 |
1.0010 |
0.9896 |
|
| R3 |
0.9979 |
0.9951 |
0.9880 |
|
| R2 |
0.9920 |
0.9920 |
0.9875 |
|
| R1 |
0.9892 |
0.9892 |
0.9869 |
0.9906 |
| PP |
0.9861 |
0.9861 |
0.9861 |
0.9868 |
| S1 |
0.9833 |
0.9833 |
0.9859 |
0.9847 |
| S2 |
0.9802 |
0.9802 |
0.9853 |
|
| S3 |
0.9743 |
0.9774 |
0.9848 |
|
| S4 |
0.9684 |
0.9715 |
0.9832 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0124 |
1.0082 |
0.9888 |
|
| R3 |
1.0019 |
0.9977 |
0.9859 |
|
| R2 |
0.9914 |
0.9914 |
0.9849 |
|
| R1 |
0.9872 |
0.9872 |
0.9840 |
0.9893 |
| PP |
0.9809 |
0.9809 |
0.9809 |
0.9820 |
| S1 |
0.9767 |
0.9767 |
0.9820 |
0.9788 |
| S2 |
0.9704 |
0.9704 |
0.9811 |
|
| S3 |
0.9599 |
0.9662 |
0.9801 |
|
| S4 |
0.9494 |
0.9557 |
0.9772 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9889 |
0.9750 |
0.0139 |
1.4% |
0.0065 |
0.7% |
82% |
True |
False |
1,758 |
| 10 |
0.9889 |
0.9731 |
0.0158 |
1.6% |
0.0068 |
0.7% |
84% |
True |
False |
1,231 |
| 20 |
0.9930 |
0.9731 |
0.0199 |
2.0% |
0.0075 |
0.8% |
67% |
False |
False |
798 |
| 40 |
0.9930 |
0.9512 |
0.0418 |
4.2% |
0.0076 |
0.8% |
84% |
False |
False |
494 |
| 60 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0066 |
0.7% |
85% |
False |
False |
349 |
| 80 |
1.0232 |
0.9495 |
0.0737 |
7.5% |
0.0055 |
0.6% |
50% |
False |
False |
262 |
| 100 |
1.0336 |
0.9495 |
0.0841 |
8.5% |
0.0045 |
0.5% |
44% |
False |
False |
210 |
| 120 |
1.0343 |
0.9495 |
0.0848 |
8.6% |
0.0038 |
0.4% |
44% |
False |
False |
176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0140 |
|
2.618 |
1.0043 |
|
1.618 |
0.9984 |
|
1.000 |
0.9948 |
|
0.618 |
0.9925 |
|
HIGH |
0.9889 |
|
0.618 |
0.9866 |
|
0.500 |
0.9860 |
|
0.382 |
0.9853 |
|
LOW |
0.9830 |
|
0.618 |
0.9794 |
|
1.000 |
0.9771 |
|
1.618 |
0.9735 |
|
2.618 |
0.9676 |
|
4.250 |
0.9579 |
|
|
| Fisher Pivots for day following 03-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9863 |
0.9852 |
| PP |
0.9861 |
0.9839 |
| S1 |
0.9860 |
0.9827 |
|