CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 07-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9774 |
0.9704 |
-0.0070 |
-0.7% |
0.9853 |
| High |
0.9779 |
0.9729 |
-0.0050 |
-0.5% |
0.9889 |
| Low |
0.9657 |
0.9641 |
-0.0016 |
-0.2% |
0.9641 |
| Close |
0.9709 |
0.9685 |
-0.0024 |
-0.2% |
0.9685 |
| Range |
0.0122 |
0.0088 |
-0.0034 |
-27.9% |
0.0248 |
| ATR |
0.0074 |
0.0075 |
0.0001 |
1.3% |
0.0000 |
| Volume |
14,646 |
7,646 |
-7,000 |
-47.8% |
31,063 |
|
| Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9949 |
0.9905 |
0.9733 |
|
| R3 |
0.9861 |
0.9817 |
0.9709 |
|
| R2 |
0.9773 |
0.9773 |
0.9701 |
|
| R1 |
0.9729 |
0.9729 |
0.9693 |
0.9707 |
| PP |
0.9685 |
0.9685 |
0.9685 |
0.9674 |
| S1 |
0.9641 |
0.9641 |
0.9677 |
0.9619 |
| S2 |
0.9597 |
0.9597 |
0.9669 |
|
| S3 |
0.9509 |
0.9553 |
0.9661 |
|
| S4 |
0.9421 |
0.9465 |
0.9637 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0482 |
1.0332 |
0.9821 |
|
| R3 |
1.0234 |
1.0084 |
0.9753 |
|
| R2 |
0.9986 |
0.9986 |
0.9730 |
|
| R1 |
0.9836 |
0.9836 |
0.9708 |
0.9787 |
| PP |
0.9738 |
0.9738 |
0.9738 |
0.9714 |
| S1 |
0.9588 |
0.9588 |
0.9662 |
0.9539 |
| S2 |
0.9490 |
0.9490 |
0.9640 |
|
| S3 |
0.9242 |
0.9340 |
0.9617 |
|
| S4 |
0.8994 |
0.9092 |
0.9549 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9889 |
0.9641 |
0.0248 |
2.6% |
0.0078 |
0.8% |
18% |
False |
True |
6,212 |
| 10 |
0.9889 |
0.9641 |
0.0248 |
2.6% |
0.0070 |
0.7% |
18% |
False |
True |
3,824 |
| 20 |
0.9889 |
0.9641 |
0.0248 |
2.6% |
0.0071 |
0.7% |
18% |
False |
True |
2,200 |
| 40 |
0.9930 |
0.9512 |
0.0418 |
4.3% |
0.0079 |
0.8% |
41% |
False |
False |
1,210 |
| 60 |
0.9930 |
0.9495 |
0.0435 |
4.5% |
0.0068 |
0.7% |
44% |
False |
False |
833 |
| 80 |
1.0103 |
0.9495 |
0.0608 |
6.3% |
0.0058 |
0.6% |
31% |
False |
False |
626 |
| 100 |
1.0293 |
0.9495 |
0.0798 |
8.2% |
0.0048 |
0.5% |
24% |
False |
False |
501 |
| 120 |
1.0343 |
0.9495 |
0.0848 |
8.8% |
0.0040 |
0.4% |
22% |
False |
False |
419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0103 |
|
2.618 |
0.9959 |
|
1.618 |
0.9871 |
|
1.000 |
0.9817 |
|
0.618 |
0.9783 |
|
HIGH |
0.9729 |
|
0.618 |
0.9695 |
|
0.500 |
0.9685 |
|
0.382 |
0.9675 |
|
LOW |
0.9641 |
|
0.618 |
0.9587 |
|
1.000 |
0.9553 |
|
1.618 |
0.9499 |
|
2.618 |
0.9411 |
|
4.250 |
0.9267 |
|
|
| Fisher Pivots for day following 07-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9685 |
0.9719 |
| PP |
0.9685 |
0.9708 |
| S1 |
0.9685 |
0.9696 |
|