CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 10-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9704 |
0.9699 |
-0.0005 |
-0.1% |
0.9853 |
| High |
0.9729 |
0.9719 |
-0.0010 |
-0.1% |
0.9889 |
| Low |
0.9641 |
0.9676 |
0.0035 |
0.4% |
0.9641 |
| Close |
0.9685 |
0.9695 |
0.0010 |
0.1% |
0.9685 |
| Range |
0.0088 |
0.0043 |
-0.0045 |
-51.1% |
0.0248 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
7,646 |
23,546 |
15,900 |
208.0% |
31,063 |
|
| Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9826 |
0.9803 |
0.9719 |
|
| R3 |
0.9783 |
0.9760 |
0.9707 |
|
| R2 |
0.9740 |
0.9740 |
0.9703 |
|
| R1 |
0.9717 |
0.9717 |
0.9699 |
0.9707 |
| PP |
0.9697 |
0.9697 |
0.9697 |
0.9692 |
| S1 |
0.9674 |
0.9674 |
0.9691 |
0.9664 |
| S2 |
0.9654 |
0.9654 |
0.9687 |
|
| S3 |
0.9611 |
0.9631 |
0.9683 |
|
| S4 |
0.9568 |
0.9588 |
0.9671 |
|
|
| 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 |
0.9865 |
0.9641 |
0.0224 |
2.3% |
0.0075 |
0.8% |
24% |
False |
False |
10,532 |
| 10 |
0.9889 |
0.9641 |
0.0248 |
2.6% |
0.0070 |
0.7% |
22% |
False |
False |
6,145 |
| 20 |
0.9889 |
0.9641 |
0.0248 |
2.6% |
0.0068 |
0.7% |
22% |
False |
False |
3,367 |
| 40 |
0.9930 |
0.9512 |
0.0418 |
4.3% |
0.0079 |
0.8% |
44% |
False |
False |
1,794 |
| 60 |
0.9930 |
0.9495 |
0.0435 |
4.5% |
0.0068 |
0.7% |
46% |
False |
False |
1,226 |
| 80 |
1.0078 |
0.9495 |
0.0583 |
6.0% |
0.0059 |
0.6% |
34% |
False |
False |
921 |
| 100 |
1.0293 |
0.9495 |
0.0798 |
8.2% |
0.0048 |
0.5% |
25% |
False |
False |
737 |
| 120 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0041 |
0.4% |
24% |
False |
False |
615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9902 |
|
2.618 |
0.9832 |
|
1.618 |
0.9789 |
|
1.000 |
0.9762 |
|
0.618 |
0.9746 |
|
HIGH |
0.9719 |
|
0.618 |
0.9703 |
|
0.500 |
0.9698 |
|
0.382 |
0.9692 |
|
LOW |
0.9676 |
|
0.618 |
0.9649 |
|
1.000 |
0.9633 |
|
1.618 |
0.9606 |
|
2.618 |
0.9563 |
|
4.250 |
0.9493 |
|
|
| Fisher Pivots for day following 10-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9698 |
0.9710 |
| PP |
0.9697 |
0.9705 |
| S1 |
0.9696 |
0.9700 |
|