CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 13-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9715 |
0.9737 |
0.0022 |
0.2% |
0.9853 |
| High |
0.9756 |
0.9854 |
0.0098 |
1.0% |
0.9889 |
| Low |
0.9704 |
0.9726 |
0.0022 |
0.2% |
0.9641 |
| Close |
0.9743 |
0.9843 |
0.0100 |
1.0% |
0.9685 |
| Range |
0.0052 |
0.0128 |
0.0076 |
146.2% |
0.0248 |
| ATR |
0.0070 |
0.0074 |
0.0004 |
5.9% |
0.0000 |
| Volume |
90,332 |
121,839 |
31,507 |
34.9% |
31,063 |
|
| Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0192 |
1.0145 |
0.9913 |
|
| R3 |
1.0064 |
1.0017 |
0.9878 |
|
| R2 |
0.9936 |
0.9936 |
0.9866 |
|
| R1 |
0.9889 |
0.9889 |
0.9855 |
0.9913 |
| PP |
0.9808 |
0.9808 |
0.9808 |
0.9819 |
| S1 |
0.9761 |
0.9761 |
0.9831 |
0.9785 |
| S2 |
0.9680 |
0.9680 |
0.9820 |
|
| S3 |
0.9552 |
0.9633 |
0.9808 |
|
| S4 |
0.9424 |
0.9505 |
0.9773 |
|
|
| 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 |
0.9854 |
0.9641 |
0.0213 |
2.2% |
0.0073 |
0.7% |
95% |
True |
False |
58,109 |
| 10 |
0.9889 |
0.9641 |
0.0248 |
2.5% |
0.0074 |
0.8% |
81% |
False |
False |
31,726 |
| 20 |
0.9889 |
0.9641 |
0.0248 |
2.5% |
0.0073 |
0.7% |
81% |
False |
False |
16,254 |
| 40 |
0.9930 |
0.9548 |
0.0382 |
3.9% |
0.0077 |
0.8% |
77% |
False |
False |
8,265 |
| 60 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0069 |
0.7% |
80% |
False |
False |
5,546 |
| 80 |
1.0050 |
0.9495 |
0.0555 |
5.6% |
0.0061 |
0.6% |
63% |
False |
False |
4,162 |
| 100 |
1.0293 |
0.9495 |
0.0798 |
8.1% |
0.0050 |
0.5% |
44% |
False |
False |
3,330 |
| 120 |
1.0343 |
0.9495 |
0.0848 |
8.6% |
0.0043 |
0.4% |
41% |
False |
False |
2,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0398 |
|
2.618 |
1.0189 |
|
1.618 |
1.0061 |
|
1.000 |
0.9982 |
|
0.618 |
0.9933 |
|
HIGH |
0.9854 |
|
0.618 |
0.9805 |
|
0.500 |
0.9790 |
|
0.382 |
0.9775 |
|
LOW |
0.9726 |
|
0.618 |
0.9647 |
|
1.000 |
0.9598 |
|
1.618 |
0.9519 |
|
2.618 |
0.9391 |
|
4.250 |
0.9182 |
|
|
| Fisher Pivots for day following 13-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9825 |
0.9817 |
| PP |
0.9808 |
0.9790 |
| S1 |
0.9790 |
0.9764 |
|