CME Japanese Yen Future June 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 |
0.9822 |
0.9867 |
0.0045 |
0.5% |
0.9699 |
| High |
0.9886 |
0.9878 |
-0.0008 |
-0.1% |
0.9886 |
| Low |
0.9820 |
0.9821 |
0.0001 |
0.0% |
0.9673 |
| Close |
0.9879 |
0.9835 |
-0.0044 |
-0.4% |
0.9879 |
| Range |
0.0066 |
0.0057 |
-0.0009 |
-13.6% |
0.0213 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
200,078 |
106,634 |
-93,444 |
-46.7% |
482,980 |
|
| Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0016 |
0.9982 |
0.9866 |
|
| R3 |
0.9959 |
0.9925 |
0.9851 |
|
| R2 |
0.9902 |
0.9902 |
0.9845 |
|
| R1 |
0.9868 |
0.9868 |
0.9840 |
0.9857 |
| PP |
0.9845 |
0.9845 |
0.9845 |
0.9839 |
| S1 |
0.9811 |
0.9811 |
0.9830 |
0.9800 |
| S2 |
0.9788 |
0.9788 |
0.9825 |
|
| S3 |
0.9731 |
0.9754 |
0.9819 |
|
| S4 |
0.9674 |
0.9697 |
0.9804 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0452 |
1.0378 |
0.9996 |
|
| R3 |
1.0239 |
1.0165 |
0.9938 |
|
| R2 |
1.0026 |
1.0026 |
0.9918 |
|
| R1 |
0.9952 |
0.9952 |
0.9899 |
0.9989 |
| PP |
0.9813 |
0.9813 |
0.9813 |
0.9831 |
| S1 |
0.9739 |
0.9739 |
0.9859 |
0.9776 |
| S2 |
0.9600 |
0.9600 |
0.9840 |
|
| S3 |
0.9387 |
0.9526 |
0.9820 |
|
| S4 |
0.9174 |
0.9313 |
0.9762 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9886 |
0.9673 |
0.0213 |
2.2% |
0.0072 |
0.7% |
76% |
False |
False |
113,213 |
| 10 |
0.9886 |
0.9641 |
0.0245 |
2.5% |
0.0073 |
0.7% |
79% |
False |
False |
61,872 |
| 20 |
0.9889 |
0.9641 |
0.0248 |
2.5% |
0.0071 |
0.7% |
78% |
False |
False |
31,551 |
| 40 |
0.9930 |
0.9548 |
0.0382 |
3.9% |
0.0078 |
0.8% |
75% |
False |
False |
15,927 |
| 60 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0070 |
0.7% |
78% |
False |
False |
10,651 |
| 80 |
1.0050 |
0.9495 |
0.0555 |
5.6% |
0.0063 |
0.6% |
61% |
False |
False |
7,996 |
| 100 |
1.0293 |
0.9495 |
0.0798 |
8.1% |
0.0052 |
0.5% |
43% |
False |
False |
6,397 |
| 120 |
1.0343 |
0.9495 |
0.0848 |
8.6% |
0.0044 |
0.4% |
40% |
False |
False |
5,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0120 |
|
2.618 |
1.0027 |
|
1.618 |
0.9970 |
|
1.000 |
0.9935 |
|
0.618 |
0.9913 |
|
HIGH |
0.9878 |
|
0.618 |
0.9856 |
|
0.500 |
0.9850 |
|
0.382 |
0.9843 |
|
LOW |
0.9821 |
|
0.618 |
0.9786 |
|
1.000 |
0.9764 |
|
1.618 |
0.9729 |
|
2.618 |
0.9672 |
|
4.250 |
0.9579 |
|
|
| Fisher Pivots for day following 17-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9850 |
0.9825 |
| PP |
0.9845 |
0.9816 |
| S1 |
0.9840 |
0.9806 |
|