CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 20-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9863 |
0.9769 |
-0.0094 |
-1.0% |
0.9699 |
| High |
0.9877 |
0.9788 |
-0.0089 |
-0.9% |
0.9886 |
| Low |
0.9742 |
0.9756 |
0.0014 |
0.1% |
0.9673 |
| Close |
0.9761 |
0.9764 |
0.0003 |
0.0% |
0.9879 |
| Range |
0.0135 |
0.0032 |
-0.0103 |
-76.3% |
0.0213 |
| ATR |
0.0077 |
0.0073 |
-0.0003 |
-4.2% |
0.0000 |
| Volume |
144,170 |
112,741 |
-31,429 |
-21.8% |
482,980 |
|
| Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9865 |
0.9847 |
0.9782 |
|
| R3 |
0.9833 |
0.9815 |
0.9773 |
|
| R2 |
0.9801 |
0.9801 |
0.9770 |
|
| R1 |
0.9783 |
0.9783 |
0.9767 |
0.9776 |
| PP |
0.9769 |
0.9769 |
0.9769 |
0.9766 |
| S1 |
0.9751 |
0.9751 |
0.9761 |
0.9744 |
| S2 |
0.9737 |
0.9737 |
0.9758 |
|
| S3 |
0.9705 |
0.9719 |
0.9755 |
|
| S4 |
0.9673 |
0.9687 |
0.9746 |
|
|
| 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 |
0.9742 |
0.0144 |
1.5% |
0.0071 |
0.7% |
15% |
False |
False |
138,825 |
| 10 |
0.9886 |
0.9641 |
0.0245 |
2.5% |
0.0072 |
0.7% |
50% |
False |
False |
98,467 |
| 20 |
0.9889 |
0.9641 |
0.0248 |
2.5% |
0.0069 |
0.7% |
50% |
False |
False |
50,814 |
| 40 |
0.9930 |
0.9548 |
0.0382 |
3.9% |
0.0080 |
0.8% |
57% |
False |
False |
25,606 |
| 60 |
0.9930 |
0.9495 |
0.0435 |
4.5% |
0.0070 |
0.7% |
62% |
False |
False |
17,103 |
| 80 |
0.9930 |
0.9495 |
0.0435 |
4.5% |
0.0064 |
0.7% |
62% |
False |
False |
12,839 |
| 100 |
1.0289 |
0.9495 |
0.0794 |
8.1% |
0.0054 |
0.6% |
34% |
False |
False |
10,271 |
| 120 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0046 |
0.5% |
32% |
False |
False |
8,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9924 |
|
2.618 |
0.9872 |
|
1.618 |
0.9840 |
|
1.000 |
0.9820 |
|
0.618 |
0.9808 |
|
HIGH |
0.9788 |
|
0.618 |
0.9776 |
|
0.500 |
0.9772 |
|
0.382 |
0.9768 |
|
LOW |
0.9756 |
|
0.618 |
0.9736 |
|
1.000 |
0.9724 |
|
1.618 |
0.9704 |
|
2.618 |
0.9672 |
|
4.250 |
0.9620 |
|
|
| Fisher Pivots for day following 20-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9772 |
0.9812 |
| PP |
0.9769 |
0.9796 |
| S1 |
0.9767 |
0.9780 |
|