CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 27-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2014 |
27-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9783 |
0.9803 |
0.0020 |
0.2% |
0.9867 |
| High |
0.9820 |
0.9836 |
0.0016 |
0.2% |
0.9881 |
| Low |
0.9750 |
0.9766 |
0.0016 |
0.2% |
0.9742 |
| Close |
0.9802 |
0.9791 |
-0.0011 |
-0.1% |
0.9787 |
| Range |
0.0070 |
0.0070 |
0.0000 |
0.0% |
0.0139 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.2% |
0.0000 |
| Volume |
109,819 |
139,488 |
29,669 |
27.0% |
576,728 |
|
| Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0008 |
0.9969 |
0.9830 |
|
| R3 |
0.9938 |
0.9899 |
0.9810 |
|
| R2 |
0.9868 |
0.9868 |
0.9804 |
|
| R1 |
0.9829 |
0.9829 |
0.9797 |
0.9814 |
| PP |
0.9798 |
0.9798 |
0.9798 |
0.9790 |
| S1 |
0.9759 |
0.9759 |
0.9785 |
0.9744 |
| S2 |
0.9728 |
0.9728 |
0.9778 |
|
| S3 |
0.9658 |
0.9689 |
0.9772 |
|
| S4 |
0.9588 |
0.9619 |
0.9753 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0220 |
1.0143 |
0.9863 |
|
| R3 |
1.0081 |
1.0004 |
0.9825 |
|
| R2 |
0.9942 |
0.9942 |
0.9812 |
|
| R1 |
0.9865 |
0.9865 |
0.9800 |
0.9834 |
| PP |
0.9803 |
0.9803 |
0.9803 |
0.9788 |
| S1 |
0.9726 |
0.9726 |
0.9774 |
0.9695 |
| S2 |
0.9664 |
0.9664 |
0.9762 |
|
| S3 |
0.9525 |
0.9587 |
0.9749 |
|
| S4 |
0.9386 |
0.9448 |
0.9711 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9836 |
0.9746 |
0.0090 |
0.9% |
0.0054 |
0.6% |
50% |
True |
False |
109,231 |
| 10 |
0.9886 |
0.9742 |
0.0144 |
1.5% |
0.0063 |
0.6% |
34% |
False |
False |
124,028 |
| 20 |
0.9889 |
0.9641 |
0.0248 |
2.5% |
0.0069 |
0.7% |
60% |
False |
False |
77,877 |
| 40 |
0.9930 |
0.9641 |
0.0289 |
3.0% |
0.0072 |
0.7% |
52% |
False |
False |
39,217 |
| 60 |
0.9930 |
0.9504 |
0.0426 |
4.4% |
0.0073 |
0.7% |
67% |
False |
False |
26,202 |
| 80 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0066 |
0.7% |
68% |
False |
False |
19,665 |
| 100 |
1.0232 |
0.9495 |
0.0737 |
7.5% |
0.0057 |
0.6% |
40% |
False |
False |
15,733 |
| 120 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0048 |
0.5% |
35% |
False |
False |
13,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0134 |
|
2.618 |
1.0019 |
|
1.618 |
0.9949 |
|
1.000 |
0.9906 |
|
0.618 |
0.9879 |
|
HIGH |
0.9836 |
|
0.618 |
0.9809 |
|
0.500 |
0.9801 |
|
0.382 |
0.9793 |
|
LOW |
0.9766 |
|
0.618 |
0.9723 |
|
1.000 |
0.9696 |
|
1.618 |
0.9653 |
|
2.618 |
0.9583 |
|
4.250 |
0.9469 |
|
|
| Fisher Pivots for day following 27-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9801 |
0.9793 |
| PP |
0.9798 |
0.9792 |
| S1 |
0.9794 |
0.9792 |
|