CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 28-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2014 |
28-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9803 |
0.9787 |
-0.0016 |
-0.2% |
0.9785 |
| High |
0.9836 |
0.9805 |
-0.0031 |
-0.3% |
0.9836 |
| Low |
0.9766 |
0.9714 |
-0.0052 |
-0.5% |
0.9714 |
| Close |
0.9791 |
0.9731 |
-0.0060 |
-0.6% |
0.9731 |
| Range |
0.0070 |
0.0091 |
0.0021 |
30.0% |
0.0122 |
| ATR |
0.0068 |
0.0070 |
0.0002 |
2.4% |
0.0000 |
| Volume |
139,488 |
137,330 |
-2,158 |
-1.5% |
600,807 |
|
| Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0023 |
0.9968 |
0.9781 |
|
| R3 |
0.9932 |
0.9877 |
0.9756 |
|
| R2 |
0.9841 |
0.9841 |
0.9748 |
|
| R1 |
0.9786 |
0.9786 |
0.9739 |
0.9768 |
| PP |
0.9750 |
0.9750 |
0.9750 |
0.9741 |
| S1 |
0.9695 |
0.9695 |
0.9723 |
0.9677 |
| S2 |
0.9659 |
0.9659 |
0.9714 |
|
| S3 |
0.9568 |
0.9604 |
0.9706 |
|
| S4 |
0.9477 |
0.9513 |
0.9681 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0126 |
1.0051 |
0.9798 |
|
| R3 |
1.0004 |
0.9929 |
0.9765 |
|
| R2 |
0.9882 |
0.9882 |
0.9753 |
|
| R1 |
0.9807 |
0.9807 |
0.9742 |
0.9784 |
| PP |
0.9760 |
0.9760 |
0.9760 |
0.9749 |
| S1 |
0.9685 |
0.9685 |
0.9720 |
0.9662 |
| S2 |
0.9638 |
0.9638 |
0.9709 |
|
| S3 |
0.9516 |
0.9563 |
0.9697 |
|
| S4 |
0.9394 |
0.9441 |
0.9664 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9836 |
0.9714 |
0.0122 |
1.3% |
0.0064 |
0.7% |
14% |
False |
True |
120,161 |
| 10 |
0.9881 |
0.9714 |
0.0167 |
1.7% |
0.0065 |
0.7% |
10% |
False |
True |
117,753 |
| 20 |
0.9889 |
0.9641 |
0.0248 |
2.5% |
0.0070 |
0.7% |
36% |
False |
False |
84,578 |
| 40 |
0.9930 |
0.9641 |
0.0289 |
3.0% |
0.0073 |
0.7% |
31% |
False |
False |
42,642 |
| 60 |
0.9930 |
0.9504 |
0.0426 |
4.4% |
0.0074 |
0.8% |
53% |
False |
False |
28,490 |
| 80 |
0.9930 |
0.9495 |
0.0435 |
4.5% |
0.0067 |
0.7% |
54% |
False |
False |
21,382 |
| 100 |
1.0232 |
0.9495 |
0.0737 |
7.6% |
0.0058 |
0.6% |
32% |
False |
False |
17,106 |
| 120 |
1.0343 |
0.9495 |
0.0848 |
8.7% |
0.0049 |
0.5% |
28% |
False |
False |
14,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0192 |
|
2.618 |
1.0043 |
|
1.618 |
0.9952 |
|
1.000 |
0.9896 |
|
0.618 |
0.9861 |
|
HIGH |
0.9805 |
|
0.618 |
0.9770 |
|
0.500 |
0.9760 |
|
0.382 |
0.9749 |
|
LOW |
0.9714 |
|
0.618 |
0.9658 |
|
1.000 |
0.9623 |
|
1.618 |
0.9567 |
|
2.618 |
0.9476 |
|
4.250 |
0.9327 |
|
|
| Fisher Pivots for day following 28-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9760 |
0.9775 |
| PP |
0.9750 |
0.9760 |
| S1 |
0.9741 |
0.9746 |
|