CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 04-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2014 |
04-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9861 |
0.9852 |
-0.0009 |
-0.1% |
0.9790 |
| High |
0.9870 |
0.9852 |
-0.0018 |
-0.2% |
0.9836 |
| Low |
0.9861 |
0.9790 |
-0.0071 |
-0.7% |
0.9760 |
| Close |
0.9870 |
0.9790 |
-0.0080 |
-0.8% |
0.9836 |
| Range |
0.0009 |
0.0062 |
0.0053 |
588.9% |
0.0076 |
| ATR |
0.0045 |
0.0047 |
0.0003 |
5.6% |
0.0000 |
| Volume |
1 |
29 |
28 |
2,800.0% |
16 |
|
| Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9997 |
0.9955 |
0.9824 |
|
| R3 |
0.9935 |
0.9893 |
0.9807 |
|
| R2 |
0.9873 |
0.9873 |
0.9801 |
|
| R1 |
0.9831 |
0.9831 |
0.9796 |
0.9821 |
| PP |
0.9811 |
0.9811 |
0.9811 |
0.9806 |
| S1 |
0.9769 |
0.9769 |
0.9784 |
0.9759 |
| S2 |
0.9749 |
0.9749 |
0.9779 |
|
| S3 |
0.9687 |
0.9707 |
0.9773 |
|
| S4 |
0.9625 |
0.9645 |
0.9756 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0039 |
1.0013 |
0.9878 |
|
| R3 |
0.9963 |
0.9937 |
0.9857 |
|
| R2 |
0.9887 |
0.9887 |
0.9850 |
|
| R1 |
0.9861 |
0.9861 |
0.9843 |
0.9874 |
| PP |
0.9811 |
0.9811 |
0.9811 |
0.9817 |
| S1 |
0.9785 |
0.9785 |
0.9829 |
0.9798 |
| S2 |
0.9735 |
0.9735 |
0.9822 |
|
| S3 |
0.9659 |
0.9709 |
0.9815 |
|
| S4 |
0.9583 |
0.9633 |
0.9794 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9870 |
0.9771 |
0.0099 |
1.0% |
0.0028 |
0.3% |
19% |
False |
False |
8 |
| 10 |
0.9870 |
0.9744 |
0.0126 |
1.3% |
0.0026 |
0.3% |
37% |
False |
False |
6 |
| 20 |
0.9885 |
0.9744 |
0.0141 |
1.4% |
0.0027 |
0.3% |
33% |
False |
False |
4 |
| 40 |
0.9931 |
0.9555 |
0.0376 |
3.8% |
0.0021 |
0.2% |
63% |
False |
False |
2 |
| 60 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0018 |
0.2% |
66% |
False |
False |
2 |
| 80 |
1.0241 |
0.9515 |
0.0726 |
7.4% |
0.0016 |
0.2% |
38% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0116 |
|
2.618 |
1.0014 |
|
1.618 |
0.9952 |
|
1.000 |
0.9914 |
|
0.618 |
0.9890 |
|
HIGH |
0.9852 |
|
0.618 |
0.9828 |
|
0.500 |
0.9821 |
|
0.382 |
0.9814 |
|
LOW |
0.9790 |
|
0.618 |
0.9752 |
|
1.000 |
0.9728 |
|
1.618 |
0.9690 |
|
2.618 |
0.9628 |
|
4.250 |
0.9527 |
|
|
| Fisher Pivots for day following 04-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9821 |
0.9830 |
| PP |
0.9811 |
0.9817 |
| S1 |
0.9800 |
0.9803 |
|