CME Japanese Yen Future September 2014
Trading Metrics calculated at close of trading on 05-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2014 |
05-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
0.9852 |
0.9787 |
-0.0065 |
-0.7% |
0.9790 |
High |
0.9852 |
0.9787 |
-0.0065 |
-0.7% |
0.9836 |
Low |
0.9790 |
0.9784 |
-0.0006 |
-0.1% |
0.9760 |
Close |
0.9790 |
0.9784 |
-0.0006 |
-0.1% |
0.9836 |
Range |
0.0062 |
0.0003 |
-0.0059 |
-95.2% |
0.0076 |
ATR |
0.0047 |
0.0044 |
-0.0003 |
-6.2% |
0.0000 |
Volume |
29 |
4 |
-25 |
-86.2% |
16 |
|
Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9794 |
0.9792 |
0.9786 |
|
R3 |
0.9791 |
0.9789 |
0.9785 |
|
R2 |
0.9788 |
0.9788 |
0.9785 |
|
R1 |
0.9786 |
0.9786 |
0.9784 |
0.9786 |
PP |
0.9785 |
0.9785 |
0.9785 |
0.9785 |
S1 |
0.9783 |
0.9783 |
0.9784 |
0.9783 |
S2 |
0.9782 |
0.9782 |
0.9783 |
|
S3 |
0.9779 |
0.9780 |
0.9783 |
|
S4 |
0.9776 |
0.9777 |
0.9782 |
|
|
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 |
0.9784 |
0.0086 |
0.9% |
0.0025 |
0.3% |
0% |
False |
True |
8 |
10 |
0.9870 |
0.9744 |
0.0126 |
1.3% |
0.0027 |
0.3% |
32% |
False |
False |
6 |
20 |
0.9885 |
0.9744 |
0.0141 |
1.4% |
0.0026 |
0.3% |
28% |
False |
False |
4 |
40 |
0.9931 |
0.9555 |
0.0376 |
3.8% |
0.0021 |
0.2% |
61% |
False |
False |
3 |
60 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0018 |
0.2% |
65% |
False |
False |
2 |
80 |
1.0241 |
0.9515 |
0.0726 |
7.4% |
0.0016 |
0.2% |
37% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9800 |
2.618 |
0.9795 |
1.618 |
0.9792 |
1.000 |
0.9790 |
0.618 |
0.9789 |
HIGH |
0.9787 |
0.618 |
0.9786 |
0.500 |
0.9786 |
0.382 |
0.9785 |
LOW |
0.9784 |
0.618 |
0.9782 |
1.000 |
0.9781 |
1.618 |
0.9779 |
2.618 |
0.9776 |
4.250 |
0.9771 |
|
|
Fisher Pivots for day following 05-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9786 |
0.9827 |
PP |
0.9785 |
0.9813 |
S1 |
0.9785 |
0.9798 |
|