CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 06-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2014 |
06-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9787 |
0.9751 |
-0.0036 |
-0.4% |
0.9790 |
| High |
0.9787 |
0.9751 |
-0.0036 |
-0.4% |
0.9836 |
| Low |
0.9784 |
0.9708 |
-0.0076 |
-0.8% |
0.9760 |
| Close |
0.9784 |
0.9715 |
-0.0069 |
-0.7% |
0.9836 |
| Range |
0.0003 |
0.0043 |
0.0040 |
1,333.3% |
0.0076 |
| ATR |
0.0044 |
0.0047 |
0.0002 |
5.1% |
0.0000 |
| Volume |
4 |
1 |
-3 |
-75.0% |
16 |
|
| Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9854 |
0.9827 |
0.9739 |
|
| R3 |
0.9811 |
0.9784 |
0.9727 |
|
| R2 |
0.9768 |
0.9768 |
0.9723 |
|
| R1 |
0.9741 |
0.9741 |
0.9719 |
0.9733 |
| PP |
0.9725 |
0.9725 |
0.9725 |
0.9721 |
| S1 |
0.9698 |
0.9698 |
0.9711 |
0.9690 |
| S2 |
0.9682 |
0.9682 |
0.9707 |
|
| S3 |
0.9639 |
0.9655 |
0.9703 |
|
| S4 |
0.9596 |
0.9612 |
0.9691 |
|
|
| 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 |
0.9708 |
0.0162 |
1.7% |
0.0030 |
0.3% |
4% |
False |
True |
8 |
| 10 |
0.9870 |
0.9708 |
0.0162 |
1.7% |
0.0025 |
0.3% |
4% |
False |
True |
6 |
| 20 |
0.9870 |
0.9708 |
0.0162 |
1.7% |
0.0028 |
0.3% |
4% |
False |
True |
4 |
| 40 |
0.9931 |
0.9555 |
0.0376 |
3.9% |
0.0021 |
0.2% |
43% |
False |
False |
3 |
| 60 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0017 |
0.2% |
48% |
False |
False |
2 |
| 80 |
1.0175 |
0.9515 |
0.0660 |
6.8% |
0.0015 |
0.2% |
30% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9934 |
|
2.618 |
0.9864 |
|
1.618 |
0.9821 |
|
1.000 |
0.9794 |
|
0.618 |
0.9778 |
|
HIGH |
0.9751 |
|
0.618 |
0.9735 |
|
0.500 |
0.9730 |
|
0.382 |
0.9724 |
|
LOW |
0.9708 |
|
0.618 |
0.9681 |
|
1.000 |
0.9665 |
|
1.618 |
0.9638 |
|
2.618 |
0.9595 |
|
4.250 |
0.9525 |
|
|
| Fisher Pivots for day following 06-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9730 |
0.9780 |
| PP |
0.9725 |
0.9758 |
| S1 |
0.9720 |
0.9737 |
|