CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 07-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9751 |
0.9715 |
-0.0036 |
-0.4% |
0.9861 |
| High |
0.9751 |
0.9721 |
-0.0030 |
-0.3% |
0.9870 |
| Low |
0.9708 |
0.9691 |
-0.0017 |
-0.2% |
0.9691 |
| Close |
0.9715 |
0.9691 |
-0.0024 |
-0.2% |
0.9691 |
| Range |
0.0043 |
0.0030 |
-0.0013 |
-30.2% |
0.0179 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
1 |
31 |
30 |
3,000.0% |
66 |
|
| Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9791 |
0.9771 |
0.9708 |
|
| R3 |
0.9761 |
0.9741 |
0.9699 |
|
| R2 |
0.9731 |
0.9731 |
0.9697 |
|
| R1 |
0.9711 |
0.9711 |
0.9694 |
0.9706 |
| PP |
0.9701 |
0.9701 |
0.9701 |
0.9699 |
| S1 |
0.9681 |
0.9681 |
0.9688 |
0.9676 |
| S2 |
0.9671 |
0.9671 |
0.9686 |
|
| S3 |
0.9641 |
0.9651 |
0.9683 |
|
| S4 |
0.9611 |
0.9621 |
0.9675 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0288 |
1.0168 |
0.9789 |
|
| R3 |
1.0109 |
0.9989 |
0.9740 |
|
| R2 |
0.9930 |
0.9930 |
0.9724 |
|
| R1 |
0.9810 |
0.9810 |
0.9707 |
0.9781 |
| PP |
0.9751 |
0.9751 |
0.9751 |
0.9736 |
| S1 |
0.9631 |
0.9631 |
0.9675 |
0.9602 |
| S2 |
0.9572 |
0.9572 |
0.9658 |
|
| S3 |
0.9393 |
0.9452 |
0.9642 |
|
| S4 |
0.9214 |
0.9273 |
0.9593 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9870 |
0.9691 |
0.0179 |
1.8% |
0.0029 |
0.3% |
0% |
False |
True |
13 |
| 10 |
0.9870 |
0.9691 |
0.0179 |
1.8% |
0.0025 |
0.3% |
0% |
False |
True |
8 |
| 20 |
0.9870 |
0.9691 |
0.0179 |
1.8% |
0.0027 |
0.3% |
0% |
False |
True |
6 |
| 40 |
0.9931 |
0.9560 |
0.0371 |
3.8% |
0.0022 |
0.2% |
35% |
False |
False |
3 |
| 60 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0018 |
0.2% |
42% |
False |
False |
3 |
| 80 |
1.0101 |
0.9515 |
0.0586 |
6.0% |
0.0015 |
0.2% |
30% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9849 |
|
2.618 |
0.9800 |
|
1.618 |
0.9770 |
|
1.000 |
0.9751 |
|
0.618 |
0.9740 |
|
HIGH |
0.9721 |
|
0.618 |
0.9710 |
|
0.500 |
0.9706 |
|
0.382 |
0.9702 |
|
LOW |
0.9691 |
|
0.618 |
0.9672 |
|
1.000 |
0.9661 |
|
1.618 |
0.9642 |
|
2.618 |
0.9612 |
|
4.250 |
0.9564 |
|
|
| Fisher Pivots for day following 07-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9706 |
0.9739 |
| PP |
0.9701 |
0.9723 |
| S1 |
0.9696 |
0.9707 |
|