CME Japanese Yen Future September 2014
Trading Metrics calculated at close of trading on 11-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
0.9672 |
0.9727 |
0.0055 |
0.6% |
0.9861 |
High |
0.9718 |
0.9727 |
0.0009 |
0.1% |
0.9870 |
Low |
0.9672 |
0.9727 |
0.0055 |
0.6% |
0.9691 |
Close |
0.9700 |
0.9727 |
0.0027 |
0.3% |
0.9691 |
Range |
0.0046 |
0.0000 |
-0.0046 |
-100.0% |
0.0179 |
ATR |
0.0046 |
0.0044 |
-0.0001 |
-2.9% |
0.0000 |
Volume |
8 |
6 |
-2 |
-25.0% |
66 |
|
Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9727 |
0.9727 |
0.9727 |
|
R3 |
0.9727 |
0.9727 |
0.9727 |
|
R2 |
0.9727 |
0.9727 |
0.9727 |
|
R1 |
0.9727 |
0.9727 |
0.9727 |
0.9727 |
PP |
0.9727 |
0.9727 |
0.9727 |
0.9727 |
S1 |
0.9727 |
0.9727 |
0.9727 |
0.9727 |
S2 |
0.9727 |
0.9727 |
0.9727 |
|
S3 |
0.9727 |
0.9727 |
0.9727 |
|
S4 |
0.9727 |
0.9727 |
0.9727 |
|
|
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 |
0.9787 |
0.9672 |
0.0115 |
1.2% |
0.0024 |
0.3% |
48% |
False |
False |
10 |
10 |
0.9870 |
0.9672 |
0.0198 |
2.0% |
0.0026 |
0.3% |
28% |
False |
False |
9 |
20 |
0.9870 |
0.9672 |
0.0198 |
2.0% |
0.0028 |
0.3% |
28% |
False |
False |
6 |
40 |
0.9931 |
0.9575 |
0.0356 |
3.7% |
0.0023 |
0.2% |
43% |
False |
False |
4 |
60 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0018 |
0.2% |
51% |
False |
False |
3 |
80 |
1.0087 |
0.9515 |
0.0572 |
5.9% |
0.0015 |
0.2% |
37% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9727 |
2.618 |
0.9727 |
1.618 |
0.9727 |
1.000 |
0.9727 |
0.618 |
0.9727 |
HIGH |
0.9727 |
0.618 |
0.9727 |
0.500 |
0.9727 |
0.382 |
0.9727 |
LOW |
0.9727 |
0.618 |
0.9727 |
1.000 |
0.9727 |
1.618 |
0.9727 |
2.618 |
0.9727 |
4.250 |
0.9727 |
|
|
Fisher Pivots for day following 11-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9727 |
0.9718 |
PP |
0.9727 |
0.9709 |
S1 |
0.9727 |
0.9700 |
|