CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 14-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9771 |
0.9835 |
0.0064 |
0.7% |
0.9672 |
| High |
0.9848 |
0.9892 |
0.0044 |
0.4% |
0.9892 |
| Low |
0.9771 |
0.9834 |
0.0063 |
0.6% |
0.9672 |
| Close |
0.9848 |
0.9885 |
0.0037 |
0.4% |
0.9885 |
| Range |
0.0077 |
0.0058 |
-0.0019 |
-24.7% |
0.0220 |
| ATR |
0.0047 |
0.0047 |
0.0001 |
1.7% |
0.0000 |
| Volume |
17 |
31 |
14 |
82.4% |
130 |
|
| Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0044 |
1.0023 |
0.9917 |
|
| R3 |
0.9986 |
0.9965 |
0.9901 |
|
| R2 |
0.9928 |
0.9928 |
0.9896 |
|
| R1 |
0.9907 |
0.9907 |
0.9890 |
0.9918 |
| PP |
0.9870 |
0.9870 |
0.9870 |
0.9876 |
| S1 |
0.9849 |
0.9849 |
0.9880 |
0.9860 |
| S2 |
0.9812 |
0.9812 |
0.9874 |
|
| S3 |
0.9754 |
0.9791 |
0.9869 |
|
| S4 |
0.9696 |
0.9733 |
0.9853 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0476 |
1.0401 |
1.0006 |
|
| R3 |
1.0256 |
1.0181 |
0.9946 |
|
| R2 |
1.0036 |
1.0036 |
0.9925 |
|
| R1 |
0.9961 |
0.9961 |
0.9905 |
0.9999 |
| PP |
0.9816 |
0.9816 |
0.9816 |
0.9835 |
| S1 |
0.9741 |
0.9741 |
0.9865 |
0.9779 |
| S2 |
0.9596 |
0.9596 |
0.9845 |
|
| S3 |
0.9376 |
0.9521 |
0.9825 |
|
| S4 |
0.9156 |
0.9301 |
0.9764 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9892 |
0.9672 |
0.0220 |
2.2% |
0.0040 |
0.4% |
97% |
True |
False |
26 |
| 10 |
0.9892 |
0.9672 |
0.0220 |
2.2% |
0.0035 |
0.4% |
97% |
True |
False |
19 |
| 20 |
0.9892 |
0.9672 |
0.0220 |
2.2% |
0.0032 |
0.3% |
97% |
True |
False |
12 |
| 40 |
0.9931 |
0.9592 |
0.0339 |
3.4% |
0.0026 |
0.3% |
86% |
False |
False |
6 |
| 60 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0020 |
0.2% |
89% |
False |
False |
5 |
| 80 |
1.0016 |
0.9515 |
0.0501 |
5.1% |
0.0017 |
0.2% |
74% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0139 |
|
2.618 |
1.0044 |
|
1.618 |
0.9986 |
|
1.000 |
0.9950 |
|
0.618 |
0.9928 |
|
HIGH |
0.9892 |
|
0.618 |
0.9870 |
|
0.500 |
0.9863 |
|
0.382 |
0.9856 |
|
LOW |
0.9834 |
|
0.618 |
0.9798 |
|
1.000 |
0.9776 |
|
1.618 |
0.9740 |
|
2.618 |
0.9682 |
|
4.250 |
0.9588 |
|
|
| Fisher Pivots for day following 14-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9878 |
0.9860 |
| PP |
0.9870 |
0.9835 |
| S1 |
0.9863 |
0.9810 |
|