CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 17-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9835 |
0.9865 |
0.0030 |
0.3% |
0.9672 |
| High |
0.9892 |
0.9868 |
-0.0024 |
-0.2% |
0.9892 |
| Low |
0.9834 |
0.9823 |
-0.0011 |
-0.1% |
0.9672 |
| Close |
0.9885 |
0.9841 |
-0.0044 |
-0.4% |
0.9885 |
| Range |
0.0058 |
0.0045 |
-0.0013 |
-22.4% |
0.0220 |
| ATR |
0.0047 |
0.0049 |
0.0001 |
2.2% |
0.0000 |
| Volume |
31 |
8 |
-23 |
-74.2% |
130 |
|
| Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9979 |
0.9955 |
0.9866 |
|
| R3 |
0.9934 |
0.9910 |
0.9853 |
|
| R2 |
0.9889 |
0.9889 |
0.9849 |
|
| R1 |
0.9865 |
0.9865 |
0.9845 |
0.9855 |
| PP |
0.9844 |
0.9844 |
0.9844 |
0.9839 |
| S1 |
0.9820 |
0.9820 |
0.9837 |
0.9810 |
| S2 |
0.9799 |
0.9799 |
0.9833 |
|
| S3 |
0.9754 |
0.9775 |
0.9829 |
|
| S4 |
0.9709 |
0.9730 |
0.9816 |
|
|
| 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 |
0.9727 |
0.0165 |
1.7% |
0.0040 |
0.4% |
69% |
False |
False |
26 |
| 10 |
0.9892 |
0.9672 |
0.0220 |
2.2% |
0.0038 |
0.4% |
77% |
False |
False |
20 |
| 20 |
0.9892 |
0.9672 |
0.0220 |
2.2% |
0.0034 |
0.3% |
77% |
False |
False |
12 |
| 40 |
0.9931 |
0.9592 |
0.0339 |
3.4% |
0.0027 |
0.3% |
73% |
False |
False |
7 |
| 60 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0020 |
0.2% |
78% |
False |
False |
5 |
| 80 |
1.0012 |
0.9515 |
0.0497 |
5.1% |
0.0018 |
0.2% |
66% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0059 |
|
2.618 |
0.9986 |
|
1.618 |
0.9941 |
|
1.000 |
0.9913 |
|
0.618 |
0.9896 |
|
HIGH |
0.9868 |
|
0.618 |
0.9851 |
|
0.500 |
0.9846 |
|
0.382 |
0.9840 |
|
LOW |
0.9823 |
|
0.618 |
0.9795 |
|
1.000 |
0.9778 |
|
1.618 |
0.9750 |
|
2.618 |
0.9705 |
|
4.250 |
0.9632 |
|
|
| Fisher Pivots for day following 17-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9846 |
0.9838 |
| PP |
0.9844 |
0.9835 |
| S1 |
0.9843 |
0.9832 |
|