CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 18-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9865 |
0.9826 |
-0.0039 |
-0.4% |
0.9672 |
| High |
0.9868 |
0.9871 |
0.0003 |
0.0% |
0.9892 |
| Low |
0.9823 |
0.9826 |
0.0003 |
0.0% |
0.9672 |
| Close |
0.9841 |
0.9860 |
0.0019 |
0.2% |
0.9885 |
| Range |
0.0045 |
0.0045 |
0.0000 |
0.0% |
0.0220 |
| ATR |
0.0049 |
0.0048 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
8 |
3 |
-5 |
-62.5% |
130 |
|
| Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9987 |
0.9969 |
0.9885 |
|
| R3 |
0.9942 |
0.9924 |
0.9872 |
|
| R2 |
0.9897 |
0.9897 |
0.9868 |
|
| R1 |
0.9879 |
0.9879 |
0.9864 |
0.9888 |
| PP |
0.9852 |
0.9852 |
0.9852 |
0.9857 |
| S1 |
0.9834 |
0.9834 |
0.9856 |
0.9843 |
| S2 |
0.9807 |
0.9807 |
0.9852 |
|
| S3 |
0.9762 |
0.9789 |
0.9848 |
|
| S4 |
0.9717 |
0.9744 |
0.9835 |
|
|
| 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 |
0.9728 |
0.0164 |
1.7% |
0.0049 |
0.5% |
80% |
False |
False |
25 |
| 10 |
0.9892 |
0.9672 |
0.0220 |
2.2% |
0.0037 |
0.4% |
85% |
False |
False |
17 |
| 20 |
0.9892 |
0.9672 |
0.0220 |
2.2% |
0.0031 |
0.3% |
85% |
False |
False |
12 |
| 40 |
0.9931 |
0.9592 |
0.0339 |
3.4% |
0.0028 |
0.3% |
79% |
False |
False |
7 |
| 60 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0021 |
0.2% |
83% |
False |
False |
5 |
| 80 |
1.0012 |
0.9515 |
0.0497 |
5.0% |
0.0018 |
0.2% |
69% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0062 |
|
2.618 |
0.9989 |
|
1.618 |
0.9944 |
|
1.000 |
0.9916 |
|
0.618 |
0.9899 |
|
HIGH |
0.9871 |
|
0.618 |
0.9854 |
|
0.500 |
0.9849 |
|
0.382 |
0.9843 |
|
LOW |
0.9826 |
|
0.618 |
0.9798 |
|
1.000 |
0.9781 |
|
1.618 |
0.9753 |
|
2.618 |
0.9708 |
|
4.250 |
0.9635 |
|
|
| Fisher Pivots for day following 18-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9856 |
0.9859 |
| PP |
0.9852 |
0.9858 |
| S1 |
0.9849 |
0.9858 |
|