CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 19-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9826 |
0.9871 |
0.0045 |
0.5% |
0.9672 |
| High |
0.9871 |
0.9871 |
0.0000 |
0.0% |
0.9892 |
| Low |
0.9826 |
0.9763 |
-0.0063 |
-0.6% |
0.9672 |
| Close |
0.9860 |
0.9766 |
-0.0094 |
-1.0% |
0.9885 |
| Range |
0.0045 |
0.0108 |
0.0063 |
140.0% |
0.0220 |
| ATR |
0.0048 |
0.0053 |
0.0004 |
8.8% |
0.0000 |
| Volume |
3 |
14 |
11 |
366.7% |
130 |
|
| Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0124 |
1.0053 |
0.9825 |
|
| R3 |
1.0016 |
0.9945 |
0.9796 |
|
| R2 |
0.9908 |
0.9908 |
0.9786 |
|
| R1 |
0.9837 |
0.9837 |
0.9776 |
0.9819 |
| PP |
0.9800 |
0.9800 |
0.9800 |
0.9791 |
| S1 |
0.9729 |
0.9729 |
0.9756 |
0.9711 |
| S2 |
0.9692 |
0.9692 |
0.9746 |
|
| S3 |
0.9584 |
0.9621 |
0.9736 |
|
| S4 |
0.9476 |
0.9513 |
0.9707 |
|
|
| 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 |
0.9763 |
0.0129 |
1.3% |
0.0067 |
0.7% |
2% |
False |
True |
14 |
| 10 |
0.9892 |
0.9672 |
0.0220 |
2.3% |
0.0047 |
0.5% |
43% |
False |
False |
18 |
| 20 |
0.9892 |
0.9672 |
0.0220 |
2.3% |
0.0037 |
0.4% |
43% |
False |
False |
12 |
| 40 |
0.9931 |
0.9592 |
0.0339 |
3.5% |
0.0031 |
0.3% |
51% |
False |
False |
7 |
| 60 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0023 |
0.2% |
60% |
False |
False |
5 |
| 80 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0020 |
0.2% |
60% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0330 |
|
2.618 |
1.0154 |
|
1.618 |
1.0046 |
|
1.000 |
0.9979 |
|
0.618 |
0.9938 |
|
HIGH |
0.9871 |
|
0.618 |
0.9830 |
|
0.500 |
0.9817 |
|
0.382 |
0.9804 |
|
LOW |
0.9763 |
|
0.618 |
0.9696 |
|
1.000 |
0.9655 |
|
1.618 |
0.9588 |
|
2.618 |
0.9480 |
|
4.250 |
0.9304 |
|
|
| Fisher Pivots for day following 19-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9817 |
0.9817 |
| PP |
0.9800 |
0.9800 |
| S1 |
0.9783 |
0.9783 |
|