CME Japanese Yen Future September 2014
Trading Metrics calculated at close of trading on 20-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
0.9871 |
0.9777 |
-0.0094 |
-1.0% |
0.9672 |
High |
0.9871 |
0.9790 |
-0.0081 |
-0.8% |
0.9892 |
Low |
0.9763 |
0.9764 |
0.0001 |
0.0% |
0.9672 |
Close |
0.9766 |
0.9770 |
0.0004 |
0.0% |
0.9885 |
Range |
0.0108 |
0.0026 |
-0.0082 |
-75.9% |
0.0220 |
ATR |
0.0053 |
0.0051 |
-0.0002 |
-3.6% |
0.0000 |
Volume |
14 |
71 |
57 |
407.1% |
130 |
|
Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9853 |
0.9837 |
0.9784 |
|
R3 |
0.9827 |
0.9811 |
0.9777 |
|
R2 |
0.9801 |
0.9801 |
0.9775 |
|
R1 |
0.9785 |
0.9785 |
0.9772 |
0.9780 |
PP |
0.9775 |
0.9775 |
0.9775 |
0.9772 |
S1 |
0.9759 |
0.9759 |
0.9768 |
0.9754 |
S2 |
0.9749 |
0.9749 |
0.9765 |
|
S3 |
0.9723 |
0.9733 |
0.9763 |
|
S4 |
0.9697 |
0.9707 |
0.9756 |
|
|
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% |
0.0056 |
0.6% |
5% |
False |
False |
25 |
10 |
0.9892 |
0.9672 |
0.0220 |
2.3% |
0.0046 |
0.5% |
45% |
False |
False |
25 |
20 |
0.9892 |
0.9672 |
0.0220 |
2.3% |
0.0035 |
0.4% |
45% |
False |
False |
15 |
40 |
0.9931 |
0.9672 |
0.0259 |
2.7% |
0.0031 |
0.3% |
38% |
False |
False |
9 |
60 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0023 |
0.2% |
61% |
False |
False |
6 |
80 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0020 |
0.2% |
61% |
False |
False |
5 |
100 |
1.0298 |
0.9515 |
0.0783 |
8.0% |
0.0018 |
0.2% |
33% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9901 |
2.618 |
0.9858 |
1.618 |
0.9832 |
1.000 |
0.9816 |
0.618 |
0.9806 |
HIGH |
0.9790 |
0.618 |
0.9780 |
0.500 |
0.9777 |
0.382 |
0.9774 |
LOW |
0.9764 |
0.618 |
0.9748 |
1.000 |
0.9738 |
1.618 |
0.9722 |
2.618 |
0.9696 |
4.250 |
0.9654 |
|
|
Fisher Pivots for day following 20-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9777 |
0.9817 |
PP |
0.9775 |
0.9801 |
S1 |
0.9772 |
0.9786 |
|