CME Japanese Yen Future September 2014
Trading Metrics calculated at close of trading on 21-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2014 |
21-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
0.9777 |
0.9800 |
0.0023 |
0.2% |
0.9865 |
High |
0.9790 |
0.9812 |
0.0022 |
0.2% |
0.9871 |
Low |
0.9764 |
0.9778 |
0.0014 |
0.1% |
0.9763 |
Close |
0.9770 |
0.9792 |
0.0022 |
0.2% |
0.9792 |
Range |
0.0026 |
0.0034 |
0.0008 |
30.8% |
0.0108 |
ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
71 |
108 |
37 |
52.1% |
204 |
|
Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9896 |
0.9878 |
0.9811 |
|
R3 |
0.9862 |
0.9844 |
0.9801 |
|
R2 |
0.9828 |
0.9828 |
0.9798 |
|
R1 |
0.9810 |
0.9810 |
0.9795 |
0.9802 |
PP |
0.9794 |
0.9794 |
0.9794 |
0.9790 |
S1 |
0.9776 |
0.9776 |
0.9789 |
0.9768 |
S2 |
0.9760 |
0.9760 |
0.9786 |
|
S3 |
0.9726 |
0.9742 |
0.9783 |
|
S4 |
0.9692 |
0.9708 |
0.9773 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0133 |
1.0070 |
0.9851 |
|
R3 |
1.0025 |
0.9962 |
0.9822 |
|
R2 |
0.9917 |
0.9917 |
0.9812 |
|
R1 |
0.9854 |
0.9854 |
0.9802 |
0.9832 |
PP |
0.9809 |
0.9809 |
0.9809 |
0.9797 |
S1 |
0.9746 |
0.9746 |
0.9782 |
0.9724 |
S2 |
0.9701 |
0.9701 |
0.9772 |
|
S3 |
0.9593 |
0.9638 |
0.9762 |
|
S4 |
0.9485 |
0.9530 |
0.9733 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9871 |
0.9763 |
0.0108 |
1.1% |
0.0052 |
0.5% |
27% |
False |
False |
40 |
10 |
0.9892 |
0.9672 |
0.0220 |
2.2% |
0.0046 |
0.5% |
55% |
False |
False |
33 |
20 |
0.9892 |
0.9672 |
0.0220 |
2.2% |
0.0035 |
0.4% |
55% |
False |
False |
20 |
40 |
0.9931 |
0.9672 |
0.0259 |
2.6% |
0.0032 |
0.3% |
46% |
False |
False |
11 |
60 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0024 |
0.2% |
67% |
False |
False |
8 |
80 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0021 |
0.2% |
67% |
False |
False |
6 |
100 |
1.0264 |
0.9515 |
0.0749 |
7.6% |
0.0018 |
0.2% |
37% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9957 |
2.618 |
0.9901 |
1.618 |
0.9867 |
1.000 |
0.9846 |
0.618 |
0.9833 |
HIGH |
0.9812 |
0.618 |
0.9799 |
0.500 |
0.9795 |
0.382 |
0.9791 |
LOW |
0.9778 |
0.618 |
0.9757 |
1.000 |
0.9744 |
1.618 |
0.9723 |
2.618 |
0.9689 |
4.250 |
0.9634 |
|
|
Fisher Pivots for day following 21-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9795 |
0.9817 |
PP |
0.9794 |
0.9809 |
S1 |
0.9793 |
0.9800 |
|