CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 25-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2014 |
25-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9771 |
0.9791 |
0.0020 |
0.2% |
0.9865 |
| High |
0.9797 |
0.9798 |
0.0001 |
0.0% |
0.9871 |
| Low |
0.9763 |
0.9767 |
0.0004 |
0.0% |
0.9763 |
| Close |
0.9791 |
0.9788 |
-0.0003 |
0.0% |
0.9792 |
| Range |
0.0034 |
0.0031 |
-0.0003 |
-8.8% |
0.0108 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
50 |
39 |
-11 |
-22.0% |
204 |
|
| Daily Pivots for day following 25-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9877 |
0.9864 |
0.9805 |
|
| R3 |
0.9846 |
0.9833 |
0.9797 |
|
| R2 |
0.9815 |
0.9815 |
0.9794 |
|
| R1 |
0.9802 |
0.9802 |
0.9791 |
0.9793 |
| PP |
0.9784 |
0.9784 |
0.9784 |
0.9780 |
| S1 |
0.9771 |
0.9771 |
0.9785 |
0.9762 |
| S2 |
0.9753 |
0.9753 |
0.9782 |
|
| S3 |
0.9722 |
0.9740 |
0.9779 |
|
| S4 |
0.9691 |
0.9709 |
0.9771 |
|
|
| 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% |
0.0047 |
0.5% |
23% |
False |
False |
56 |
| 10 |
0.9892 |
0.9728 |
0.0164 |
1.7% |
0.0048 |
0.5% |
37% |
False |
False |
40 |
| 20 |
0.9892 |
0.9672 |
0.0220 |
2.2% |
0.0037 |
0.4% |
53% |
False |
False |
24 |
| 40 |
0.9931 |
0.9672 |
0.0259 |
2.6% |
0.0033 |
0.3% |
45% |
False |
False |
14 |
| 60 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0025 |
0.3% |
66% |
False |
False |
9 |
| 80 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0021 |
0.2% |
66% |
False |
False |
7 |
| 100 |
1.0241 |
0.9515 |
0.0726 |
7.4% |
0.0019 |
0.2% |
38% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9930 |
|
2.618 |
0.9879 |
|
1.618 |
0.9848 |
|
1.000 |
0.9829 |
|
0.618 |
0.9817 |
|
HIGH |
0.9798 |
|
0.618 |
0.9786 |
|
0.500 |
0.9783 |
|
0.382 |
0.9779 |
|
LOW |
0.9767 |
|
0.618 |
0.9748 |
|
1.000 |
0.9736 |
|
1.618 |
0.9717 |
|
2.618 |
0.9686 |
|
4.250 |
0.9635 |
|
|
| Fisher Pivots for day following 25-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9786 |
0.9788 |
| PP |
0.9784 |
0.9788 |
| S1 |
0.9783 |
0.9788 |
|