CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 28-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2014 |
28-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9839 |
0.9796 |
-0.0043 |
-0.4% |
0.9771 |
| High |
0.9839 |
0.9803 |
-0.0036 |
-0.4% |
0.9839 |
| Low |
0.9772 |
0.9720 |
-0.0052 |
-0.5% |
0.9720 |
| Close |
0.9796 |
0.9736 |
-0.0060 |
-0.6% |
0.9736 |
| Range |
0.0067 |
0.0083 |
0.0016 |
23.9% |
0.0119 |
| ATR |
0.0049 |
0.0052 |
0.0002 |
4.9% |
0.0000 |
| Volume |
14 |
93 |
79 |
564.3% |
322 |
|
| Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0002 |
0.9952 |
0.9782 |
|
| R3 |
0.9919 |
0.9869 |
0.9759 |
|
| R2 |
0.9836 |
0.9836 |
0.9751 |
|
| R1 |
0.9786 |
0.9786 |
0.9744 |
0.9770 |
| PP |
0.9753 |
0.9753 |
0.9753 |
0.9745 |
| S1 |
0.9703 |
0.9703 |
0.9728 |
0.9687 |
| S2 |
0.9670 |
0.9670 |
0.9721 |
|
| S3 |
0.9587 |
0.9620 |
0.9713 |
|
| S4 |
0.9504 |
0.9537 |
0.9690 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0122 |
1.0048 |
0.9801 |
|
| R3 |
1.0003 |
0.9929 |
0.9769 |
|
| R2 |
0.9884 |
0.9884 |
0.9758 |
|
| R1 |
0.9810 |
0.9810 |
0.9747 |
0.9788 |
| PP |
0.9765 |
0.9765 |
0.9765 |
0.9754 |
| S1 |
0.9691 |
0.9691 |
0.9725 |
0.9669 |
| S2 |
0.9646 |
0.9646 |
0.9714 |
|
| S3 |
0.9527 |
0.9572 |
0.9703 |
|
| S4 |
0.9408 |
0.9453 |
0.9671 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9839 |
0.9720 |
0.0119 |
1.2% |
0.0053 |
0.5% |
13% |
False |
True |
64 |
| 10 |
0.9871 |
0.9720 |
0.0151 |
1.6% |
0.0052 |
0.5% |
11% |
False |
True |
52 |
| 20 |
0.9892 |
0.9672 |
0.0220 |
2.3% |
0.0044 |
0.4% |
29% |
False |
False |
36 |
| 40 |
0.9931 |
0.9672 |
0.0259 |
2.7% |
0.0035 |
0.4% |
25% |
False |
False |
19 |
| 60 |
0.9931 |
0.9555 |
0.0376 |
3.9% |
0.0028 |
0.3% |
48% |
False |
False |
13 |
| 80 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0024 |
0.2% |
53% |
False |
False |
10 |
| 100 |
1.0241 |
0.9515 |
0.0726 |
7.5% |
0.0021 |
0.2% |
30% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0156 |
|
2.618 |
1.0020 |
|
1.618 |
0.9937 |
|
1.000 |
0.9886 |
|
0.618 |
0.9854 |
|
HIGH |
0.9803 |
|
0.618 |
0.9771 |
|
0.500 |
0.9762 |
|
0.382 |
0.9752 |
|
LOW |
0.9720 |
|
0.618 |
0.9669 |
|
1.000 |
0.9637 |
|
1.618 |
0.9586 |
|
2.618 |
0.9503 |
|
4.250 |
0.9367 |
|
|
| Fisher Pivots for day following 28-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9762 |
0.9780 |
| PP |
0.9753 |
0.9765 |
| S1 |
0.9745 |
0.9751 |
|