CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 31-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2014 |
31-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9796 |
0.9718 |
-0.0078 |
-0.8% |
0.9771 |
| High |
0.9803 |
0.9723 |
-0.0080 |
-0.8% |
0.9839 |
| Low |
0.9720 |
0.9684 |
-0.0036 |
-0.4% |
0.9720 |
| Close |
0.9736 |
0.9697 |
-0.0039 |
-0.4% |
0.9736 |
| Range |
0.0083 |
0.0039 |
-0.0044 |
-53.0% |
0.0119 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.1% |
0.0000 |
| Volume |
93 |
195 |
102 |
109.7% |
322 |
|
| Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9818 |
0.9797 |
0.9718 |
|
| R3 |
0.9779 |
0.9758 |
0.9708 |
|
| R2 |
0.9740 |
0.9740 |
0.9704 |
|
| R1 |
0.9719 |
0.9719 |
0.9701 |
0.9710 |
| PP |
0.9701 |
0.9701 |
0.9701 |
0.9697 |
| S1 |
0.9680 |
0.9680 |
0.9693 |
0.9671 |
| S2 |
0.9662 |
0.9662 |
0.9690 |
|
| S3 |
0.9623 |
0.9641 |
0.9686 |
|
| S4 |
0.9584 |
0.9602 |
0.9676 |
|
|
| 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 |
0.9684 |
0.0155 |
1.6% |
0.0054 |
0.6% |
8% |
False |
True |
93 |
| 10 |
0.9871 |
0.9684 |
0.0187 |
1.9% |
0.0052 |
0.5% |
7% |
False |
True |
71 |
| 20 |
0.9892 |
0.9672 |
0.0220 |
2.3% |
0.0045 |
0.5% |
11% |
False |
False |
45 |
| 40 |
0.9931 |
0.9672 |
0.0259 |
2.7% |
0.0035 |
0.4% |
10% |
False |
False |
24 |
| 60 |
0.9931 |
0.9555 |
0.0376 |
3.9% |
0.0028 |
0.3% |
38% |
False |
False |
16 |
| 80 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0024 |
0.2% |
44% |
False |
False |
13 |
| 100 |
1.0241 |
0.9515 |
0.0726 |
7.5% |
0.0021 |
0.2% |
25% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9889 |
|
2.618 |
0.9825 |
|
1.618 |
0.9786 |
|
1.000 |
0.9762 |
|
0.618 |
0.9747 |
|
HIGH |
0.9723 |
|
0.618 |
0.9708 |
|
0.500 |
0.9704 |
|
0.382 |
0.9699 |
|
LOW |
0.9684 |
|
0.618 |
0.9660 |
|
1.000 |
0.9645 |
|
1.618 |
0.9621 |
|
2.618 |
0.9582 |
|
4.250 |
0.9518 |
|
|
| Fisher Pivots for day following 31-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9704 |
0.9762 |
| PP |
0.9701 |
0.9740 |
| S1 |
0.9699 |
0.9719 |
|