CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 06-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2014 |
06-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9811 |
0.9750 |
-0.0061 |
-0.6% |
0.9775 |
| High |
0.9811 |
0.9750 |
-0.0061 |
-0.6% |
0.9845 |
| Low |
0.9791 |
0.9722 |
-0.0069 |
-0.7% |
0.9775 |
| Close |
0.9791 |
0.9722 |
-0.0069 |
-0.7% |
0.9843 |
| Range |
0.0020 |
0.0028 |
0.0008 |
40.0% |
0.0070 |
| ATR |
0.0042 |
0.0044 |
0.0002 |
4.5% |
0.0000 |
| Volume |
9 |
1 |
-8 |
-88.9% |
30 |
|
| Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9815 |
0.9797 |
0.9737 |
|
| R3 |
0.9787 |
0.9769 |
0.9730 |
|
| R2 |
0.9759 |
0.9759 |
0.9727 |
|
| R1 |
0.9741 |
0.9741 |
0.9725 |
0.9736 |
| PP |
0.9731 |
0.9731 |
0.9731 |
0.9729 |
| S1 |
0.9713 |
0.9713 |
0.9719 |
0.9708 |
| S2 |
0.9703 |
0.9703 |
0.9717 |
|
| S3 |
0.9675 |
0.9685 |
0.9714 |
|
| S4 |
0.9647 |
0.9657 |
0.9707 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0031 |
1.0007 |
0.9882 |
|
| R3 |
0.9961 |
0.9937 |
0.9862 |
|
| R2 |
0.9891 |
0.9891 |
0.9856 |
|
| R1 |
0.9867 |
0.9867 |
0.9849 |
0.9879 |
| PP |
0.9821 |
0.9821 |
0.9821 |
0.9827 |
| S1 |
0.9797 |
0.9797 |
0.9837 |
0.9809 |
| S2 |
0.9751 |
0.9751 |
0.9830 |
|
| S3 |
0.9681 |
0.9727 |
0.9824 |
|
| S4 |
0.9611 |
0.9657 |
0.9805 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9869 |
|
2.618 |
0.9823 |
|
1.618 |
0.9795 |
|
1.000 |
0.9778 |
|
0.618 |
0.9767 |
|
HIGH |
0.9750 |
|
0.618 |
0.9739 |
|
0.500 |
0.9736 |
|
0.382 |
0.9733 |
|
LOW |
0.9722 |
|
0.618 |
0.9705 |
|
1.000 |
0.9694 |
|
1.618 |
0.9677 |
|
2.618 |
0.9649 |
|
4.250 |
0.9603 |
|
|
| Fisher Pivots for day following 06-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9736 |
0.9767 |
| PP |
0.9731 |
0.9752 |
| S1 |
0.9727 |
0.9737 |
|