CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 11-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9700 |
0.9717 |
0.0017 |
0.2% |
0.9871 |
| High |
0.9707 |
0.9734 |
0.0027 |
0.3% |
0.9880 |
| Low |
0.9700 |
0.9717 |
0.0017 |
0.2% |
0.9670 |
| Close |
0.9707 |
0.9734 |
0.0027 |
0.3% |
0.9698 |
| Range |
0.0007 |
0.0017 |
0.0010 |
142.9% |
0.0210 |
| ATR |
0.0044 |
0.0042 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
11 |
1 |
-10 |
-90.9% |
22 |
|
| Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9779 |
0.9774 |
0.9743 |
|
| R3 |
0.9762 |
0.9757 |
0.9739 |
|
| R2 |
0.9745 |
0.9745 |
0.9737 |
|
| R1 |
0.9740 |
0.9740 |
0.9736 |
0.9743 |
| PP |
0.9728 |
0.9728 |
0.9728 |
0.9730 |
| S1 |
0.9723 |
0.9723 |
0.9732 |
0.9726 |
| S2 |
0.9711 |
0.9711 |
0.9731 |
|
| S3 |
0.9694 |
0.9706 |
0.9729 |
|
| S4 |
0.9677 |
0.9689 |
0.9725 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0379 |
1.0249 |
0.9814 |
|
| R3 |
1.0169 |
1.0039 |
0.9756 |
|
| R2 |
0.9959 |
0.9959 |
0.9737 |
|
| R1 |
0.9829 |
0.9829 |
0.9717 |
0.9789 |
| PP |
0.9749 |
0.9749 |
0.9749 |
0.9730 |
| S1 |
0.9619 |
0.9619 |
0.9679 |
0.9579 |
| S2 |
0.9539 |
0.9539 |
0.9660 |
|
| S3 |
0.9329 |
0.9409 |
0.9640 |
|
| S4 |
0.9119 |
0.9199 |
0.9583 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9806 |
|
2.618 |
0.9779 |
|
1.618 |
0.9762 |
|
1.000 |
0.9751 |
|
0.618 |
0.9745 |
|
HIGH |
0.9734 |
|
0.618 |
0.9728 |
|
0.500 |
0.9726 |
|
0.382 |
0.9723 |
|
LOW |
0.9717 |
|
0.618 |
0.9706 |
|
1.000 |
0.9700 |
|
1.618 |
0.9689 |
|
2.618 |
0.9672 |
|
4.250 |
0.9645 |
|
|
| Fisher Pivots for day following 11-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9731 |
0.9725 |
| PP |
0.9728 |
0.9716 |
| S1 |
0.9726 |
0.9707 |
|