CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 12-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9717 |
0.9742 |
0.0025 |
0.3% |
0.9871 |
| High |
0.9734 |
0.9755 |
0.0021 |
0.2% |
0.9880 |
| Low |
0.9717 |
0.9742 |
0.0025 |
0.3% |
0.9670 |
| Close |
0.9734 |
0.9755 |
0.0021 |
0.2% |
0.9698 |
| Range |
0.0017 |
0.0013 |
-0.0004 |
-23.5% |
0.0210 |
| ATR |
0.0042 |
0.0041 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
1 |
20 |
19 |
1,900.0% |
22 |
|
| Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9790 |
0.9785 |
0.9762 |
|
| R3 |
0.9777 |
0.9772 |
0.9759 |
|
| R2 |
0.9764 |
0.9764 |
0.9757 |
|
| R1 |
0.9759 |
0.9759 |
0.9756 |
0.9762 |
| PP |
0.9751 |
0.9751 |
0.9751 |
0.9752 |
| S1 |
0.9746 |
0.9746 |
0.9754 |
0.9749 |
| S2 |
0.9738 |
0.9738 |
0.9753 |
|
| S3 |
0.9725 |
0.9733 |
0.9751 |
|
| S4 |
0.9712 |
0.9720 |
0.9748 |
|
|
| 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 |
0.9810 |
|
2.618 |
0.9789 |
|
1.618 |
0.9776 |
|
1.000 |
0.9768 |
|
0.618 |
0.9763 |
|
HIGH |
0.9755 |
|
0.618 |
0.9750 |
|
0.500 |
0.9749 |
|
0.382 |
0.9747 |
|
LOW |
0.9742 |
|
0.618 |
0.9734 |
|
1.000 |
0.9729 |
|
1.618 |
0.9721 |
|
2.618 |
0.9708 |
|
4.250 |
0.9687 |
|
|
| Fisher Pivots for day following 12-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9753 |
0.9746 |
| PP |
0.9751 |
0.9737 |
| S1 |
0.9749 |
0.9728 |
|