CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 01-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2014 |
01-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9725 |
0.9690 |
-0.0035 |
-0.4% |
0.9785 |
| High |
0.9732 |
0.9704 |
-0.0028 |
-0.3% |
0.9836 |
| Low |
0.9671 |
0.9643 |
-0.0028 |
-0.3% |
0.9714 |
| Close |
0.9692 |
0.9646 |
-0.0046 |
-0.5% |
0.9731 |
| Range |
0.0061 |
0.0061 |
0.0000 |
0.0% |
0.0122 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
132,759 |
102,711 |
-30,048 |
-22.6% |
600,807 |
|
| Daily Pivots for day following 01-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9847 |
0.9808 |
0.9680 |
|
| R3 |
0.9786 |
0.9747 |
0.9663 |
|
| R2 |
0.9725 |
0.9725 |
0.9657 |
|
| R1 |
0.9686 |
0.9686 |
0.9652 |
0.9675 |
| PP |
0.9664 |
0.9664 |
0.9664 |
0.9659 |
| S1 |
0.9625 |
0.9625 |
0.9640 |
0.9614 |
| S2 |
0.9603 |
0.9603 |
0.9635 |
|
| S3 |
0.9542 |
0.9564 |
0.9629 |
|
| S4 |
0.9481 |
0.9503 |
0.9612 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0126 |
1.0051 |
0.9798 |
|
| R3 |
1.0004 |
0.9929 |
0.9765 |
|
| R2 |
0.9882 |
0.9882 |
0.9753 |
|
| R1 |
0.9807 |
0.9807 |
0.9742 |
0.9784 |
| PP |
0.9760 |
0.9760 |
0.9760 |
0.9749 |
| S1 |
0.9685 |
0.9685 |
0.9720 |
0.9662 |
| S2 |
0.9638 |
0.9638 |
0.9709 |
|
| S3 |
0.9516 |
0.9563 |
0.9697 |
|
| S4 |
0.9394 |
0.9441 |
0.9664 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9836 |
0.9643 |
0.0193 |
2.0% |
0.0071 |
0.7% |
2% |
False |
True |
124,421 |
| 10 |
0.9877 |
0.9643 |
0.0234 |
2.4% |
0.0065 |
0.7% |
1% |
False |
True |
117,586 |
| 20 |
0.9886 |
0.9641 |
0.0245 |
2.5% |
0.0069 |
0.7% |
2% |
False |
False |
96,080 |
| 40 |
0.9930 |
0.9641 |
0.0289 |
3.0% |
0.0070 |
0.7% |
2% |
False |
False |
48,523 |
| 60 |
0.9930 |
0.9512 |
0.0418 |
4.3% |
0.0074 |
0.8% |
32% |
False |
False |
32,411 |
| 80 |
0.9930 |
0.9495 |
0.0435 |
4.5% |
0.0067 |
0.7% |
35% |
False |
False |
24,325 |
| 100 |
1.0232 |
0.9495 |
0.0737 |
7.6% |
0.0059 |
0.6% |
20% |
False |
False |
19,461 |
| 120 |
1.0305 |
0.9495 |
0.0810 |
8.4% |
0.0050 |
0.5% |
19% |
False |
False |
16,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9963 |
|
2.618 |
0.9864 |
|
1.618 |
0.9803 |
|
1.000 |
0.9765 |
|
0.618 |
0.9742 |
|
HIGH |
0.9704 |
|
0.618 |
0.9681 |
|
0.500 |
0.9674 |
|
0.382 |
0.9666 |
|
LOW |
0.9643 |
|
0.618 |
0.9605 |
|
1.000 |
0.9582 |
|
1.618 |
0.9544 |
|
2.618 |
0.9483 |
|
4.250 |
0.9384 |
|
|
| Fisher Pivots for day following 01-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9674 |
0.9724 |
| PP |
0.9664 |
0.9698 |
| S1 |
0.9655 |
0.9672 |
|