CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 07-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2014 |
07-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9625 |
0.9681 |
0.0056 |
0.6% |
0.9725 |
| High |
0.9694 |
0.9713 |
0.0019 |
0.2% |
0.9732 |
| Low |
0.9600 |
0.9675 |
0.0075 |
0.8% |
0.9598 |
| Close |
0.9689 |
0.9700 |
0.0011 |
0.1% |
0.9689 |
| Range |
0.0094 |
0.0038 |
-0.0056 |
-59.6% |
0.0134 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
141,110 |
100,584 |
-40,526 |
-28.7% |
577,391 |
|
| Daily Pivots for day following 07-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9810 |
0.9793 |
0.9721 |
|
| R3 |
0.9772 |
0.9755 |
0.9710 |
|
| R2 |
0.9734 |
0.9734 |
0.9707 |
|
| R1 |
0.9717 |
0.9717 |
0.9703 |
0.9726 |
| PP |
0.9696 |
0.9696 |
0.9696 |
0.9700 |
| S1 |
0.9679 |
0.9679 |
0.9697 |
0.9688 |
| S2 |
0.9658 |
0.9658 |
0.9693 |
|
| S3 |
0.9620 |
0.9641 |
0.9690 |
|
| S4 |
0.9582 |
0.9603 |
0.9679 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0075 |
1.0016 |
0.9763 |
|
| R3 |
0.9941 |
0.9882 |
0.9726 |
|
| R2 |
0.9807 |
0.9807 |
0.9714 |
|
| R1 |
0.9748 |
0.9748 |
0.9701 |
0.9711 |
| PP |
0.9673 |
0.9673 |
0.9673 |
0.9654 |
| S1 |
0.9614 |
0.9614 |
0.9677 |
0.9577 |
| S2 |
0.9539 |
0.9539 |
0.9664 |
|
| S3 |
0.9405 |
0.9480 |
0.9652 |
|
| S4 |
0.9271 |
0.9346 |
0.9615 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9713 |
0.9598 |
0.0115 |
1.2% |
0.0054 |
0.6% |
89% |
True |
False |
109,043 |
| 10 |
0.9836 |
0.9598 |
0.0238 |
2.5% |
0.0060 |
0.6% |
43% |
False |
False |
116,385 |
| 20 |
0.9886 |
0.9598 |
0.0288 |
3.0% |
0.0064 |
0.7% |
35% |
False |
False |
115,747 |
| 40 |
0.9889 |
0.9598 |
0.0291 |
3.0% |
0.0066 |
0.7% |
35% |
False |
False |
59,557 |
| 60 |
0.9930 |
0.9512 |
0.0418 |
4.3% |
0.0074 |
0.8% |
45% |
False |
False |
39,778 |
| 80 |
0.9930 |
0.9495 |
0.0435 |
4.5% |
0.0067 |
0.7% |
47% |
False |
False |
29,856 |
| 100 |
1.0078 |
0.9495 |
0.0583 |
6.0% |
0.0060 |
0.6% |
35% |
False |
False |
23,886 |
| 120 |
1.0293 |
0.9495 |
0.0798 |
8.2% |
0.0051 |
0.5% |
26% |
False |
False |
19,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9875 |
|
2.618 |
0.9812 |
|
1.618 |
0.9774 |
|
1.000 |
0.9751 |
|
0.618 |
0.9736 |
|
HIGH |
0.9713 |
|
0.618 |
0.9698 |
|
0.500 |
0.9694 |
|
0.382 |
0.9690 |
|
LOW |
0.9675 |
|
0.618 |
0.9652 |
|
1.000 |
0.9637 |
|
1.618 |
0.9614 |
|
2.618 |
0.9576 |
|
4.250 |
0.9514 |
|
|
| Fisher Pivots for day following 07-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9698 |
0.9685 |
| PP |
0.9696 |
0.9670 |
| S1 |
0.9694 |
0.9656 |
|