CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 16-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2014 |
16-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9821 |
0.9821 |
0.0000 |
0.0% |
0.9681 |
| High |
0.9856 |
0.9826 |
-0.0030 |
-0.3% |
0.9873 |
| Low |
0.9808 |
0.9772 |
-0.0036 |
-0.4% |
0.9675 |
| Close |
0.9824 |
0.9782 |
-0.0042 |
-0.4% |
0.9848 |
| Range |
0.0048 |
0.0054 |
0.0006 |
12.5% |
0.0198 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
135,758 |
95,837 |
-39,921 |
-29.4% |
710,583 |
|
| Daily Pivots for day following 16-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9955 |
0.9923 |
0.9812 |
|
| R3 |
0.9901 |
0.9869 |
0.9797 |
|
| R2 |
0.9847 |
0.9847 |
0.9792 |
|
| R1 |
0.9815 |
0.9815 |
0.9787 |
0.9804 |
| PP |
0.9793 |
0.9793 |
0.9793 |
0.9788 |
| S1 |
0.9761 |
0.9761 |
0.9777 |
0.9750 |
| S2 |
0.9739 |
0.9739 |
0.9772 |
|
| S3 |
0.9685 |
0.9707 |
0.9767 |
|
| S4 |
0.9631 |
0.9653 |
0.9752 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0393 |
1.0318 |
0.9957 |
|
| R3 |
1.0195 |
1.0120 |
0.9902 |
|
| R2 |
0.9997 |
0.9997 |
0.9884 |
|
| R1 |
0.9922 |
0.9922 |
0.9866 |
0.9960 |
| PP |
0.9799 |
0.9799 |
0.9799 |
0.9817 |
| S1 |
0.9724 |
0.9724 |
0.9830 |
0.9762 |
| S2 |
0.9601 |
0.9601 |
0.9812 |
|
| S3 |
0.9403 |
0.9526 |
0.9794 |
|
| S4 |
0.9205 |
0.9328 |
0.9739 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9873 |
0.9772 |
0.0101 |
1.0% |
0.0058 |
0.6% |
10% |
False |
True |
122,236 |
| 10 |
0.9873 |
0.9598 |
0.0275 |
2.8% |
0.0067 |
0.7% |
67% |
False |
False |
128,227 |
| 20 |
0.9873 |
0.9598 |
0.0275 |
2.8% |
0.0061 |
0.6% |
67% |
False |
False |
120,525 |
| 40 |
0.9889 |
0.9598 |
0.0291 |
3.0% |
0.0066 |
0.7% |
63% |
False |
False |
82,863 |
| 60 |
0.9930 |
0.9548 |
0.0382 |
3.9% |
0.0074 |
0.8% |
61% |
False |
False |
55,369 |
| 80 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0068 |
0.7% |
66% |
False |
False |
41,551 |
| 100 |
0.9977 |
0.9495 |
0.0482 |
4.9% |
0.0064 |
0.7% |
60% |
False |
False |
33,249 |
| 120 |
1.0290 |
0.9495 |
0.0795 |
8.1% |
0.0055 |
0.6% |
36% |
False |
False |
27,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0056 |
|
2.618 |
0.9967 |
|
1.618 |
0.9913 |
|
1.000 |
0.9880 |
|
0.618 |
0.9859 |
|
HIGH |
0.9826 |
|
0.618 |
0.9805 |
|
0.500 |
0.9799 |
|
0.382 |
0.9793 |
|
LOW |
0.9772 |
|
0.618 |
0.9739 |
|
1.000 |
0.9718 |
|
1.618 |
0.9685 |
|
2.618 |
0.9631 |
|
4.250 |
0.9543 |
|
|
| Fisher Pivots for day following 16-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9799 |
0.9818 |
| PP |
0.9793 |
0.9806 |
| S1 |
0.9788 |
0.9794 |
|