CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 21-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2014 |
21-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9784 |
0.9766 |
-0.0018 |
-0.2% |
0.9845 |
| High |
0.9821 |
0.9770 |
-0.0051 |
-0.5% |
0.9864 |
| Low |
0.9762 |
0.9739 |
-0.0023 |
-0.2% |
0.9762 |
| Close |
0.9769 |
0.9746 |
-0.0023 |
-0.2% |
0.9769 |
| Range |
0.0059 |
0.0031 |
-0.0028 |
-47.5% |
0.0102 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
91,327 |
42,260 |
-49,067 |
-53.7% |
417,641 |
|
| Daily Pivots for day following 21-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9845 |
0.9826 |
0.9763 |
|
| R3 |
0.9814 |
0.9795 |
0.9755 |
|
| R2 |
0.9783 |
0.9783 |
0.9752 |
|
| R1 |
0.9764 |
0.9764 |
0.9749 |
0.9758 |
| PP |
0.9752 |
0.9752 |
0.9752 |
0.9749 |
| S1 |
0.9733 |
0.9733 |
0.9743 |
0.9727 |
| S2 |
0.9721 |
0.9721 |
0.9740 |
|
| S3 |
0.9690 |
0.9702 |
0.9737 |
|
| S4 |
0.9659 |
0.9671 |
0.9729 |
|
|
| Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0104 |
1.0039 |
0.9825 |
|
| R3 |
1.0002 |
0.9937 |
0.9797 |
|
| R2 |
0.9900 |
0.9900 |
0.9788 |
|
| R1 |
0.9835 |
0.9835 |
0.9778 |
0.9817 |
| PP |
0.9798 |
0.9798 |
0.9798 |
0.9789 |
| S1 |
0.9733 |
0.9733 |
0.9760 |
0.9715 |
| S2 |
0.9696 |
0.9696 |
0.9750 |
|
| S3 |
0.9594 |
0.9631 |
0.9741 |
|
| S4 |
0.9492 |
0.9529 |
0.9713 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9864 |
0.9739 |
0.0125 |
1.3% |
0.0050 |
0.5% |
6% |
False |
True |
91,980 |
| 10 |
0.9873 |
0.9675 |
0.0198 |
2.0% |
0.0062 |
0.6% |
36% |
False |
False |
117,048 |
| 20 |
0.9873 |
0.9598 |
0.0275 |
2.8% |
0.0062 |
0.6% |
54% |
False |
False |
117,434 |
| 40 |
0.9889 |
0.9598 |
0.0291 |
3.0% |
0.0065 |
0.7% |
51% |
False |
False |
86,165 |
| 60 |
0.9930 |
0.9598 |
0.0332 |
3.4% |
0.0072 |
0.7% |
45% |
False |
False |
57,591 |
| 80 |
0.9930 |
0.9495 |
0.0435 |
4.5% |
0.0068 |
0.7% |
58% |
False |
False |
43,218 |
| 100 |
0.9930 |
0.9495 |
0.0435 |
4.5% |
0.0064 |
0.7% |
58% |
False |
False |
34,585 |
| 120 |
1.0255 |
0.9495 |
0.0760 |
7.8% |
0.0056 |
0.6% |
33% |
False |
False |
28,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9902 |
|
2.618 |
0.9851 |
|
1.618 |
0.9820 |
|
1.000 |
0.9801 |
|
0.618 |
0.9789 |
|
HIGH |
0.9770 |
|
0.618 |
0.9758 |
|
0.500 |
0.9755 |
|
0.382 |
0.9751 |
|
LOW |
0.9739 |
|
0.618 |
0.9720 |
|
1.000 |
0.9708 |
|
1.618 |
0.9689 |
|
2.618 |
0.9658 |
|
4.250 |
0.9607 |
|
|
| Fisher Pivots for day following 21-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9755 |
0.9783 |
| PP |
0.9752 |
0.9770 |
| S1 |
0.9749 |
0.9758 |
|