CME Japanese Yen Future September 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 |
0.9718 |
0.9695 |
-0.0023 |
-0.2% |
0.9771 |
| High |
0.9723 |
0.9695 |
-0.0028 |
-0.3% |
0.9839 |
| Low |
0.9684 |
0.9647 |
-0.0037 |
-0.4% |
0.9720 |
| Close |
0.9697 |
0.9651 |
-0.0046 |
-0.5% |
0.9736 |
| Range |
0.0039 |
0.0048 |
0.0009 |
23.1% |
0.0119 |
| ATR |
0.0052 |
0.0051 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
195 |
148 |
-47 |
-24.1% |
322 |
|
| Daily Pivots for day following 01-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9808 |
0.9778 |
0.9677 |
|
| R3 |
0.9760 |
0.9730 |
0.9664 |
|
| R2 |
0.9712 |
0.9712 |
0.9660 |
|
| R1 |
0.9682 |
0.9682 |
0.9655 |
0.9673 |
| PP |
0.9664 |
0.9664 |
0.9664 |
0.9660 |
| S1 |
0.9634 |
0.9634 |
0.9647 |
0.9625 |
| S2 |
0.9616 |
0.9616 |
0.9642 |
|
| S3 |
0.9568 |
0.9586 |
0.9638 |
|
| S4 |
0.9520 |
0.9538 |
0.9625 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0122 |
1.0048 |
0.9801 |
|
| R3 |
1.0003 |
0.9929 |
0.9769 |
|
| R2 |
0.9884 |
0.9884 |
0.9758 |
|
| R1 |
0.9810 |
0.9810 |
0.9747 |
0.9788 |
| PP |
0.9765 |
0.9765 |
0.9765 |
0.9754 |
| S1 |
0.9691 |
0.9691 |
0.9725 |
0.9669 |
| S2 |
0.9646 |
0.9646 |
0.9714 |
|
| S3 |
0.9527 |
0.9572 |
0.9703 |
|
| S4 |
0.9408 |
0.9453 |
0.9671 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9839 |
0.9647 |
0.0192 |
2.0% |
0.0057 |
0.6% |
2% |
False |
True |
115 |
| 10 |
0.9871 |
0.9647 |
0.0224 |
2.3% |
0.0052 |
0.5% |
2% |
False |
True |
85 |
| 20 |
0.9892 |
0.9647 |
0.0245 |
2.5% |
0.0044 |
0.5% |
2% |
False |
True |
51 |
| 40 |
0.9892 |
0.9647 |
0.0245 |
2.5% |
0.0036 |
0.4% |
2% |
False |
True |
28 |
| 60 |
0.9931 |
0.9555 |
0.0376 |
3.9% |
0.0029 |
0.3% |
26% |
False |
False |
19 |
| 80 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0024 |
0.3% |
33% |
False |
False |
15 |
| 100 |
1.0241 |
0.9515 |
0.0726 |
7.5% |
0.0022 |
0.2% |
19% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9899 |
|
2.618 |
0.9821 |
|
1.618 |
0.9773 |
|
1.000 |
0.9743 |
|
0.618 |
0.9725 |
|
HIGH |
0.9695 |
|
0.618 |
0.9677 |
|
0.500 |
0.9671 |
|
0.382 |
0.9665 |
|
LOW |
0.9647 |
|
0.618 |
0.9617 |
|
1.000 |
0.9599 |
|
1.618 |
0.9569 |
|
2.618 |
0.9521 |
|
4.250 |
0.9443 |
|
|
| Fisher Pivots for day following 01-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9671 |
0.9725 |
| PP |
0.9664 |
0.9700 |
| S1 |
0.9658 |
0.9676 |
|