CME Japanese Yen Future September 2014
Trading Metrics calculated at close of trading on 02-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2014 |
02-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
0.9695 |
0.9635 |
-0.0060 |
-0.6% |
0.9771 |
High |
0.9695 |
0.9654 |
-0.0041 |
-0.4% |
0.9839 |
Low |
0.9647 |
0.9635 |
-0.0012 |
-0.1% |
0.9720 |
Close |
0.9651 |
0.9645 |
-0.0006 |
-0.1% |
0.9736 |
Range |
0.0048 |
0.0019 |
-0.0029 |
-60.4% |
0.0119 |
ATR |
0.0051 |
0.0049 |
-0.0002 |
-4.5% |
0.0000 |
Volume |
148 |
81 |
-67 |
-45.3% |
322 |
|
Daily Pivots for day following 02-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9702 |
0.9692 |
0.9655 |
|
R3 |
0.9683 |
0.9673 |
0.9650 |
|
R2 |
0.9664 |
0.9664 |
0.9648 |
|
R1 |
0.9654 |
0.9654 |
0.9647 |
0.9659 |
PP |
0.9645 |
0.9645 |
0.9645 |
0.9647 |
S1 |
0.9635 |
0.9635 |
0.9643 |
0.9640 |
S2 |
0.9626 |
0.9626 |
0.9642 |
|
S3 |
0.9607 |
0.9616 |
0.9640 |
|
S4 |
0.9588 |
0.9597 |
0.9635 |
|
|
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 |
0.9635 |
0.0204 |
2.1% |
0.0051 |
0.5% |
5% |
False |
True |
106 |
10 |
0.9839 |
0.9635 |
0.0204 |
2.1% |
0.0043 |
0.4% |
5% |
False |
True |
92 |
20 |
0.9892 |
0.9635 |
0.0257 |
2.7% |
0.0045 |
0.5% |
4% |
False |
True |
55 |
40 |
0.9892 |
0.9635 |
0.0257 |
2.7% |
0.0036 |
0.4% |
4% |
False |
True |
30 |
60 |
0.9931 |
0.9555 |
0.0376 |
3.9% |
0.0029 |
0.3% |
24% |
False |
False |
20 |
80 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0025 |
0.3% |
31% |
False |
False |
16 |
100 |
1.0241 |
0.9515 |
0.0726 |
7.5% |
0.0022 |
0.2% |
18% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9735 |
2.618 |
0.9704 |
1.618 |
0.9685 |
1.000 |
0.9673 |
0.618 |
0.9666 |
HIGH |
0.9654 |
0.618 |
0.9647 |
0.500 |
0.9645 |
0.382 |
0.9642 |
LOW |
0.9635 |
0.618 |
0.9623 |
1.000 |
0.9616 |
1.618 |
0.9604 |
2.618 |
0.9585 |
4.250 |
0.9554 |
|
|
Fisher Pivots for day following 02-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9645 |
0.9679 |
PP |
0.9645 |
0.9668 |
S1 |
0.9645 |
0.9656 |
|