CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 04-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2014 |
04-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9640 |
0.9631 |
-0.0009 |
-0.1% |
0.9718 |
| High |
0.9640 |
0.9694 |
0.0054 |
0.6% |
0.9723 |
| Low |
0.9595 |
0.9631 |
0.0036 |
0.4% |
0.9595 |
| Close |
0.9631 |
0.9694 |
0.0063 |
0.7% |
0.9694 |
| Range |
0.0045 |
0.0063 |
0.0018 |
40.0% |
0.0128 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
2.0% |
0.0000 |
| Volume |
127 |
105 |
-22 |
-17.3% |
656 |
|
| Daily Pivots for day following 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9862 |
0.9841 |
0.9729 |
|
| R3 |
0.9799 |
0.9778 |
0.9711 |
|
| R2 |
0.9736 |
0.9736 |
0.9706 |
|
| R1 |
0.9715 |
0.9715 |
0.9700 |
0.9726 |
| PP |
0.9673 |
0.9673 |
0.9673 |
0.9678 |
| S1 |
0.9652 |
0.9652 |
0.9688 |
0.9663 |
| S2 |
0.9610 |
0.9610 |
0.9682 |
|
| S3 |
0.9547 |
0.9589 |
0.9677 |
|
| S4 |
0.9484 |
0.9526 |
0.9659 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0055 |
1.0002 |
0.9764 |
|
| R3 |
0.9927 |
0.9874 |
0.9729 |
|
| R2 |
0.9799 |
0.9799 |
0.9717 |
|
| R1 |
0.9746 |
0.9746 |
0.9706 |
0.9709 |
| PP |
0.9671 |
0.9671 |
0.9671 |
0.9652 |
| S1 |
0.9618 |
0.9618 |
0.9682 |
0.9581 |
| S2 |
0.9543 |
0.9543 |
0.9671 |
|
| S3 |
0.9415 |
0.9490 |
0.9659 |
|
| S4 |
0.9287 |
0.9362 |
0.9624 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9723 |
0.9595 |
0.0128 |
1.3% |
0.0043 |
0.4% |
77% |
False |
False |
131 |
| 10 |
0.9839 |
0.9595 |
0.0244 |
2.5% |
0.0048 |
0.5% |
41% |
False |
False |
97 |
| 20 |
0.9892 |
0.9595 |
0.0297 |
3.1% |
0.0047 |
0.5% |
33% |
False |
False |
65 |
| 40 |
0.9892 |
0.9595 |
0.0297 |
3.1% |
0.0037 |
0.4% |
33% |
False |
False |
35 |
| 60 |
0.9931 |
0.9560 |
0.0371 |
3.8% |
0.0030 |
0.3% |
36% |
False |
False |
24 |
| 80 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0025 |
0.3% |
43% |
False |
False |
18 |
| 100 |
1.0101 |
0.9515 |
0.0586 |
6.0% |
0.0021 |
0.2% |
31% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9962 |
|
2.618 |
0.9859 |
|
1.618 |
0.9796 |
|
1.000 |
0.9757 |
|
0.618 |
0.9733 |
|
HIGH |
0.9694 |
|
0.618 |
0.9670 |
|
0.500 |
0.9663 |
|
0.382 |
0.9655 |
|
LOW |
0.9631 |
|
0.618 |
0.9592 |
|
1.000 |
0.9568 |
|
1.618 |
0.9529 |
|
2.618 |
0.9466 |
|
4.250 |
0.9363 |
|
|
| Fisher Pivots for day following 04-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9684 |
0.9678 |
| PP |
0.9673 |
0.9661 |
| S1 |
0.9663 |
0.9645 |
|