CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 07-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2014 |
07-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9631 |
0.9687 |
0.0056 |
0.6% |
0.9718 |
| High |
0.9694 |
0.9717 |
0.0023 |
0.2% |
0.9723 |
| Low |
0.9631 |
0.9685 |
0.0054 |
0.6% |
0.9595 |
| Close |
0.9694 |
0.9705 |
0.0011 |
0.1% |
0.9694 |
| Range |
0.0063 |
0.0032 |
-0.0031 |
-49.2% |
0.0128 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
105 |
83 |
-22 |
-21.0% |
656 |
|
| Daily Pivots for day following 07-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9798 |
0.9784 |
0.9723 |
|
| R3 |
0.9766 |
0.9752 |
0.9714 |
|
| R2 |
0.9734 |
0.9734 |
0.9711 |
|
| R1 |
0.9720 |
0.9720 |
0.9708 |
0.9727 |
| PP |
0.9702 |
0.9702 |
0.9702 |
0.9706 |
| S1 |
0.9688 |
0.9688 |
0.9702 |
0.9695 |
| S2 |
0.9670 |
0.9670 |
0.9699 |
|
| S3 |
0.9638 |
0.9656 |
0.9696 |
|
| S4 |
0.9606 |
0.9624 |
0.9687 |
|
|
| 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 |
0.9717 |
0.9595 |
0.0122 |
1.3% |
0.0041 |
0.4% |
90% |
True |
False |
108 |
| 10 |
0.9839 |
0.9595 |
0.0244 |
2.5% |
0.0048 |
0.5% |
45% |
False |
False |
101 |
| 20 |
0.9892 |
0.9595 |
0.0297 |
3.1% |
0.0046 |
0.5% |
37% |
False |
False |
69 |
| 40 |
0.9892 |
0.9595 |
0.0297 |
3.1% |
0.0037 |
0.4% |
37% |
False |
False |
37 |
| 60 |
0.9931 |
0.9575 |
0.0356 |
3.7% |
0.0031 |
0.3% |
37% |
False |
False |
25 |
| 80 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0025 |
0.3% |
46% |
False |
False |
19 |
| 100 |
1.0087 |
0.9515 |
0.0572 |
5.9% |
0.0022 |
0.2% |
33% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9853 |
|
2.618 |
0.9801 |
|
1.618 |
0.9769 |
|
1.000 |
0.9749 |
|
0.618 |
0.9737 |
|
HIGH |
0.9717 |
|
0.618 |
0.9705 |
|
0.500 |
0.9701 |
|
0.382 |
0.9697 |
|
LOW |
0.9685 |
|
0.618 |
0.9665 |
|
1.000 |
0.9653 |
|
1.618 |
0.9633 |
|
2.618 |
0.9601 |
|
4.250 |
0.9549 |
|
|
| Fisher Pivots for day following 07-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9704 |
0.9689 |
| PP |
0.9702 |
0.9672 |
| S1 |
0.9701 |
0.9656 |
|