CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 09-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2014 |
09-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9709 |
0.9818 |
0.0109 |
1.1% |
0.9718 |
| High |
0.9855 |
0.9835 |
-0.0020 |
-0.2% |
0.9723 |
| Low |
0.9709 |
0.9801 |
0.0092 |
0.9% |
0.9595 |
| Close |
0.9847 |
0.9835 |
-0.0012 |
-0.1% |
0.9694 |
| Range |
0.0146 |
0.0034 |
-0.0112 |
-76.7% |
0.0128 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
252 |
342 |
90 |
35.7% |
656 |
|
| Daily Pivots for day following 09-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9926 |
0.9914 |
0.9854 |
|
| R3 |
0.9892 |
0.9880 |
0.9844 |
|
| R2 |
0.9858 |
0.9858 |
0.9841 |
|
| R1 |
0.9846 |
0.9846 |
0.9838 |
0.9852 |
| PP |
0.9824 |
0.9824 |
0.9824 |
0.9827 |
| S1 |
0.9812 |
0.9812 |
0.9832 |
0.9818 |
| S2 |
0.9790 |
0.9790 |
0.9829 |
|
| S3 |
0.9756 |
0.9778 |
0.9826 |
|
| S4 |
0.9722 |
0.9744 |
0.9816 |
|
|
| 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 |
0.9855 |
0.9595 |
0.0260 |
2.6% |
0.0064 |
0.7% |
92% |
False |
False |
181 |
| 10 |
0.9855 |
0.9595 |
0.0260 |
2.6% |
0.0058 |
0.6% |
92% |
False |
False |
144 |
| 20 |
0.9892 |
0.9595 |
0.0297 |
3.0% |
0.0054 |
0.6% |
81% |
False |
False |
95 |
| 40 |
0.9892 |
0.9595 |
0.0297 |
3.0% |
0.0041 |
0.4% |
81% |
False |
False |
52 |
| 60 |
0.9931 |
0.9575 |
0.0356 |
3.6% |
0.0033 |
0.3% |
73% |
False |
False |
35 |
| 80 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0027 |
0.3% |
77% |
False |
False |
27 |
| 100 |
1.0018 |
0.9515 |
0.0503 |
5.1% |
0.0023 |
0.2% |
64% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9980 |
|
2.618 |
0.9924 |
|
1.618 |
0.9890 |
|
1.000 |
0.9869 |
|
0.618 |
0.9856 |
|
HIGH |
0.9835 |
|
0.618 |
0.9822 |
|
0.500 |
0.9818 |
|
0.382 |
0.9814 |
|
LOW |
0.9801 |
|
0.618 |
0.9780 |
|
1.000 |
0.9767 |
|
1.618 |
0.9746 |
|
2.618 |
0.9712 |
|
4.250 |
0.9657 |
|
|
| Fisher Pivots for day following 09-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9829 |
0.9813 |
| PP |
0.9824 |
0.9792 |
| S1 |
0.9818 |
0.9770 |
|