CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 10-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2014 |
10-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9818 |
0.9802 |
-0.0016 |
-0.2% |
0.9718 |
| High |
0.9835 |
0.9875 |
0.0040 |
0.4% |
0.9723 |
| Low |
0.9801 |
0.9802 |
0.0001 |
0.0% |
0.9595 |
| Close |
0.9835 |
0.9865 |
0.0030 |
0.3% |
0.9694 |
| Range |
0.0034 |
0.0073 |
0.0039 |
114.7% |
0.0128 |
| ATR |
0.0055 |
0.0057 |
0.0001 |
2.3% |
0.0000 |
| Volume |
342 |
69 |
-273 |
-79.8% |
656 |
|
| Daily Pivots for day following 10-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0066 |
1.0039 |
0.9905 |
|
| R3 |
0.9993 |
0.9966 |
0.9885 |
|
| R2 |
0.9920 |
0.9920 |
0.9878 |
|
| R1 |
0.9893 |
0.9893 |
0.9872 |
0.9907 |
| PP |
0.9847 |
0.9847 |
0.9847 |
0.9854 |
| S1 |
0.9820 |
0.9820 |
0.9858 |
0.9834 |
| S2 |
0.9774 |
0.9774 |
0.9852 |
|
| S3 |
0.9701 |
0.9747 |
0.9845 |
|
| S4 |
0.9628 |
0.9674 |
0.9825 |
|
|
| 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 |
0.9875 |
0.9631 |
0.0244 |
2.5% |
0.0070 |
0.7% |
96% |
True |
False |
170 |
| 10 |
0.9875 |
0.9595 |
0.0280 |
2.8% |
0.0058 |
0.6% |
96% |
True |
False |
149 |
| 20 |
0.9892 |
0.9595 |
0.0297 |
3.0% |
0.0054 |
0.5% |
91% |
False |
False |
97 |
| 40 |
0.9892 |
0.9595 |
0.0297 |
3.0% |
0.0043 |
0.4% |
91% |
False |
False |
54 |
| 60 |
0.9931 |
0.9575 |
0.0356 |
3.6% |
0.0035 |
0.3% |
81% |
False |
False |
36 |
| 80 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0028 |
0.3% |
84% |
False |
False |
28 |
| 100 |
1.0016 |
0.9515 |
0.0501 |
5.1% |
0.0024 |
0.2% |
70% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0185 |
|
2.618 |
1.0066 |
|
1.618 |
0.9993 |
|
1.000 |
0.9948 |
|
0.618 |
0.9920 |
|
HIGH |
0.9875 |
|
0.618 |
0.9847 |
|
0.500 |
0.9839 |
|
0.382 |
0.9830 |
|
LOW |
0.9802 |
|
0.618 |
0.9757 |
|
1.000 |
0.9729 |
|
1.618 |
0.9684 |
|
2.618 |
0.9611 |
|
4.250 |
0.9492 |
|
|
| Fisher Pivots for day following 10-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9856 |
0.9841 |
| PP |
0.9847 |
0.9816 |
| S1 |
0.9839 |
0.9792 |
|