CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 11-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2014 |
11-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9802 |
0.9863 |
0.0061 |
0.6% |
0.9687 |
| High |
0.9875 |
0.9870 |
-0.0005 |
-0.1% |
0.9875 |
| Low |
0.9802 |
0.9832 |
0.0030 |
0.3% |
0.9685 |
| Close |
0.9865 |
0.9853 |
-0.0012 |
-0.1% |
0.9853 |
| Range |
0.0073 |
0.0038 |
-0.0035 |
-47.9% |
0.0190 |
| ATR |
0.0057 |
0.0055 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
69 |
198 |
129 |
187.0% |
944 |
|
| Daily Pivots for day following 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9966 |
0.9947 |
0.9874 |
|
| R3 |
0.9928 |
0.9909 |
0.9863 |
|
| R2 |
0.9890 |
0.9890 |
0.9860 |
|
| R1 |
0.9871 |
0.9871 |
0.9856 |
0.9862 |
| PP |
0.9852 |
0.9852 |
0.9852 |
0.9847 |
| S1 |
0.9833 |
0.9833 |
0.9850 |
0.9824 |
| S2 |
0.9814 |
0.9814 |
0.9846 |
|
| S3 |
0.9776 |
0.9795 |
0.9843 |
|
| S4 |
0.9738 |
0.9757 |
0.9832 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0374 |
1.0304 |
0.9958 |
|
| R3 |
1.0184 |
1.0114 |
0.9905 |
|
| R2 |
0.9994 |
0.9994 |
0.9888 |
|
| R1 |
0.9924 |
0.9924 |
0.9870 |
0.9959 |
| PP |
0.9804 |
0.9804 |
0.9804 |
0.9822 |
| S1 |
0.9734 |
0.9734 |
0.9836 |
0.9769 |
| S2 |
0.9614 |
0.9614 |
0.9818 |
|
| S3 |
0.9424 |
0.9544 |
0.9801 |
|
| S4 |
0.9234 |
0.9354 |
0.9749 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9875 |
0.9685 |
0.0190 |
1.9% |
0.0065 |
0.7% |
88% |
False |
False |
188 |
| 10 |
0.9875 |
0.9595 |
0.0280 |
2.8% |
0.0054 |
0.5% |
92% |
False |
False |
160 |
| 20 |
0.9875 |
0.9595 |
0.0280 |
2.8% |
0.0053 |
0.5% |
92% |
False |
False |
106 |
| 40 |
0.9892 |
0.9595 |
0.0297 |
3.0% |
0.0043 |
0.4% |
87% |
False |
False |
59 |
| 60 |
0.9931 |
0.9592 |
0.0339 |
3.4% |
0.0035 |
0.4% |
77% |
False |
False |
40 |
| 80 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0028 |
0.3% |
81% |
False |
False |
30 |
| 100 |
1.0016 |
0.9515 |
0.0501 |
5.1% |
0.0024 |
0.2% |
67% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0032 |
|
2.618 |
0.9969 |
|
1.618 |
0.9931 |
|
1.000 |
0.9908 |
|
0.618 |
0.9893 |
|
HIGH |
0.9870 |
|
0.618 |
0.9855 |
|
0.500 |
0.9851 |
|
0.382 |
0.9847 |
|
LOW |
0.9832 |
|
0.618 |
0.9809 |
|
1.000 |
0.9794 |
|
1.618 |
0.9771 |
|
2.618 |
0.9733 |
|
4.250 |
0.9671 |
|
|
| Fisher Pivots for day following 11-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9852 |
0.9848 |
| PP |
0.9852 |
0.9843 |
| S1 |
0.9851 |
0.9838 |
|