CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 15-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2014 |
15-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9851 |
0.9828 |
-0.0023 |
-0.2% |
0.9687 |
| High |
0.9865 |
0.9853 |
-0.0012 |
-0.1% |
0.9875 |
| Low |
0.9814 |
0.9818 |
0.0004 |
0.0% |
0.9685 |
| Close |
0.9840 |
0.9829 |
-0.0011 |
-0.1% |
0.9853 |
| Range |
0.0051 |
0.0035 |
-0.0016 |
-31.4% |
0.0190 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
85 |
480 |
395 |
464.7% |
944 |
|
| Daily Pivots for day following 15-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9938 |
0.9919 |
0.9848 |
|
| R3 |
0.9903 |
0.9884 |
0.9839 |
|
| R2 |
0.9868 |
0.9868 |
0.9835 |
|
| R1 |
0.9849 |
0.9849 |
0.9832 |
0.9859 |
| PP |
0.9833 |
0.9833 |
0.9833 |
0.9838 |
| S1 |
0.9814 |
0.9814 |
0.9826 |
0.9824 |
| S2 |
0.9798 |
0.9798 |
0.9823 |
|
| S3 |
0.9763 |
0.9779 |
0.9819 |
|
| S4 |
0.9728 |
0.9744 |
0.9810 |
|
|
| 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 |
0.9801 |
0.0074 |
0.8% |
0.0046 |
0.5% |
38% |
False |
False |
234 |
| 10 |
0.9875 |
0.9595 |
0.0280 |
2.8% |
0.0054 |
0.5% |
84% |
False |
False |
182 |
| 20 |
0.9875 |
0.9595 |
0.0280 |
2.8% |
0.0053 |
0.5% |
84% |
False |
False |
134 |
| 40 |
0.9892 |
0.9595 |
0.0297 |
3.0% |
0.0042 |
0.4% |
79% |
False |
False |
73 |
| 60 |
0.9931 |
0.9592 |
0.0339 |
3.4% |
0.0036 |
0.4% |
70% |
False |
False |
49 |
| 80 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0029 |
0.3% |
75% |
False |
False |
37 |
| 100 |
1.0012 |
0.9515 |
0.0497 |
5.1% |
0.0025 |
0.3% |
63% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0002 |
|
2.618 |
0.9945 |
|
1.618 |
0.9910 |
|
1.000 |
0.9888 |
|
0.618 |
0.9875 |
|
HIGH |
0.9853 |
|
0.618 |
0.9840 |
|
0.500 |
0.9836 |
|
0.382 |
0.9831 |
|
LOW |
0.9818 |
|
0.618 |
0.9796 |
|
1.000 |
0.9783 |
|
1.618 |
0.9761 |
|
2.618 |
0.9726 |
|
4.250 |
0.9669 |
|
|
| Fisher Pivots for day following 15-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9836 |
0.9842 |
| PP |
0.9833 |
0.9838 |
| S1 |
0.9831 |
0.9833 |
|