CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 17-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2014 |
17-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9808 |
0.9793 |
-0.0015 |
-0.2% |
0.9687 |
| High |
0.9808 |
0.9819 |
0.0011 |
0.1% |
0.9875 |
| Low |
0.9781 |
0.9764 |
-0.0017 |
-0.2% |
0.9685 |
| Close |
0.9787 |
0.9774 |
-0.0013 |
-0.1% |
0.9853 |
| Range |
0.0027 |
0.0055 |
0.0028 |
103.7% |
0.0190 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.2% |
0.0000 |
| Volume |
109 |
480 |
371 |
340.4% |
944 |
|
| Daily Pivots for day following 17-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9951 |
0.9917 |
0.9804 |
|
| R3 |
0.9896 |
0.9862 |
0.9789 |
|
| R2 |
0.9841 |
0.9841 |
0.9784 |
|
| R1 |
0.9807 |
0.9807 |
0.9779 |
0.9797 |
| PP |
0.9786 |
0.9786 |
0.9786 |
0.9780 |
| S1 |
0.9752 |
0.9752 |
0.9769 |
0.9742 |
| S2 |
0.9731 |
0.9731 |
0.9764 |
|
| S3 |
0.9676 |
0.9697 |
0.9759 |
|
| S4 |
0.9621 |
0.9642 |
0.9744 |
|
|
| 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 |
0.9870 |
0.9764 |
0.0106 |
1.1% |
0.0041 |
0.4% |
9% |
False |
True |
270 |
| 10 |
0.9875 |
0.9631 |
0.0244 |
2.5% |
0.0055 |
0.6% |
59% |
False |
False |
220 |
| 20 |
0.9875 |
0.9595 |
0.0280 |
2.9% |
0.0050 |
0.5% |
64% |
False |
False |
159 |
| 40 |
0.9892 |
0.9595 |
0.0297 |
3.0% |
0.0043 |
0.4% |
60% |
False |
False |
87 |
| 60 |
0.9931 |
0.9595 |
0.0336 |
3.4% |
0.0038 |
0.4% |
53% |
False |
False |
59 |
| 80 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0030 |
0.3% |
62% |
False |
False |
44 |
| 100 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0026 |
0.3% |
62% |
False |
False |
36 |
| 120 |
1.0298 |
0.9515 |
0.0783 |
8.0% |
0.0023 |
0.2% |
33% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0053 |
|
2.618 |
0.9963 |
|
1.618 |
0.9908 |
|
1.000 |
0.9874 |
|
0.618 |
0.9853 |
|
HIGH |
0.9819 |
|
0.618 |
0.9798 |
|
0.500 |
0.9792 |
|
0.382 |
0.9785 |
|
LOW |
0.9764 |
|
0.618 |
0.9730 |
|
1.000 |
0.9709 |
|
1.618 |
0.9675 |
|
2.618 |
0.9620 |
|
4.250 |
0.9530 |
|
|
| Fisher Pivots for day following 17-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9792 |
0.9809 |
| PP |
0.9786 |
0.9797 |
| S1 |
0.9780 |
0.9786 |
|