CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 22-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2014 |
22-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9775 |
0.9748 |
-0.0027 |
-0.3% |
0.9851 |
| High |
0.9775 |
0.9765 |
-0.0010 |
-0.1% |
0.9865 |
| Low |
0.9748 |
0.9748 |
0.0000 |
0.0% |
0.9764 |
| Close |
0.9751 |
0.9751 |
0.0000 |
0.0% |
0.9774 |
| Range |
0.0027 |
0.0017 |
-0.0010 |
-37.0% |
0.0101 |
| ATR |
0.0051 |
0.0049 |
-0.0002 |
-4.8% |
0.0000 |
| Volume |
93 |
22 |
-71 |
-76.3% |
1,154 |
|
| Daily Pivots for day following 22-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9806 |
0.9795 |
0.9760 |
|
| R3 |
0.9789 |
0.9778 |
0.9756 |
|
| R2 |
0.9772 |
0.9772 |
0.9754 |
|
| R1 |
0.9761 |
0.9761 |
0.9753 |
0.9767 |
| PP |
0.9755 |
0.9755 |
0.9755 |
0.9757 |
| S1 |
0.9744 |
0.9744 |
0.9749 |
0.9750 |
| S2 |
0.9738 |
0.9738 |
0.9748 |
|
| S3 |
0.9721 |
0.9727 |
0.9746 |
|
| S4 |
0.9704 |
0.9710 |
0.9742 |
|
|
| Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0104 |
1.0040 |
0.9830 |
|
| R3 |
1.0003 |
0.9939 |
0.9802 |
|
| R2 |
0.9902 |
0.9902 |
0.9793 |
|
| R1 |
0.9838 |
0.9838 |
0.9783 |
0.9820 |
| PP |
0.9801 |
0.9801 |
0.9801 |
0.9792 |
| S1 |
0.9737 |
0.9737 |
0.9765 |
0.9719 |
| S2 |
0.9700 |
0.9700 |
0.9755 |
|
| S3 |
0.9599 |
0.9636 |
0.9746 |
|
| S4 |
0.9498 |
0.9535 |
0.9718 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9853 |
0.9748 |
0.0105 |
1.1% |
0.0032 |
0.3% |
3% |
False |
True |
236 |
| 10 |
0.9875 |
0.9709 |
0.0166 |
1.7% |
0.0050 |
0.5% |
25% |
False |
False |
213 |
| 20 |
0.9875 |
0.9595 |
0.0280 |
2.9% |
0.0049 |
0.5% |
56% |
False |
False |
157 |
| 40 |
0.9892 |
0.9595 |
0.0297 |
3.0% |
0.0042 |
0.4% |
53% |
False |
False |
90 |
| 60 |
0.9931 |
0.9595 |
0.0336 |
3.4% |
0.0038 |
0.4% |
46% |
False |
False |
61 |
| 80 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0031 |
0.3% |
57% |
False |
False |
46 |
| 100 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0027 |
0.3% |
57% |
False |
False |
37 |
| 120 |
1.0241 |
0.9515 |
0.0726 |
7.4% |
0.0024 |
0.2% |
33% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9837 |
|
2.618 |
0.9810 |
|
1.618 |
0.9793 |
|
1.000 |
0.9782 |
|
0.618 |
0.9776 |
|
HIGH |
0.9765 |
|
0.618 |
0.9759 |
|
0.500 |
0.9757 |
|
0.382 |
0.9754 |
|
LOW |
0.9748 |
|
0.618 |
0.9737 |
|
1.000 |
0.9731 |
|
1.618 |
0.9720 |
|
2.618 |
0.9703 |
|
4.250 |
0.9676 |
|
|
| Fisher Pivots for day following 22-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9757 |
0.9784 |
| PP |
0.9755 |
0.9773 |
| S1 |
0.9753 |
0.9762 |
|