CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 30-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2014 |
30-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9763 |
0.9752 |
-0.0011 |
-0.1% |
0.9775 |
| High |
0.9766 |
0.9808 |
0.0042 |
0.4% |
0.9814 |
| Low |
0.9738 |
0.9752 |
0.0014 |
0.1% |
0.9748 |
| Close |
0.9757 |
0.9800 |
0.0043 |
0.4% |
0.9800 |
| Range |
0.0028 |
0.0056 |
0.0028 |
100.0% |
0.0066 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
1.2% |
0.0000 |
| Volume |
264 |
90 |
-174 |
-65.9% |
422 |
|
| Daily Pivots for day following 30-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9955 |
0.9933 |
0.9831 |
|
| R3 |
0.9899 |
0.9877 |
0.9815 |
|
| R2 |
0.9843 |
0.9843 |
0.9810 |
|
| R1 |
0.9821 |
0.9821 |
0.9805 |
0.9832 |
| PP |
0.9787 |
0.9787 |
0.9787 |
0.9792 |
| S1 |
0.9765 |
0.9765 |
0.9795 |
0.9776 |
| S2 |
0.9731 |
0.9731 |
0.9790 |
|
| S3 |
0.9675 |
0.9709 |
0.9785 |
|
| S4 |
0.9619 |
0.9653 |
0.9769 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9985 |
0.9959 |
0.9836 |
|
| R3 |
0.9919 |
0.9893 |
0.9818 |
|
| R2 |
0.9853 |
0.9853 |
0.9812 |
|
| R1 |
0.9827 |
0.9827 |
0.9806 |
0.9840 |
| PP |
0.9787 |
0.9787 |
0.9787 |
0.9794 |
| S1 |
0.9761 |
0.9761 |
0.9794 |
0.9774 |
| S2 |
0.9721 |
0.9721 |
0.9788 |
|
| S3 |
0.9655 |
0.9695 |
0.9782 |
|
| S4 |
0.9589 |
0.9629 |
0.9764 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9814 |
0.9738 |
0.0076 |
0.8% |
0.0047 |
0.5% |
82% |
False |
False |
172 |
| 10 |
0.9819 |
0.9738 |
0.0081 |
0.8% |
0.0041 |
0.4% |
77% |
False |
False |
158 |
| 20 |
0.9875 |
0.9595 |
0.0280 |
2.9% |
0.0047 |
0.5% |
73% |
False |
False |
170 |
| 40 |
0.9892 |
0.9595 |
0.0297 |
3.0% |
0.0046 |
0.5% |
69% |
False |
False |
111 |
| 60 |
0.9892 |
0.9595 |
0.0297 |
3.0% |
0.0039 |
0.4% |
69% |
False |
False |
75 |
| 80 |
0.9931 |
0.9555 |
0.0376 |
3.8% |
0.0033 |
0.3% |
65% |
False |
False |
57 |
| 100 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0029 |
0.3% |
69% |
False |
False |
46 |
| 120 |
1.0241 |
0.9515 |
0.0726 |
7.4% |
0.0026 |
0.3% |
39% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0046 |
|
2.618 |
0.9955 |
|
1.618 |
0.9899 |
|
1.000 |
0.9864 |
|
0.618 |
0.9843 |
|
HIGH |
0.9808 |
|
0.618 |
0.9787 |
|
0.500 |
0.9780 |
|
0.382 |
0.9773 |
|
LOW |
0.9752 |
|
0.618 |
0.9717 |
|
1.000 |
0.9696 |
|
1.618 |
0.9661 |
|
2.618 |
0.9605 |
|
4.250 |
0.9514 |
|
|
| Fisher Pivots for day following 30-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9793 |
0.9791 |
| PP |
0.9787 |
0.9782 |
| S1 |
0.9780 |
0.9773 |
|