CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 02-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2014 |
02-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9690 |
0.9648 |
-0.0042 |
-0.4% |
0.9785 |
| High |
0.9704 |
0.9657 |
-0.0047 |
-0.5% |
0.9836 |
| Low |
0.9643 |
0.9624 |
-0.0019 |
-0.2% |
0.9714 |
| Close |
0.9646 |
0.9640 |
-0.0006 |
-0.1% |
0.9731 |
| Range |
0.0061 |
0.0033 |
-0.0028 |
-45.9% |
0.0122 |
| ATR |
0.0068 |
0.0066 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
102,711 |
96,543 |
-6,168 |
-6.0% |
600,807 |
|
| Daily Pivots for day following 02-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9739 |
0.9723 |
0.9658 |
|
| R3 |
0.9706 |
0.9690 |
0.9649 |
|
| R2 |
0.9673 |
0.9673 |
0.9646 |
|
| R1 |
0.9657 |
0.9657 |
0.9643 |
0.9649 |
| PP |
0.9640 |
0.9640 |
0.9640 |
0.9636 |
| S1 |
0.9624 |
0.9624 |
0.9637 |
0.9616 |
| S2 |
0.9607 |
0.9607 |
0.9634 |
|
| S3 |
0.9574 |
0.9591 |
0.9631 |
|
| S4 |
0.9541 |
0.9558 |
0.9622 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0126 |
1.0051 |
0.9798 |
|
| R3 |
1.0004 |
0.9929 |
0.9765 |
|
| R2 |
0.9882 |
0.9882 |
0.9753 |
|
| R1 |
0.9807 |
0.9807 |
0.9742 |
0.9784 |
| PP |
0.9760 |
0.9760 |
0.9760 |
0.9749 |
| S1 |
0.9685 |
0.9685 |
0.9720 |
0.9662 |
| S2 |
0.9638 |
0.9638 |
0.9709 |
|
| S3 |
0.9516 |
0.9563 |
0.9697 |
|
| S4 |
0.9394 |
0.9441 |
0.9664 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9836 |
0.9624 |
0.0212 |
2.2% |
0.0063 |
0.7% |
8% |
False |
True |
121,766 |
| 10 |
0.9836 |
0.9624 |
0.0212 |
2.2% |
0.0055 |
0.6% |
8% |
False |
True |
112,824 |
| 20 |
0.9886 |
0.9624 |
0.0262 |
2.7% |
0.0068 |
0.7% |
6% |
False |
True |
100,741 |
| 40 |
0.9925 |
0.9624 |
0.0301 |
3.1% |
0.0069 |
0.7% |
5% |
False |
True |
50,928 |
| 60 |
0.9930 |
0.9512 |
0.0418 |
4.3% |
0.0073 |
0.8% |
31% |
False |
False |
34,018 |
| 80 |
0.9930 |
0.9495 |
0.0435 |
4.5% |
0.0067 |
0.7% |
33% |
False |
False |
25,532 |
| 100 |
1.0232 |
0.9495 |
0.0737 |
7.6% |
0.0059 |
0.6% |
20% |
False |
False |
20,426 |
| 120 |
1.0293 |
0.9495 |
0.0798 |
8.3% |
0.0050 |
0.5% |
18% |
False |
False |
17,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9797 |
|
2.618 |
0.9743 |
|
1.618 |
0.9710 |
|
1.000 |
0.9690 |
|
0.618 |
0.9677 |
|
HIGH |
0.9657 |
|
0.618 |
0.9644 |
|
0.500 |
0.9641 |
|
0.382 |
0.9637 |
|
LOW |
0.9624 |
|
0.618 |
0.9604 |
|
1.000 |
0.9591 |
|
1.618 |
0.9571 |
|
2.618 |
0.9538 |
|
4.250 |
0.9484 |
|
|
| Fisher Pivots for day following 02-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9641 |
0.9678 |
| PP |
0.9640 |
0.9665 |
| S1 |
0.9640 |
0.9653 |
|