CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 03-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2014 |
03-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9648 |
0.9630 |
-0.0018 |
-0.2% |
0.9785 |
| High |
0.9657 |
0.9640 |
-0.0017 |
-0.2% |
0.9836 |
| Low |
0.9624 |
0.9598 |
-0.0026 |
-0.3% |
0.9714 |
| Close |
0.9640 |
0.9626 |
-0.0014 |
-0.1% |
0.9731 |
| Range |
0.0033 |
0.0042 |
0.0009 |
27.3% |
0.0122 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
96,543 |
104,268 |
7,725 |
8.0% |
600,807 |
|
| Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9747 |
0.9729 |
0.9649 |
|
| R3 |
0.9705 |
0.9687 |
0.9638 |
|
| R2 |
0.9663 |
0.9663 |
0.9634 |
|
| R1 |
0.9645 |
0.9645 |
0.9630 |
0.9633 |
| PP |
0.9621 |
0.9621 |
0.9621 |
0.9616 |
| S1 |
0.9603 |
0.9603 |
0.9622 |
0.9591 |
| S2 |
0.9579 |
0.9579 |
0.9618 |
|
| S3 |
0.9537 |
0.9561 |
0.9614 |
|
| S4 |
0.9495 |
0.9519 |
0.9603 |
|
|
| 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 |
0.9805 |
0.9598 |
0.0207 |
2.2% |
0.0058 |
0.6% |
14% |
False |
True |
114,722 |
| 10 |
0.9836 |
0.9598 |
0.0238 |
2.5% |
0.0056 |
0.6% |
12% |
False |
True |
111,976 |
| 20 |
0.9886 |
0.9598 |
0.0288 |
3.0% |
0.0064 |
0.7% |
10% |
False |
True |
105,222 |
| 40 |
0.9889 |
0.9598 |
0.0291 |
3.0% |
0.0068 |
0.7% |
10% |
False |
True |
53,529 |
| 60 |
0.9930 |
0.9512 |
0.0418 |
4.3% |
0.0073 |
0.8% |
27% |
False |
False |
35,754 |
| 80 |
0.9930 |
0.9495 |
0.0435 |
4.5% |
0.0066 |
0.7% |
30% |
False |
False |
26,835 |
| 100 |
1.0103 |
0.9495 |
0.0608 |
6.3% |
0.0058 |
0.6% |
22% |
False |
False |
21,469 |
| 120 |
1.0293 |
0.9495 |
0.0798 |
8.3% |
0.0050 |
0.5% |
16% |
False |
False |
17,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9819 |
|
2.618 |
0.9750 |
|
1.618 |
0.9708 |
|
1.000 |
0.9682 |
|
0.618 |
0.9666 |
|
HIGH |
0.9640 |
|
0.618 |
0.9624 |
|
0.500 |
0.9619 |
|
0.382 |
0.9614 |
|
LOW |
0.9598 |
|
0.618 |
0.9572 |
|
1.000 |
0.9556 |
|
1.618 |
0.9530 |
|
2.618 |
0.9488 |
|
4.250 |
0.9420 |
|
|
| Fisher Pivots for day following 03-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9624 |
0.9651 |
| PP |
0.9621 |
0.9643 |
| S1 |
0.9619 |
0.9634 |
|