CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 04-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2014 |
04-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9630 |
0.9625 |
-0.0005 |
-0.1% |
0.9725 |
| High |
0.9640 |
0.9694 |
0.0054 |
0.6% |
0.9732 |
| Low |
0.9598 |
0.9600 |
0.0002 |
0.0% |
0.9598 |
| Close |
0.9626 |
0.9689 |
0.0063 |
0.7% |
0.9689 |
| Range |
0.0042 |
0.0094 |
0.0052 |
123.8% |
0.0134 |
| ATR |
0.0064 |
0.0066 |
0.0002 |
3.3% |
0.0000 |
| Volume |
104,268 |
141,110 |
36,842 |
35.3% |
577,391 |
|
| Daily Pivots for day following 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9943 |
0.9910 |
0.9741 |
|
| R3 |
0.9849 |
0.9816 |
0.9715 |
|
| R2 |
0.9755 |
0.9755 |
0.9706 |
|
| R1 |
0.9722 |
0.9722 |
0.9698 |
0.9739 |
| PP |
0.9661 |
0.9661 |
0.9661 |
0.9669 |
| S1 |
0.9628 |
0.9628 |
0.9680 |
0.9645 |
| S2 |
0.9567 |
0.9567 |
0.9672 |
|
| S3 |
0.9473 |
0.9534 |
0.9663 |
|
| S4 |
0.9379 |
0.9440 |
0.9637 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0075 |
1.0016 |
0.9763 |
|
| R3 |
0.9941 |
0.9882 |
0.9726 |
|
| R2 |
0.9807 |
0.9807 |
0.9714 |
|
| R1 |
0.9748 |
0.9748 |
0.9701 |
0.9711 |
| PP |
0.9673 |
0.9673 |
0.9673 |
0.9654 |
| S1 |
0.9614 |
0.9614 |
0.9677 |
0.9577 |
| S2 |
0.9539 |
0.9539 |
0.9664 |
|
| S3 |
0.9405 |
0.9480 |
0.9652 |
|
| S4 |
0.9271 |
0.9346 |
0.9615 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9732 |
0.9598 |
0.0134 |
1.4% |
0.0058 |
0.6% |
68% |
False |
False |
115,478 |
| 10 |
0.9836 |
0.9598 |
0.0238 |
2.5% |
0.0061 |
0.6% |
38% |
False |
False |
117,819 |
| 20 |
0.9886 |
0.9598 |
0.0288 |
3.0% |
0.0064 |
0.7% |
32% |
False |
False |
111,895 |
| 40 |
0.9889 |
0.9598 |
0.0291 |
3.0% |
0.0068 |
0.7% |
31% |
False |
False |
57,047 |
| 60 |
0.9930 |
0.9512 |
0.0418 |
4.3% |
0.0074 |
0.8% |
42% |
False |
False |
38,105 |
| 80 |
0.9930 |
0.9495 |
0.0435 |
4.5% |
0.0067 |
0.7% |
45% |
False |
False |
28,599 |
| 100 |
1.0103 |
0.9495 |
0.0608 |
6.3% |
0.0059 |
0.6% |
32% |
False |
False |
22,880 |
| 120 |
1.0293 |
0.9495 |
0.0798 |
8.2% |
0.0050 |
0.5% |
24% |
False |
False |
19,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0094 |
|
2.618 |
0.9940 |
|
1.618 |
0.9846 |
|
1.000 |
0.9788 |
|
0.618 |
0.9752 |
|
HIGH |
0.9694 |
|
0.618 |
0.9658 |
|
0.500 |
0.9647 |
|
0.382 |
0.9636 |
|
LOW |
0.9600 |
|
0.618 |
0.9542 |
|
1.000 |
0.9506 |
|
1.618 |
0.9448 |
|
2.618 |
0.9354 |
|
4.250 |
0.9201 |
|
|
| Fisher Pivots for day following 04-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9675 |
0.9675 |
| PP |
0.9661 |
0.9660 |
| S1 |
0.9647 |
0.9646 |
|