CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 08-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2014 |
08-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9681 |
0.9706 |
0.0025 |
0.3% |
0.9725 |
| High |
0.9713 |
0.9852 |
0.0139 |
1.4% |
0.9732 |
| Low |
0.9675 |
0.9701 |
0.0026 |
0.3% |
0.9598 |
| Close |
0.9700 |
0.9842 |
0.0142 |
1.5% |
0.9689 |
| Range |
0.0038 |
0.0151 |
0.0113 |
297.4% |
0.0134 |
| ATR |
0.0064 |
0.0071 |
0.0006 |
9.8% |
0.0000 |
| Volume |
100,584 |
205,262 |
104,678 |
104.1% |
577,391 |
|
| Daily Pivots for day following 08-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0251 |
1.0198 |
0.9925 |
|
| R3 |
1.0100 |
1.0047 |
0.9884 |
|
| R2 |
0.9949 |
0.9949 |
0.9870 |
|
| R1 |
0.9896 |
0.9896 |
0.9856 |
0.9923 |
| PP |
0.9798 |
0.9798 |
0.9798 |
0.9812 |
| S1 |
0.9745 |
0.9745 |
0.9828 |
0.9772 |
| S2 |
0.9647 |
0.9647 |
0.9814 |
|
| S3 |
0.9496 |
0.9594 |
0.9800 |
|
| S4 |
0.9345 |
0.9443 |
0.9759 |
|
|
| 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 |
0.9852 |
0.9598 |
0.0254 |
2.6% |
0.0072 |
0.7% |
96% |
True |
False |
129,553 |
| 10 |
0.9852 |
0.9598 |
0.0254 |
2.6% |
0.0071 |
0.7% |
96% |
True |
False |
126,987 |
| 20 |
0.9886 |
0.9598 |
0.0288 |
2.9% |
0.0069 |
0.7% |
85% |
False |
False |
123,651 |
| 40 |
0.9889 |
0.9598 |
0.0291 |
3.0% |
0.0069 |
0.7% |
84% |
False |
False |
64,673 |
| 60 |
0.9930 |
0.9548 |
0.0382 |
3.9% |
0.0075 |
0.8% |
77% |
False |
False |
43,197 |
| 80 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0068 |
0.7% |
80% |
False |
False |
32,421 |
| 100 |
1.0078 |
0.9495 |
0.0583 |
5.9% |
0.0061 |
0.6% |
60% |
False |
False |
25,938 |
| 120 |
1.0293 |
0.9495 |
0.0798 |
8.1% |
0.0052 |
0.5% |
43% |
False |
False |
21,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0494 |
|
2.618 |
1.0247 |
|
1.618 |
1.0096 |
|
1.000 |
1.0003 |
|
0.618 |
0.9945 |
|
HIGH |
0.9852 |
|
0.618 |
0.9794 |
|
0.500 |
0.9777 |
|
0.382 |
0.9759 |
|
LOW |
0.9701 |
|
0.618 |
0.9608 |
|
1.000 |
0.9550 |
|
1.618 |
0.9457 |
|
2.618 |
0.9306 |
|
4.250 |
0.9059 |
|
|
| Fisher Pivots for day following 08-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9820 |
0.9803 |
| PP |
0.9798 |
0.9765 |
| S1 |
0.9777 |
0.9726 |
|