CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 10-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2014 |
10-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9823 |
0.9809 |
-0.0014 |
-0.1% |
0.9725 |
| High |
0.9842 |
0.9872 |
0.0030 |
0.3% |
0.9732 |
| Low |
0.9793 |
0.9794 |
0.0001 |
0.0% |
0.9598 |
| Close |
0.9830 |
0.9860 |
0.0030 |
0.3% |
0.9689 |
| Range |
0.0049 |
0.0078 |
0.0029 |
59.2% |
0.0134 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
0.9% |
0.0000 |
| Volume |
119,871 |
158,441 |
38,570 |
32.2% |
577,391 |
|
| Daily Pivots for day following 10-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0076 |
1.0046 |
0.9903 |
|
| R3 |
0.9998 |
0.9968 |
0.9881 |
|
| R2 |
0.9920 |
0.9920 |
0.9874 |
|
| R1 |
0.9890 |
0.9890 |
0.9867 |
0.9905 |
| PP |
0.9842 |
0.9842 |
0.9842 |
0.9850 |
| S1 |
0.9812 |
0.9812 |
0.9853 |
0.9827 |
| S2 |
0.9764 |
0.9764 |
0.9846 |
|
| S3 |
0.9686 |
0.9734 |
0.9839 |
|
| S4 |
0.9608 |
0.9656 |
0.9817 |
|
|
| 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 |
0.9872 |
0.9600 |
0.0272 |
2.8% |
0.0082 |
0.8% |
96% |
True |
False |
145,053 |
| 10 |
0.9872 |
0.9598 |
0.0274 |
2.8% |
0.0070 |
0.7% |
96% |
True |
False |
129,887 |
| 20 |
0.9886 |
0.9598 |
0.0288 |
2.9% |
0.0066 |
0.7% |
91% |
False |
False |
126,958 |
| 40 |
0.9889 |
0.9598 |
0.0291 |
3.0% |
0.0069 |
0.7% |
90% |
False |
False |
71,606 |
| 60 |
0.9930 |
0.9548 |
0.0382 |
3.9% |
0.0074 |
0.7% |
82% |
False |
False |
47,829 |
| 80 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0069 |
0.7% |
84% |
False |
False |
35,899 |
| 100 |
1.0050 |
0.9495 |
0.0555 |
5.6% |
0.0062 |
0.6% |
66% |
False |
False |
28,721 |
| 120 |
1.0293 |
0.9495 |
0.0798 |
8.1% |
0.0053 |
0.5% |
46% |
False |
False |
23,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0204 |
|
2.618 |
1.0076 |
|
1.618 |
0.9998 |
|
1.000 |
0.9950 |
|
0.618 |
0.9920 |
|
HIGH |
0.9872 |
|
0.618 |
0.9842 |
|
0.500 |
0.9833 |
|
0.382 |
0.9824 |
|
LOW |
0.9794 |
|
0.618 |
0.9746 |
|
1.000 |
0.9716 |
|
1.618 |
0.9668 |
|
2.618 |
0.9590 |
|
4.250 |
0.9463 |
|
|
| Fisher Pivots for day following 10-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9851 |
0.9836 |
| PP |
0.9842 |
0.9811 |
| S1 |
0.9833 |
0.9787 |
|