CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 14-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2014 |
14-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9860 |
0.9845 |
-0.0015 |
-0.2% |
0.9681 |
| High |
0.9873 |
0.9864 |
-0.0009 |
-0.1% |
0.9873 |
| Low |
0.9819 |
0.9806 |
-0.0013 |
-0.1% |
0.9675 |
| Close |
0.9848 |
0.9835 |
-0.0013 |
-0.1% |
0.9848 |
| Range |
0.0054 |
0.0058 |
0.0004 |
7.4% |
0.0198 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
126,425 |
94,719 |
-31,706 |
-25.1% |
710,583 |
|
| Daily Pivots for day following 14-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0009 |
0.9980 |
0.9867 |
|
| R3 |
0.9951 |
0.9922 |
0.9851 |
|
| R2 |
0.9893 |
0.9893 |
0.9846 |
|
| R1 |
0.9864 |
0.9864 |
0.9840 |
0.9850 |
| PP |
0.9835 |
0.9835 |
0.9835 |
0.9828 |
| S1 |
0.9806 |
0.9806 |
0.9830 |
0.9792 |
| S2 |
0.9777 |
0.9777 |
0.9824 |
|
| S3 |
0.9719 |
0.9748 |
0.9819 |
|
| S4 |
0.9661 |
0.9690 |
0.9803 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0393 |
1.0318 |
0.9957 |
|
| R3 |
1.0195 |
1.0120 |
0.9902 |
|
| R2 |
0.9997 |
0.9997 |
0.9884 |
|
| R1 |
0.9922 |
0.9922 |
0.9866 |
0.9960 |
| PP |
0.9799 |
0.9799 |
0.9799 |
0.9817 |
| S1 |
0.9724 |
0.9724 |
0.9830 |
0.9762 |
| S2 |
0.9601 |
0.9601 |
0.9812 |
|
| S3 |
0.9403 |
0.9526 |
0.9794 |
|
| S4 |
0.9205 |
0.9328 |
0.9739 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9873 |
0.9701 |
0.0172 |
1.7% |
0.0078 |
0.8% |
78% |
False |
False |
140,943 |
| 10 |
0.9873 |
0.9598 |
0.0275 |
2.8% |
0.0066 |
0.7% |
86% |
False |
False |
124,993 |
| 20 |
0.9881 |
0.9598 |
0.0283 |
2.9% |
0.0066 |
0.7% |
84% |
False |
False |
122,679 |
| 40 |
0.9889 |
0.9598 |
0.0291 |
3.0% |
0.0068 |
0.7% |
81% |
False |
False |
77,115 |
| 60 |
0.9930 |
0.9548 |
0.0382 |
3.9% |
0.0074 |
0.8% |
75% |
False |
False |
51,511 |
| 80 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0069 |
0.7% |
78% |
False |
False |
38,658 |
| 100 |
1.0050 |
0.9495 |
0.0555 |
5.6% |
0.0063 |
0.6% |
61% |
False |
False |
30,933 |
| 120 |
1.0293 |
0.9495 |
0.0798 |
8.1% |
0.0054 |
0.5% |
43% |
False |
False |
25,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0111 |
|
2.618 |
1.0016 |
|
1.618 |
0.9958 |
|
1.000 |
0.9922 |
|
0.618 |
0.9900 |
|
HIGH |
0.9864 |
|
0.618 |
0.9842 |
|
0.500 |
0.9835 |
|
0.382 |
0.9828 |
|
LOW |
0.9806 |
|
0.618 |
0.9770 |
|
1.000 |
0.9748 |
|
1.618 |
0.9712 |
|
2.618 |
0.9654 |
|
4.250 |
0.9560 |
|
|
| Fisher Pivots for day following 14-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9835 |
0.9835 |
| PP |
0.9835 |
0.9834 |
| S1 |
0.9835 |
0.9834 |
|