CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 17-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2014 |
17-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9821 |
0.9784 |
-0.0037 |
-0.4% |
0.9681 |
| High |
0.9826 |
0.9821 |
-0.0005 |
-0.1% |
0.9873 |
| Low |
0.9772 |
0.9762 |
-0.0010 |
-0.1% |
0.9675 |
| Close |
0.9782 |
0.9769 |
-0.0013 |
-0.1% |
0.9848 |
| Range |
0.0054 |
0.0059 |
0.0005 |
9.3% |
0.0198 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
95,837 |
91,327 |
-4,510 |
-4.7% |
710,583 |
|
| Daily Pivots for day following 17-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9961 |
0.9924 |
0.9801 |
|
| R3 |
0.9902 |
0.9865 |
0.9785 |
|
| R2 |
0.9843 |
0.9843 |
0.9780 |
|
| R1 |
0.9806 |
0.9806 |
0.9774 |
0.9795 |
| PP |
0.9784 |
0.9784 |
0.9784 |
0.9779 |
| S1 |
0.9747 |
0.9747 |
0.9764 |
0.9736 |
| S2 |
0.9725 |
0.9725 |
0.9758 |
|
| S3 |
0.9666 |
0.9688 |
0.9753 |
|
| S4 |
0.9607 |
0.9629 |
0.9737 |
|
|
| 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 |
0.9762 |
0.0111 |
1.1% |
0.0055 |
0.6% |
6% |
False |
True |
108,813 |
| 10 |
0.9873 |
0.9600 |
0.0273 |
2.8% |
0.0068 |
0.7% |
62% |
False |
False |
126,933 |
| 20 |
0.9873 |
0.9598 |
0.0275 |
2.8% |
0.0062 |
0.6% |
62% |
False |
False |
119,455 |
| 40 |
0.9889 |
0.9598 |
0.0291 |
3.0% |
0.0066 |
0.7% |
59% |
False |
False |
85,134 |
| 60 |
0.9930 |
0.9548 |
0.0382 |
3.9% |
0.0074 |
0.8% |
58% |
False |
False |
56,889 |
| 80 |
0.9930 |
0.9495 |
0.0435 |
4.5% |
0.0068 |
0.7% |
63% |
False |
False |
42,691 |
| 100 |
0.9930 |
0.9495 |
0.0435 |
4.5% |
0.0064 |
0.7% |
63% |
False |
False |
34,162 |
| 120 |
1.0289 |
0.9495 |
0.0794 |
8.1% |
0.0055 |
0.6% |
35% |
False |
False |
28,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0072 |
|
2.618 |
0.9975 |
|
1.618 |
0.9916 |
|
1.000 |
0.9880 |
|
0.618 |
0.9857 |
|
HIGH |
0.9821 |
|
0.618 |
0.9798 |
|
0.500 |
0.9792 |
|
0.382 |
0.9785 |
|
LOW |
0.9762 |
|
0.618 |
0.9726 |
|
1.000 |
0.9703 |
|
1.618 |
0.9667 |
|
2.618 |
0.9608 |
|
4.250 |
0.9511 |
|
|
| Fisher Pivots for day following 17-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9792 |
0.9809 |
| PP |
0.9784 |
0.9796 |
| S1 |
0.9777 |
0.9782 |
|