CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 22-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2014 |
22-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9766 |
0.9746 |
-0.0020 |
-0.2% |
0.9845 |
| High |
0.9770 |
0.9767 |
-0.0003 |
0.0% |
0.9864 |
| Low |
0.9739 |
0.9737 |
-0.0002 |
0.0% |
0.9762 |
| Close |
0.9746 |
0.9746 |
0.0000 |
0.0% |
0.9769 |
| Range |
0.0031 |
0.0030 |
-0.0001 |
-3.2% |
0.0102 |
| ATR |
0.0063 |
0.0060 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
42,260 |
78,351 |
36,091 |
85.4% |
417,641 |
|
| Daily Pivots for day following 22-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9840 |
0.9823 |
0.9763 |
|
| R3 |
0.9810 |
0.9793 |
0.9754 |
|
| R2 |
0.9780 |
0.9780 |
0.9752 |
|
| R1 |
0.9763 |
0.9763 |
0.9749 |
0.9761 |
| PP |
0.9750 |
0.9750 |
0.9750 |
0.9749 |
| S1 |
0.9733 |
0.9733 |
0.9743 |
0.9731 |
| S2 |
0.9720 |
0.9720 |
0.9741 |
|
| S3 |
0.9690 |
0.9703 |
0.9738 |
|
| S4 |
0.9660 |
0.9673 |
0.9730 |
|
|
| Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0104 |
1.0039 |
0.9825 |
|
| R3 |
1.0002 |
0.9937 |
0.9797 |
|
| R2 |
0.9900 |
0.9900 |
0.9788 |
|
| R1 |
0.9835 |
0.9835 |
0.9778 |
0.9817 |
| PP |
0.9798 |
0.9798 |
0.9798 |
0.9789 |
| S1 |
0.9733 |
0.9733 |
0.9760 |
0.9715 |
| S2 |
0.9696 |
0.9696 |
0.9750 |
|
| S3 |
0.9594 |
0.9631 |
0.9741 |
|
| S4 |
0.9492 |
0.9529 |
0.9713 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9856 |
0.9737 |
0.0119 |
1.2% |
0.0044 |
0.5% |
8% |
False |
True |
88,706 |
| 10 |
0.9873 |
0.9701 |
0.0172 |
1.8% |
0.0061 |
0.6% |
26% |
False |
False |
114,825 |
| 20 |
0.9873 |
0.9598 |
0.0275 |
2.8% |
0.0061 |
0.6% |
54% |
False |
False |
115,605 |
| 40 |
0.9889 |
0.9598 |
0.0291 |
3.0% |
0.0065 |
0.7% |
51% |
False |
False |
88,116 |
| 60 |
0.9930 |
0.9598 |
0.0332 |
3.4% |
0.0070 |
0.7% |
45% |
False |
False |
58,887 |
| 80 |
0.9930 |
0.9495 |
0.0435 |
4.5% |
0.0069 |
0.7% |
58% |
False |
False |
44,197 |
| 100 |
0.9930 |
0.9495 |
0.0435 |
4.5% |
0.0064 |
0.7% |
58% |
False |
False |
35,368 |
| 120 |
1.0232 |
0.9495 |
0.0737 |
7.6% |
0.0056 |
0.6% |
34% |
False |
False |
29,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9895 |
|
2.618 |
0.9846 |
|
1.618 |
0.9816 |
|
1.000 |
0.9797 |
|
0.618 |
0.9786 |
|
HIGH |
0.9767 |
|
0.618 |
0.9756 |
|
0.500 |
0.9752 |
|
0.382 |
0.9748 |
|
LOW |
0.9737 |
|
0.618 |
0.9718 |
|
1.000 |
0.9707 |
|
1.618 |
0.9688 |
|
2.618 |
0.9658 |
|
4.250 |
0.9610 |
|
|
| Fisher Pivots for day following 22-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9752 |
0.9779 |
| PP |
0.9750 |
0.9768 |
| S1 |
0.9748 |
0.9757 |
|