CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 23-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2014 |
23-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9746 |
0.9749 |
0.0003 |
0.0% |
0.9845 |
| High |
0.9767 |
0.9790 |
0.0023 |
0.2% |
0.9864 |
| Low |
0.9737 |
0.9740 |
0.0003 |
0.0% |
0.9762 |
| Close |
0.9746 |
0.9767 |
0.0021 |
0.2% |
0.9769 |
| Range |
0.0030 |
0.0050 |
0.0020 |
66.7% |
0.0102 |
| ATR |
0.0060 |
0.0060 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
78,351 |
93,402 |
15,051 |
19.2% |
417,641 |
|
| Daily Pivots for day following 23-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9916 |
0.9891 |
0.9795 |
|
| R3 |
0.9866 |
0.9841 |
0.9781 |
|
| R2 |
0.9816 |
0.9816 |
0.9776 |
|
| R1 |
0.9791 |
0.9791 |
0.9772 |
0.9804 |
| PP |
0.9766 |
0.9766 |
0.9766 |
0.9772 |
| S1 |
0.9741 |
0.9741 |
0.9762 |
0.9754 |
| S2 |
0.9716 |
0.9716 |
0.9758 |
|
| S3 |
0.9666 |
0.9691 |
0.9753 |
|
| S4 |
0.9616 |
0.9641 |
0.9740 |
|
|
| 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 |
0.9826 |
0.9737 |
0.0089 |
0.9% |
0.0045 |
0.5% |
34% |
False |
False |
80,235 |
| 10 |
0.9873 |
0.9737 |
0.0136 |
1.4% |
0.0051 |
0.5% |
22% |
False |
False |
103,639 |
| 20 |
0.9873 |
0.9598 |
0.0275 |
2.8% |
0.0061 |
0.6% |
61% |
False |
False |
115,313 |
| 40 |
0.9889 |
0.9598 |
0.0291 |
3.0% |
0.0064 |
0.7% |
58% |
False |
False |
90,437 |
| 60 |
0.9930 |
0.9598 |
0.0332 |
3.4% |
0.0069 |
0.7% |
51% |
False |
False |
60,433 |
| 80 |
0.9930 |
0.9495 |
0.0435 |
4.5% |
0.0069 |
0.7% |
63% |
False |
False |
45,364 |
| 100 |
0.9930 |
0.9495 |
0.0435 |
4.5% |
0.0064 |
0.7% |
63% |
False |
False |
36,302 |
| 120 |
1.0232 |
0.9495 |
0.0737 |
7.5% |
0.0056 |
0.6% |
37% |
False |
False |
30,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0003 |
|
2.618 |
0.9921 |
|
1.618 |
0.9871 |
|
1.000 |
0.9840 |
|
0.618 |
0.9821 |
|
HIGH |
0.9790 |
|
0.618 |
0.9771 |
|
0.500 |
0.9765 |
|
0.382 |
0.9759 |
|
LOW |
0.9740 |
|
0.618 |
0.9709 |
|
1.000 |
0.9690 |
|
1.618 |
0.9659 |
|
2.618 |
0.9609 |
|
4.250 |
0.9528 |
|
|
| Fisher Pivots for day following 23-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9766 |
0.9766 |
| PP |
0.9766 |
0.9765 |
| S1 |
0.9765 |
0.9764 |
|