CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 28-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2014 |
28-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9779 |
0.9794 |
0.0015 |
0.2% |
0.9766 |
| High |
0.9811 |
0.9803 |
-0.0008 |
-0.1% |
0.9811 |
| Low |
0.9758 |
0.9745 |
-0.0013 |
-0.1% |
0.9737 |
| Close |
0.9795 |
0.9766 |
-0.0029 |
-0.3% |
0.9795 |
| Range |
0.0053 |
0.0058 |
0.0005 |
9.4% |
0.0074 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
99,258 |
112,672 |
13,414 |
13.5% |
445,034 |
|
| Daily Pivots for day following 28-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9945 |
0.9914 |
0.9798 |
|
| R3 |
0.9887 |
0.9856 |
0.9782 |
|
| R2 |
0.9829 |
0.9829 |
0.9777 |
|
| R1 |
0.9798 |
0.9798 |
0.9771 |
0.9785 |
| PP |
0.9771 |
0.9771 |
0.9771 |
0.9765 |
| S1 |
0.9740 |
0.9740 |
0.9761 |
0.9727 |
| S2 |
0.9713 |
0.9713 |
0.9755 |
|
| S3 |
0.9655 |
0.9682 |
0.9750 |
|
| S4 |
0.9597 |
0.9624 |
0.9734 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0003 |
0.9973 |
0.9836 |
|
| R3 |
0.9929 |
0.9899 |
0.9815 |
|
| R2 |
0.9855 |
0.9855 |
0.9809 |
|
| R1 |
0.9825 |
0.9825 |
0.9802 |
0.9840 |
| PP |
0.9781 |
0.9781 |
0.9781 |
0.9789 |
| S1 |
0.9751 |
0.9751 |
0.9788 |
0.9766 |
| S2 |
0.9707 |
0.9707 |
0.9781 |
|
| S3 |
0.9633 |
0.9677 |
0.9775 |
|
| S4 |
0.9559 |
0.9603 |
0.9754 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9811 |
0.9737 |
0.0074 |
0.8% |
0.0049 |
0.5% |
39% |
False |
False |
103,089 |
| 10 |
0.9864 |
0.9737 |
0.0127 |
1.3% |
0.0050 |
0.5% |
23% |
False |
False |
97,534 |
| 20 |
0.9873 |
0.9598 |
0.0275 |
2.8% |
0.0058 |
0.6% |
61% |
False |
False |
113,166 |
| 40 |
0.9889 |
0.9598 |
0.0291 |
3.0% |
0.0064 |
0.7% |
58% |
False |
False |
98,872 |
| 60 |
0.9930 |
0.9598 |
0.0332 |
3.4% |
0.0068 |
0.7% |
51% |
False |
False |
66,150 |
| 80 |
0.9930 |
0.9504 |
0.0426 |
4.4% |
0.0070 |
0.7% |
62% |
False |
False |
49,659 |
| 100 |
0.9930 |
0.9495 |
0.0435 |
4.5% |
0.0065 |
0.7% |
62% |
False |
False |
39,739 |
| 120 |
1.0232 |
0.9495 |
0.0737 |
7.5% |
0.0058 |
0.6% |
37% |
False |
False |
33,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0050 |
|
2.618 |
0.9955 |
|
1.618 |
0.9897 |
|
1.000 |
0.9861 |
|
0.618 |
0.9839 |
|
HIGH |
0.9803 |
|
0.618 |
0.9781 |
|
0.500 |
0.9774 |
|
0.382 |
0.9767 |
|
LOW |
0.9745 |
|
0.618 |
0.9709 |
|
1.000 |
0.9687 |
|
1.618 |
0.9651 |
|
2.618 |
0.9593 |
|
4.250 |
0.9499 |
|
|
| Fisher Pivots for day following 28-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9774 |
0.9778 |
| PP |
0.9771 |
0.9774 |
| S1 |
0.9769 |
0.9770 |
|