CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 29-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2014 |
29-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9794 |
0.9758 |
-0.0036 |
-0.4% |
0.9766 |
| High |
0.9803 |
0.9766 |
-0.0037 |
-0.4% |
0.9811 |
| Low |
0.9745 |
0.9732 |
-0.0013 |
-0.1% |
0.9737 |
| Close |
0.9766 |
0.9752 |
-0.0014 |
-0.1% |
0.9795 |
| Range |
0.0058 |
0.0034 |
-0.0024 |
-41.4% |
0.0074 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
112,672 |
70,577 |
-42,095 |
-37.4% |
445,034 |
|
| Daily Pivots for day following 29-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9852 |
0.9836 |
0.9771 |
|
| R3 |
0.9818 |
0.9802 |
0.9761 |
|
| R2 |
0.9784 |
0.9784 |
0.9758 |
|
| R1 |
0.9768 |
0.9768 |
0.9755 |
0.9759 |
| PP |
0.9750 |
0.9750 |
0.9750 |
0.9746 |
| S1 |
0.9734 |
0.9734 |
0.9749 |
0.9725 |
| S2 |
0.9716 |
0.9716 |
0.9746 |
|
| S3 |
0.9682 |
0.9700 |
0.9743 |
|
| S4 |
0.9648 |
0.9666 |
0.9733 |
|
|
| 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 |
0.9732 |
0.0079 |
0.8% |
0.0050 |
0.5% |
25% |
False |
True |
101,534 |
| 10 |
0.9856 |
0.9732 |
0.0124 |
1.3% |
0.0047 |
0.5% |
16% |
False |
True |
95,120 |
| 20 |
0.9873 |
0.9598 |
0.0275 |
2.8% |
0.0056 |
0.6% |
56% |
False |
False |
110,056 |
| 40 |
0.9886 |
0.9598 |
0.0288 |
3.0% |
0.0063 |
0.6% |
53% |
False |
False |
100,588 |
| 60 |
0.9930 |
0.9598 |
0.0332 |
3.4% |
0.0067 |
0.7% |
46% |
False |
False |
67,324 |
| 80 |
0.9930 |
0.9512 |
0.0418 |
4.3% |
0.0070 |
0.7% |
57% |
False |
False |
50,541 |
| 100 |
0.9930 |
0.9495 |
0.0435 |
4.5% |
0.0065 |
0.7% |
59% |
False |
False |
40,444 |
| 120 |
1.0232 |
0.9495 |
0.0737 |
7.6% |
0.0058 |
0.6% |
35% |
False |
False |
33,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9911 |
|
2.618 |
0.9855 |
|
1.618 |
0.9821 |
|
1.000 |
0.9800 |
|
0.618 |
0.9787 |
|
HIGH |
0.9766 |
|
0.618 |
0.9753 |
|
0.500 |
0.9749 |
|
0.382 |
0.9745 |
|
LOW |
0.9732 |
|
0.618 |
0.9711 |
|
1.000 |
0.9698 |
|
1.618 |
0.9677 |
|
2.618 |
0.9643 |
|
4.250 |
0.9588 |
|
|
| Fisher Pivots for day following 29-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9751 |
0.9772 |
| PP |
0.9750 |
0.9765 |
| S1 |
0.9749 |
0.9759 |
|