CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 30-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2014 |
30-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9758 |
0.9745 |
-0.0013 |
-0.1% |
0.9766 |
| High |
0.9766 |
0.9804 |
0.0038 |
0.4% |
0.9811 |
| Low |
0.9732 |
0.9743 |
0.0011 |
0.1% |
0.9737 |
| Close |
0.9752 |
0.9795 |
0.0043 |
0.4% |
0.9795 |
| Range |
0.0034 |
0.0061 |
0.0027 |
79.4% |
0.0074 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.5% |
0.0000 |
| Volume |
70,577 |
130,222 |
59,645 |
84.5% |
445,034 |
|
| Daily Pivots for day following 30-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9964 |
0.9940 |
0.9829 |
|
| R3 |
0.9903 |
0.9879 |
0.9812 |
|
| R2 |
0.9842 |
0.9842 |
0.9806 |
|
| R1 |
0.9818 |
0.9818 |
0.9801 |
0.9830 |
| PP |
0.9781 |
0.9781 |
0.9781 |
0.9787 |
| S1 |
0.9757 |
0.9757 |
0.9789 |
0.9769 |
| S2 |
0.9720 |
0.9720 |
0.9784 |
|
| S3 |
0.9659 |
0.9696 |
0.9778 |
|
| S4 |
0.9598 |
0.9635 |
0.9761 |
|
|
| 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% |
0.0052 |
0.5% |
80% |
False |
False |
108,898 |
| 10 |
0.9826 |
0.9732 |
0.0094 |
1.0% |
0.0048 |
0.5% |
67% |
False |
False |
94,566 |
| 20 |
0.9873 |
0.9598 |
0.0275 |
2.8% |
0.0056 |
0.6% |
72% |
False |
False |
111,432 |
| 40 |
0.9886 |
0.9598 |
0.0288 |
2.9% |
0.0062 |
0.6% |
68% |
False |
False |
103,756 |
| 60 |
0.9930 |
0.9598 |
0.0332 |
3.4% |
0.0066 |
0.7% |
59% |
False |
False |
69,493 |
| 80 |
0.9930 |
0.9512 |
0.0418 |
4.3% |
0.0069 |
0.7% |
68% |
False |
False |
52,167 |
| 100 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0065 |
0.7% |
69% |
False |
False |
41,746 |
| 120 |
1.0232 |
0.9495 |
0.0737 |
7.5% |
0.0058 |
0.6% |
41% |
False |
False |
34,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0063 |
|
2.618 |
0.9964 |
|
1.618 |
0.9903 |
|
1.000 |
0.9865 |
|
0.618 |
0.9842 |
|
HIGH |
0.9804 |
|
0.618 |
0.9781 |
|
0.500 |
0.9774 |
|
0.382 |
0.9766 |
|
LOW |
0.9743 |
|
0.618 |
0.9705 |
|
1.000 |
0.9682 |
|
1.618 |
0.9644 |
|
2.618 |
0.9583 |
|
4.250 |
0.9484 |
|
|
| Fisher Pivots for day following 30-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9788 |
0.9786 |
| PP |
0.9781 |
0.9777 |
| S1 |
0.9774 |
0.9768 |
|