CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 03-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2014 |
03-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9635 |
0.9640 |
0.0005 |
0.1% |
0.9771 |
| High |
0.9654 |
0.9640 |
-0.0014 |
-0.1% |
0.9839 |
| Low |
0.9635 |
0.9595 |
-0.0040 |
-0.4% |
0.9720 |
| Close |
0.9645 |
0.9631 |
-0.0014 |
-0.1% |
0.9736 |
| Range |
0.0019 |
0.0045 |
0.0026 |
136.8% |
0.0119 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
0.1% |
0.0000 |
| Volume |
81 |
127 |
46 |
56.8% |
322 |
|
| Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9757 |
0.9739 |
0.9656 |
|
| R3 |
0.9712 |
0.9694 |
0.9643 |
|
| R2 |
0.9667 |
0.9667 |
0.9639 |
|
| R1 |
0.9649 |
0.9649 |
0.9635 |
0.9636 |
| PP |
0.9622 |
0.9622 |
0.9622 |
0.9615 |
| S1 |
0.9604 |
0.9604 |
0.9627 |
0.9591 |
| S2 |
0.9577 |
0.9577 |
0.9623 |
|
| S3 |
0.9532 |
0.9559 |
0.9619 |
|
| S4 |
0.9487 |
0.9514 |
0.9606 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0122 |
1.0048 |
0.9801 |
|
| R3 |
1.0003 |
0.9929 |
0.9769 |
|
| R2 |
0.9884 |
0.9884 |
0.9758 |
|
| R1 |
0.9810 |
0.9810 |
0.9747 |
0.9788 |
| PP |
0.9765 |
0.9765 |
0.9765 |
0.9754 |
| S1 |
0.9691 |
0.9691 |
0.9725 |
0.9669 |
| S2 |
0.9646 |
0.9646 |
0.9714 |
|
| S3 |
0.9527 |
0.9572 |
0.9703 |
|
| S4 |
0.9408 |
0.9453 |
0.9671 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9803 |
0.9595 |
0.0208 |
2.2% |
0.0047 |
0.5% |
17% |
False |
True |
128 |
| 10 |
0.9839 |
0.9595 |
0.0244 |
2.5% |
0.0045 |
0.5% |
15% |
False |
True |
98 |
| 20 |
0.9892 |
0.9595 |
0.0297 |
3.1% |
0.0045 |
0.5% |
12% |
False |
True |
61 |
| 40 |
0.9892 |
0.9595 |
0.0297 |
3.1% |
0.0037 |
0.4% |
12% |
False |
True |
33 |
| 60 |
0.9931 |
0.9555 |
0.0376 |
3.9% |
0.0029 |
0.3% |
20% |
False |
False |
22 |
| 80 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0024 |
0.3% |
28% |
False |
False |
17 |
| 100 |
1.0175 |
0.9515 |
0.0660 |
6.9% |
0.0021 |
0.2% |
18% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9831 |
|
2.618 |
0.9758 |
|
1.618 |
0.9713 |
|
1.000 |
0.9685 |
|
0.618 |
0.9668 |
|
HIGH |
0.9640 |
|
0.618 |
0.9623 |
|
0.500 |
0.9618 |
|
0.382 |
0.9612 |
|
LOW |
0.9595 |
|
0.618 |
0.9567 |
|
1.000 |
0.9550 |
|
1.618 |
0.9522 |
|
2.618 |
0.9477 |
|
4.250 |
0.9404 |
|
|
| Fisher Pivots for day following 03-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9627 |
0.9645 |
| PP |
0.9622 |
0.9640 |
| S1 |
0.9618 |
0.9636 |
|