CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 08-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2014 |
08-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9687 |
0.9709 |
0.0022 |
0.2% |
0.9718 |
| High |
0.9717 |
0.9855 |
0.0138 |
1.4% |
0.9723 |
| Low |
0.9685 |
0.9709 |
0.0024 |
0.2% |
0.9595 |
| Close |
0.9705 |
0.9847 |
0.0142 |
1.5% |
0.9694 |
| Range |
0.0032 |
0.0146 |
0.0114 |
356.3% |
0.0128 |
| ATR |
0.0049 |
0.0056 |
0.0007 |
14.8% |
0.0000 |
| Volume |
83 |
252 |
169 |
203.6% |
656 |
|
| Daily Pivots for day following 08-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0242 |
1.0190 |
0.9927 |
|
| R3 |
1.0096 |
1.0044 |
0.9887 |
|
| R2 |
0.9950 |
0.9950 |
0.9874 |
|
| R1 |
0.9898 |
0.9898 |
0.9860 |
0.9924 |
| PP |
0.9804 |
0.9804 |
0.9804 |
0.9817 |
| S1 |
0.9752 |
0.9752 |
0.9834 |
0.9778 |
| S2 |
0.9658 |
0.9658 |
0.9820 |
|
| S3 |
0.9512 |
0.9606 |
0.9807 |
|
| S4 |
0.9366 |
0.9460 |
0.9767 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0055 |
1.0002 |
0.9764 |
|
| R3 |
0.9927 |
0.9874 |
0.9729 |
|
| R2 |
0.9799 |
0.9799 |
0.9717 |
|
| R1 |
0.9746 |
0.9746 |
0.9706 |
0.9709 |
| PP |
0.9671 |
0.9671 |
0.9671 |
0.9652 |
| S1 |
0.9618 |
0.9618 |
0.9682 |
0.9581 |
| S2 |
0.9543 |
0.9543 |
0.9671 |
|
| S3 |
0.9415 |
0.9490 |
0.9659 |
|
| S4 |
0.9287 |
0.9362 |
0.9624 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9855 |
0.9595 |
0.0260 |
2.6% |
0.0061 |
0.6% |
97% |
True |
False |
129 |
| 10 |
0.9855 |
0.9595 |
0.0260 |
2.6% |
0.0059 |
0.6% |
97% |
True |
False |
122 |
| 20 |
0.9892 |
0.9595 |
0.0297 |
3.0% |
0.0054 |
0.5% |
85% |
False |
False |
81 |
| 40 |
0.9892 |
0.9595 |
0.0297 |
3.0% |
0.0041 |
0.4% |
85% |
False |
False |
44 |
| 60 |
0.9931 |
0.9575 |
0.0356 |
3.6% |
0.0033 |
0.3% |
76% |
False |
False |
29 |
| 80 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0027 |
0.3% |
80% |
False |
False |
23 |
| 100 |
1.0087 |
0.9515 |
0.0572 |
5.8% |
0.0023 |
0.2% |
58% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0476 |
|
2.618 |
1.0237 |
|
1.618 |
1.0091 |
|
1.000 |
1.0001 |
|
0.618 |
0.9945 |
|
HIGH |
0.9855 |
|
0.618 |
0.9799 |
|
0.500 |
0.9782 |
|
0.382 |
0.9765 |
|
LOW |
0.9709 |
|
0.618 |
0.9619 |
|
1.000 |
0.9563 |
|
1.618 |
0.9473 |
|
2.618 |
0.9327 |
|
4.250 |
0.9089 |
|
|
| Fisher Pivots for day following 08-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9825 |
0.9812 |
| PP |
0.9804 |
0.9778 |
| S1 |
0.9782 |
0.9743 |
|