CME Japanese Yen Future September 2014
Trading Metrics calculated at close of trading on 14-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2014 |
14-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
0.9863 |
0.9851 |
-0.0012 |
-0.1% |
0.9687 |
High |
0.9870 |
0.9865 |
-0.0005 |
-0.1% |
0.9875 |
Low |
0.9832 |
0.9814 |
-0.0018 |
-0.2% |
0.9685 |
Close |
0.9853 |
0.9840 |
-0.0013 |
-0.1% |
0.9853 |
Range |
0.0038 |
0.0051 |
0.0013 |
34.2% |
0.0190 |
ATR |
0.0055 |
0.0055 |
0.0000 |
-0.6% |
0.0000 |
Volume |
198 |
85 |
-113 |
-57.1% |
944 |
|
Daily Pivots for day following 14-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9993 |
0.9967 |
0.9868 |
|
R3 |
0.9942 |
0.9916 |
0.9854 |
|
R2 |
0.9891 |
0.9891 |
0.9849 |
|
R1 |
0.9865 |
0.9865 |
0.9845 |
0.9853 |
PP |
0.9840 |
0.9840 |
0.9840 |
0.9833 |
S1 |
0.9814 |
0.9814 |
0.9835 |
0.9802 |
S2 |
0.9789 |
0.9789 |
0.9831 |
|
S3 |
0.9738 |
0.9763 |
0.9826 |
|
S4 |
0.9687 |
0.9712 |
0.9812 |
|
|
Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0374 |
1.0304 |
0.9958 |
|
R3 |
1.0184 |
1.0114 |
0.9905 |
|
R2 |
0.9994 |
0.9994 |
0.9888 |
|
R1 |
0.9924 |
0.9924 |
0.9870 |
0.9959 |
PP |
0.9804 |
0.9804 |
0.9804 |
0.9822 |
S1 |
0.9734 |
0.9734 |
0.9836 |
0.9769 |
S2 |
0.9614 |
0.9614 |
0.9818 |
|
S3 |
0.9424 |
0.9544 |
0.9801 |
|
S4 |
0.9234 |
0.9354 |
0.9749 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9875 |
0.9709 |
0.0166 |
1.7% |
0.0068 |
0.7% |
79% |
False |
False |
189 |
10 |
0.9875 |
0.9595 |
0.0280 |
2.8% |
0.0055 |
0.6% |
88% |
False |
False |
149 |
20 |
0.9875 |
0.9595 |
0.0280 |
2.8% |
0.0053 |
0.5% |
88% |
False |
False |
110 |
40 |
0.9892 |
0.9595 |
0.0297 |
3.0% |
0.0044 |
0.4% |
82% |
False |
False |
61 |
60 |
0.9931 |
0.9592 |
0.0339 |
3.4% |
0.0036 |
0.4% |
73% |
False |
False |
41 |
80 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0029 |
0.3% |
78% |
False |
False |
31 |
100 |
1.0012 |
0.9515 |
0.0497 |
5.1% |
0.0025 |
0.3% |
65% |
False |
False |
25 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0082 |
2.618 |
0.9999 |
1.618 |
0.9948 |
1.000 |
0.9916 |
0.618 |
0.9897 |
HIGH |
0.9865 |
0.618 |
0.9846 |
0.500 |
0.9840 |
0.382 |
0.9833 |
LOW |
0.9814 |
0.618 |
0.9782 |
1.000 |
0.9763 |
1.618 |
0.9731 |
2.618 |
0.9680 |
4.250 |
0.9597 |
|
|
Fisher Pivots for day following 14-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9840 |
0.9840 |
PP |
0.9840 |
0.9839 |
S1 |
0.9840 |
0.9839 |
|