CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 16-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2014 |
16-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9828 |
0.9808 |
-0.0020 |
-0.2% |
0.9687 |
| High |
0.9853 |
0.9808 |
-0.0045 |
-0.5% |
0.9875 |
| Low |
0.9818 |
0.9781 |
-0.0037 |
-0.4% |
0.9685 |
| Close |
0.9829 |
0.9787 |
-0.0042 |
-0.4% |
0.9853 |
| Range |
0.0035 |
0.0027 |
-0.0008 |
-22.9% |
0.0190 |
| ATR |
0.0054 |
0.0053 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
480 |
109 |
-371 |
-77.3% |
944 |
|
| Daily Pivots for day following 16-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9873 |
0.9857 |
0.9802 |
|
| R3 |
0.9846 |
0.9830 |
0.9794 |
|
| R2 |
0.9819 |
0.9819 |
0.9792 |
|
| R1 |
0.9803 |
0.9803 |
0.9789 |
0.9798 |
| PP |
0.9792 |
0.9792 |
0.9792 |
0.9789 |
| S1 |
0.9776 |
0.9776 |
0.9785 |
0.9771 |
| S2 |
0.9765 |
0.9765 |
0.9782 |
|
| S3 |
0.9738 |
0.9749 |
0.9780 |
|
| S4 |
0.9711 |
0.9722 |
0.9772 |
|
|
| 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 |
0.9781 |
0.0094 |
1.0% |
0.0045 |
0.5% |
6% |
False |
True |
188 |
| 10 |
0.9875 |
0.9595 |
0.0280 |
2.9% |
0.0054 |
0.6% |
69% |
False |
False |
185 |
| 20 |
0.9875 |
0.9595 |
0.0280 |
2.9% |
0.0049 |
0.5% |
69% |
False |
False |
138 |
| 40 |
0.9892 |
0.9595 |
0.0297 |
3.0% |
0.0043 |
0.4% |
65% |
False |
False |
75 |
| 60 |
0.9931 |
0.9592 |
0.0339 |
3.5% |
0.0037 |
0.4% |
58% |
False |
False |
51 |
| 80 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0029 |
0.3% |
65% |
False |
False |
38 |
| 100 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0026 |
0.3% |
65% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9923 |
|
2.618 |
0.9879 |
|
1.618 |
0.9852 |
|
1.000 |
0.9835 |
|
0.618 |
0.9825 |
|
HIGH |
0.9808 |
|
0.618 |
0.9798 |
|
0.500 |
0.9795 |
|
0.382 |
0.9791 |
|
LOW |
0.9781 |
|
0.618 |
0.9764 |
|
1.000 |
0.9754 |
|
1.618 |
0.9737 |
|
2.618 |
0.9710 |
|
4.250 |
0.9666 |
|
|
| Fisher Pivots for day following 16-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9795 |
0.9823 |
| PP |
0.9792 |
0.9811 |
| S1 |
0.9790 |
0.9799 |
|