CME Japanese Yen Future September 2014
Trading Metrics calculated at close of trading on 25-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2014 |
25-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
0.9763 |
0.9783 |
0.0020 |
0.2% |
0.9775 |
High |
0.9802 |
0.9814 |
0.0012 |
0.1% |
0.9814 |
Low |
0.9751 |
0.9765 |
0.0014 |
0.1% |
0.9748 |
Close |
0.9780 |
0.9800 |
0.0020 |
0.2% |
0.9800 |
Range |
0.0051 |
0.0049 |
-0.0002 |
-3.9% |
0.0066 |
ATR |
0.0049 |
0.0049 |
0.0000 |
0.0% |
0.0000 |
Volume |
176 |
114 |
-62 |
-35.2% |
422 |
|
Daily Pivots for day following 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9940 |
0.9919 |
0.9827 |
|
R3 |
0.9891 |
0.9870 |
0.9813 |
|
R2 |
0.9842 |
0.9842 |
0.9809 |
|
R1 |
0.9821 |
0.9821 |
0.9804 |
0.9832 |
PP |
0.9793 |
0.9793 |
0.9793 |
0.9798 |
S1 |
0.9772 |
0.9772 |
0.9796 |
0.9783 |
S2 |
0.9744 |
0.9744 |
0.9791 |
|
S3 |
0.9695 |
0.9723 |
0.9787 |
|
S4 |
0.9646 |
0.9674 |
0.9773 |
|
|
Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9985 |
0.9959 |
0.9836 |
|
R3 |
0.9919 |
0.9893 |
0.9818 |
|
R2 |
0.9853 |
0.9853 |
0.9812 |
|
R1 |
0.9827 |
0.9827 |
0.9806 |
0.9840 |
PP |
0.9787 |
0.9787 |
0.9787 |
0.9794 |
S1 |
0.9761 |
0.9761 |
0.9794 |
0.9774 |
S2 |
0.9721 |
0.9721 |
0.9788 |
|
S3 |
0.9655 |
0.9695 |
0.9782 |
|
S4 |
0.9589 |
0.9629 |
0.9764 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9814 |
0.9748 |
0.0066 |
0.7% |
0.0038 |
0.4% |
79% |
True |
False |
84 |
10 |
0.9870 |
0.9748 |
0.0122 |
1.2% |
0.0040 |
0.4% |
43% |
False |
False |
177 |
20 |
0.9875 |
0.9595 |
0.0280 |
2.9% |
0.0049 |
0.5% |
73% |
False |
False |
163 |
40 |
0.9892 |
0.9595 |
0.0297 |
3.0% |
0.0045 |
0.5% |
69% |
False |
False |
97 |
60 |
0.9931 |
0.9595 |
0.0336 |
3.4% |
0.0038 |
0.4% |
61% |
False |
False |
66 |
80 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0032 |
0.3% |
69% |
False |
False |
49 |
100 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0028 |
0.3% |
69% |
False |
False |
40 |
120 |
1.0241 |
0.9515 |
0.0726 |
7.4% |
0.0025 |
0.3% |
39% |
False |
False |
34 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0022 |
2.618 |
0.9942 |
1.618 |
0.9893 |
1.000 |
0.9863 |
0.618 |
0.9844 |
HIGH |
0.9814 |
0.618 |
0.9795 |
0.500 |
0.9790 |
0.382 |
0.9784 |
LOW |
0.9765 |
0.618 |
0.9735 |
1.000 |
0.9716 |
1.618 |
0.9686 |
2.618 |
0.9637 |
4.250 |
0.9557 |
|
|
Fisher Pivots for day following 25-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9797 |
0.9794 |
PP |
0.9793 |
0.9787 |
S1 |
0.9790 |
0.9781 |
|