CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 28-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2014 |
28-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9787 |
0.9759 |
-0.0028 |
-0.3% |
0.9760 |
| High |
0.9822 |
0.9778 |
-0.0044 |
-0.4% |
0.9822 |
| Low |
0.9787 |
0.9759 |
-0.0028 |
-0.3% |
0.9758 |
| Close |
0.9807 |
0.9778 |
-0.0029 |
-0.3% |
0.9807 |
| Range |
0.0035 |
0.0019 |
-0.0016 |
-45.7% |
0.0064 |
| ATR |
0.0032 |
0.0034 |
0.0001 |
3.4% |
0.0000 |
| Volume |
2 |
4 |
2 |
100.0% |
10 |
|
| Daily Pivots for day following 28-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9829 |
0.9822 |
0.9788 |
|
| R3 |
0.9810 |
0.9803 |
0.9783 |
|
| R2 |
0.9791 |
0.9791 |
0.9781 |
|
| R1 |
0.9784 |
0.9784 |
0.9780 |
0.9788 |
| PP |
0.9772 |
0.9772 |
0.9772 |
0.9773 |
| S1 |
0.9765 |
0.9765 |
0.9776 |
0.9769 |
| S2 |
0.9753 |
0.9753 |
0.9775 |
|
| S3 |
0.9734 |
0.9746 |
0.9773 |
|
| S4 |
0.9715 |
0.9727 |
0.9768 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9988 |
0.9961 |
0.9842 |
|
| R3 |
0.9924 |
0.9897 |
0.9825 |
|
| R2 |
0.9860 |
0.9860 |
0.9819 |
|
| R1 |
0.9833 |
0.9833 |
0.9813 |
0.9847 |
| PP |
0.9796 |
0.9796 |
0.9796 |
0.9802 |
| S1 |
0.9769 |
0.9769 |
0.9801 |
0.9783 |
| S2 |
0.9732 |
0.9732 |
0.9795 |
|
| S3 |
0.9668 |
0.9705 |
0.9789 |
|
| S4 |
0.9604 |
0.9641 |
0.9772 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9822 |
0.9758 |
0.0064 |
0.7% |
0.0017 |
0.2% |
31% |
False |
False |
2 |
| 10 |
0.9847 |
0.9758 |
0.0089 |
0.9% |
0.0013 |
0.1% |
22% |
False |
False |
2 |
| 20 |
0.9872 |
0.9618 |
0.0254 |
2.6% |
0.0018 |
0.2% |
63% |
False |
False |
3 |
| 40 |
0.9892 |
0.9618 |
0.0274 |
2.8% |
0.0018 |
0.2% |
58% |
False |
False |
4 |
| 60 |
0.9941 |
0.9618 |
0.0323 |
3.3% |
0.0017 |
0.2% |
50% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9859 |
|
2.618 |
0.9828 |
|
1.618 |
0.9809 |
|
1.000 |
0.9797 |
|
0.618 |
0.9790 |
|
HIGH |
0.9778 |
|
0.618 |
0.9771 |
|
0.500 |
0.9769 |
|
0.382 |
0.9766 |
|
LOW |
0.9759 |
|
0.618 |
0.9747 |
|
1.000 |
0.9740 |
|
1.618 |
0.9728 |
|
2.618 |
0.9709 |
|
4.250 |
0.9678 |
|
|
| Fisher Pivots for day following 28-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9775 |
0.9791 |
| PP |
0.9772 |
0.9786 |
| S1 |
0.9769 |
0.9782 |
|