CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 17-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0105 |
1.0109 |
0.0004 |
0.0% |
1.0062 |
| High |
1.0105 |
1.0109 |
0.0004 |
0.0% |
1.0095 |
| Low |
1.0105 |
1.0109 |
0.0004 |
0.0% |
0.9986 |
| Close |
1.0105 |
1.0109 |
0.0004 |
0.0% |
1.0095 |
| Range |
|
|
|
|
|
| ATR |
0.0054 |
0.0050 |
-0.0004 |
-6.6% |
0.0000 |
| Volume |
12 |
12 |
0 |
0.0% |
44 |
|
| Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0109 |
1.0109 |
1.0109 |
|
| R3 |
1.0109 |
1.0109 |
1.0109 |
|
| R2 |
1.0109 |
1.0109 |
1.0109 |
|
| R1 |
1.0109 |
1.0109 |
1.0109 |
1.0109 |
| PP |
1.0109 |
1.0109 |
1.0109 |
1.0109 |
| S1 |
1.0109 |
1.0109 |
1.0109 |
1.0109 |
| S2 |
1.0109 |
1.0109 |
1.0109 |
|
| S3 |
1.0109 |
1.0109 |
1.0109 |
|
| S4 |
1.0109 |
1.0109 |
1.0109 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0386 |
1.0349 |
1.0155 |
|
| R3 |
1.0277 |
1.0240 |
1.0125 |
|
| R2 |
1.0168 |
1.0168 |
1.0115 |
|
| R1 |
1.0131 |
1.0131 |
1.0105 |
1.0150 |
| PP |
1.0059 |
1.0059 |
1.0059 |
1.0068 |
| S1 |
1.0022 |
1.0022 |
1.0085 |
1.0041 |
| S2 |
0.9950 |
0.9950 |
1.0075 |
|
| S3 |
0.9841 |
0.9913 |
1.0065 |
|
| S4 |
0.9732 |
0.9804 |
1.0035 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0109 |
|
2.618 |
1.0109 |
|
1.618 |
1.0109 |
|
1.000 |
1.0109 |
|
0.618 |
1.0109 |
|
HIGH |
1.0109 |
|
0.618 |
1.0109 |
|
0.500 |
1.0109 |
|
0.382 |
1.0109 |
|
LOW |
1.0109 |
|
0.618 |
1.0109 |
|
1.000 |
1.0109 |
|
1.618 |
1.0109 |
|
2.618 |
1.0109 |
|
4.250 |
1.0109 |
|
|
| Fisher Pivots for day following 17-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0109 |
1.0107 |
| PP |
1.0109 |
1.0104 |
| S1 |
1.0109 |
1.0102 |
|