CME Japanese Yen Future June 2014
Trading Metrics calculated at close of trading on 27-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.9554 |
0.9536 |
-0.0018 |
-0.2% |
0.9618 |
High |
0.9559 |
0.9560 |
0.0001 |
0.0% |
0.9631 |
Low |
0.9554 |
0.9518 |
-0.0036 |
-0.4% |
0.9518 |
Close |
0.9559 |
0.9521 |
-0.0038 |
-0.4% |
0.9521 |
Range |
0.0005 |
0.0042 |
0.0037 |
740.0% |
0.0113 |
ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
14 |
4 |
-10 |
-71.4% |
131 |
|
Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9659 |
0.9632 |
0.9544 |
|
R3 |
0.9617 |
0.9590 |
0.9533 |
|
R2 |
0.9575 |
0.9575 |
0.9529 |
|
R1 |
0.9548 |
0.9548 |
0.9525 |
0.9541 |
PP |
0.9533 |
0.9533 |
0.9533 |
0.9529 |
S1 |
0.9506 |
0.9506 |
0.9517 |
0.9499 |
S2 |
0.9491 |
0.9491 |
0.9513 |
|
S3 |
0.9449 |
0.9464 |
0.9509 |
|
S4 |
0.9407 |
0.9422 |
0.9498 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9896 |
0.9821 |
0.9583 |
|
R3 |
0.9783 |
0.9708 |
0.9552 |
|
R2 |
0.9670 |
0.9670 |
0.9542 |
|
R1 |
0.9595 |
0.9595 |
0.9531 |
0.9576 |
PP |
0.9557 |
0.9557 |
0.9557 |
0.9547 |
S1 |
0.9482 |
0.9482 |
0.9511 |
0.9463 |
S2 |
0.9444 |
0.9444 |
0.9500 |
|
S3 |
0.9331 |
0.9369 |
0.9490 |
|
S4 |
0.9218 |
0.9256 |
0.9459 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9631 |
0.9518 |
0.0113 |
1.2% |
0.0025 |
0.3% |
3% |
False |
True |
62 |
10 |
0.9770 |
0.9518 |
0.0252 |
2.6% |
0.0042 |
0.4% |
1% |
False |
True |
87 |
20 |
0.9846 |
0.9518 |
0.0328 |
3.4% |
0.0044 |
0.5% |
1% |
False |
True |
52 |
40 |
1.0232 |
0.9518 |
0.0714 |
7.5% |
0.0031 |
0.3% |
0% |
False |
True |
27 |
60 |
1.0343 |
0.9518 |
0.0825 |
8.7% |
0.0022 |
0.2% |
0% |
False |
True |
19 |
80 |
1.0343 |
0.9518 |
0.0825 |
8.7% |
0.0017 |
0.2% |
0% |
False |
True |
16 |
100 |
1.0410 |
0.9518 |
0.0892 |
9.4% |
0.0015 |
0.2% |
0% |
False |
True |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9739 |
2.618 |
0.9670 |
1.618 |
0.9628 |
1.000 |
0.9602 |
0.618 |
0.9586 |
HIGH |
0.9560 |
0.618 |
0.9544 |
0.500 |
0.9539 |
0.382 |
0.9534 |
LOW |
0.9518 |
0.618 |
0.9492 |
1.000 |
0.9476 |
1.618 |
0.9450 |
2.618 |
0.9408 |
4.250 |
0.9340 |
|
|
Fisher Pivots for day following 27-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9539 |
0.9560 |
PP |
0.9533 |
0.9547 |
S1 |
0.9527 |
0.9534 |
|