CME Japanese Yen Future June 2014
Trading Metrics calculated at close of trading on 31-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2013 |
31-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.9495 |
0.9538 |
0.0043 |
0.5% |
0.9618 |
High |
0.9527 |
0.9540 |
0.0013 |
0.1% |
0.9631 |
Low |
0.9495 |
0.9504 |
0.0009 |
0.1% |
0.9518 |
Close |
0.9523 |
0.9508 |
-0.0015 |
-0.2% |
0.9521 |
Range |
0.0032 |
0.0036 |
0.0004 |
12.5% |
0.0113 |
ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
59 |
39 |
-20 |
-33.9% |
131 |
|
Daily Pivots for day following 31-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9625 |
0.9603 |
0.9528 |
|
R3 |
0.9589 |
0.9567 |
0.9518 |
|
R2 |
0.9553 |
0.9553 |
0.9515 |
|
R1 |
0.9531 |
0.9531 |
0.9511 |
0.9524 |
PP |
0.9517 |
0.9517 |
0.9517 |
0.9514 |
S1 |
0.9495 |
0.9495 |
0.9505 |
0.9488 |
S2 |
0.9481 |
0.9481 |
0.9501 |
|
S3 |
0.9445 |
0.9459 |
0.9498 |
|
S4 |
0.9409 |
0.9423 |
0.9488 |
|
|
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 |
0.9602 |
0.9495 |
0.0107 |
1.1% |
0.0025 |
0.3% |
12% |
False |
False |
30 |
10 |
0.9770 |
0.9495 |
0.0275 |
2.9% |
0.0041 |
0.4% |
5% |
False |
False |
90 |
20 |
0.9846 |
0.9495 |
0.0351 |
3.7% |
0.0046 |
0.5% |
4% |
False |
False |
56 |
40 |
1.0232 |
0.9495 |
0.0737 |
7.8% |
0.0033 |
0.3% |
2% |
False |
False |
30 |
60 |
1.0343 |
0.9495 |
0.0848 |
8.9% |
0.0023 |
0.2% |
2% |
False |
False |
21 |
80 |
1.0343 |
0.9495 |
0.0848 |
8.9% |
0.0018 |
0.2% |
2% |
False |
False |
17 |
100 |
1.0410 |
0.9495 |
0.0915 |
9.6% |
0.0015 |
0.2% |
1% |
False |
False |
16 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9693 |
2.618 |
0.9634 |
1.618 |
0.9598 |
1.000 |
0.9576 |
0.618 |
0.9562 |
HIGH |
0.9540 |
0.618 |
0.9526 |
0.500 |
0.9522 |
0.382 |
0.9518 |
LOW |
0.9504 |
0.618 |
0.9482 |
1.000 |
0.9468 |
1.618 |
0.9446 |
2.618 |
0.9410 |
4.250 |
0.9351 |
|
|
Fisher Pivots for day following 31-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9522 |
0.9528 |
PP |
0.9517 |
0.9521 |
S1 |
0.9513 |
0.9515 |
|