CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 03-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2014 |
03-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9823 |
0.9767 |
-0.0056 |
-0.6% |
0.9807 |
| High |
0.9834 |
0.9779 |
-0.0055 |
-0.6% |
0.9860 |
| Low |
0.9757 |
0.9751 |
-0.0006 |
-0.1% |
0.9787 |
| Close |
0.9760 |
0.9756 |
-0.0004 |
0.0% |
0.9834 |
| Range |
0.0077 |
0.0028 |
-0.0049 |
-63.6% |
0.0073 |
| ATR |
0.0051 |
0.0049 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
148,617 |
93,424 |
-55,193 |
-37.1% |
412,923 |
|
| Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9846 |
0.9829 |
0.9771 |
|
| R3 |
0.9818 |
0.9801 |
0.9764 |
|
| R2 |
0.9790 |
0.9790 |
0.9761 |
|
| R1 |
0.9773 |
0.9773 |
0.9759 |
0.9768 |
| PP |
0.9762 |
0.9762 |
0.9762 |
0.9759 |
| S1 |
0.9745 |
0.9745 |
0.9753 |
0.9740 |
| S2 |
0.9734 |
0.9734 |
0.9751 |
|
| S3 |
0.9706 |
0.9717 |
0.9748 |
|
| S4 |
0.9678 |
0.9689 |
0.9741 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0046 |
1.0013 |
0.9874 |
|
| R3 |
0.9973 |
0.9940 |
0.9854 |
|
| R2 |
0.9900 |
0.9900 |
0.9847 |
|
| R1 |
0.9867 |
0.9867 |
0.9841 |
0.9884 |
| PP |
0.9827 |
0.9827 |
0.9827 |
0.9835 |
| S1 |
0.9794 |
0.9794 |
0.9827 |
0.9811 |
| S2 |
0.9754 |
0.9754 |
0.9821 |
|
| S3 |
0.9681 |
0.9721 |
0.9814 |
|
| S4 |
0.9608 |
0.9648 |
0.9794 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9860 |
0.9751 |
0.0109 |
1.1% |
0.0044 |
0.5% |
5% |
False |
True |
108,656 |
| 10 |
0.9920 |
0.9751 |
0.0169 |
1.7% |
0.0047 |
0.5% |
3% |
False |
True |
108,027 |
| 20 |
0.9920 |
0.9751 |
0.0169 |
1.7% |
0.0048 |
0.5% |
3% |
False |
True |
110,642 |
| 40 |
0.9920 |
0.9675 |
0.0245 |
2.5% |
0.0052 |
0.5% |
33% |
False |
False |
109,999 |
| 60 |
0.9920 |
0.9598 |
0.0322 |
3.3% |
0.0056 |
0.6% |
49% |
False |
False |
110,631 |
| 80 |
0.9920 |
0.9598 |
0.0322 |
3.3% |
0.0060 |
0.6% |
49% |
False |
False |
83,523 |
| 100 |
0.9930 |
0.9512 |
0.0418 |
4.3% |
0.0065 |
0.7% |
58% |
False |
False |
66,863 |
| 120 |
0.9930 |
0.9495 |
0.0435 |
4.5% |
0.0062 |
0.6% |
60% |
False |
False |
55,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9898 |
|
2.618 |
0.9852 |
|
1.618 |
0.9824 |
|
1.000 |
0.9807 |
|
0.618 |
0.9796 |
|
HIGH |
0.9779 |
|
0.618 |
0.9768 |
|
0.500 |
0.9765 |
|
0.382 |
0.9762 |
|
LOW |
0.9751 |
|
0.618 |
0.9734 |
|
1.000 |
0.9723 |
|
1.618 |
0.9706 |
|
2.618 |
0.9678 |
|
4.250 |
0.9632 |
|
|
| Fisher Pivots for day following 03-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9765 |
0.9803 |
| PP |
0.9762 |
0.9787 |
| S1 |
0.9759 |
0.9772 |
|