CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 05-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9753 |
0.9734 |
-0.0019 |
-0.2% |
0.9807 |
| High |
0.9762 |
0.9772 |
0.0010 |
0.1% |
0.9860 |
| Low |
0.9728 |
0.9734 |
0.0006 |
0.1% |
0.9787 |
| Close |
0.9737 |
0.9761 |
0.0024 |
0.2% |
0.9834 |
| Range |
0.0034 |
0.0038 |
0.0004 |
11.8% |
0.0073 |
| ATR |
0.0048 |
0.0048 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
102,943 |
145,578 |
42,635 |
41.4% |
412,923 |
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9870 |
0.9853 |
0.9782 |
|
| R3 |
0.9832 |
0.9815 |
0.9771 |
|
| R2 |
0.9794 |
0.9794 |
0.9768 |
|
| R1 |
0.9777 |
0.9777 |
0.9764 |
0.9786 |
| PP |
0.9756 |
0.9756 |
0.9756 |
0.9760 |
| S1 |
0.9739 |
0.9739 |
0.9758 |
0.9748 |
| S2 |
0.9718 |
0.9718 |
0.9754 |
|
| S3 |
0.9680 |
0.9701 |
0.9751 |
|
| S4 |
0.9642 |
0.9663 |
0.9740 |
|
|
| 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 |
0.9854 |
0.9728 |
0.0126 |
1.3% |
0.0042 |
0.4% |
26% |
False |
False |
117,530 |
| 10 |
0.9867 |
0.9728 |
0.0139 |
1.4% |
0.0042 |
0.4% |
24% |
False |
False |
109,009 |
| 20 |
0.9920 |
0.9728 |
0.0192 |
2.0% |
0.0045 |
0.5% |
17% |
False |
False |
110,424 |
| 40 |
0.9920 |
0.9687 |
0.0233 |
2.4% |
0.0049 |
0.5% |
32% |
False |
False |
108,566 |
| 60 |
0.9920 |
0.9598 |
0.0322 |
3.3% |
0.0056 |
0.6% |
51% |
False |
False |
113,594 |
| 80 |
0.9920 |
0.9598 |
0.0322 |
3.3% |
0.0059 |
0.6% |
51% |
False |
False |
86,619 |
| 100 |
0.9930 |
0.9548 |
0.0382 |
3.9% |
0.0064 |
0.7% |
56% |
False |
False |
69,345 |
| 120 |
0.9930 |
0.9495 |
0.0435 |
4.5% |
0.0062 |
0.6% |
61% |
False |
False |
57,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9934 |
|
2.618 |
0.9871 |
|
1.618 |
0.9833 |
|
1.000 |
0.9810 |
|
0.618 |
0.9795 |
|
HIGH |
0.9772 |
|
0.618 |
0.9757 |
|
0.500 |
0.9753 |
|
0.382 |
0.9749 |
|
LOW |
0.9734 |
|
0.618 |
0.9711 |
|
1.000 |
0.9696 |
|
1.618 |
0.9673 |
|
2.618 |
0.9635 |
|
4.250 |
0.9573 |
|
|
| Fisher Pivots for day following 05-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9758 |
0.9759 |
| PP |
0.9756 |
0.9756 |
| S1 |
0.9753 |
0.9754 |
|