CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 06-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2014 |
06-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9734 |
0.9765 |
0.0031 |
0.3% |
0.9823 |
| High |
0.9772 |
0.9793 |
0.0021 |
0.2% |
0.9834 |
| Low |
0.9734 |
0.9745 |
0.0011 |
0.1% |
0.9728 |
| Close |
0.9761 |
0.9753 |
-0.0008 |
-0.1% |
0.9753 |
| Range |
0.0038 |
0.0048 |
0.0010 |
26.3% |
0.0106 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
0.1% |
0.0000 |
| Volume |
145,578 |
130,266 |
-15,312 |
-10.5% |
620,828 |
|
| Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9908 |
0.9878 |
0.9779 |
|
| R3 |
0.9860 |
0.9830 |
0.9766 |
|
| R2 |
0.9812 |
0.9812 |
0.9762 |
|
| R1 |
0.9782 |
0.9782 |
0.9757 |
0.9773 |
| PP |
0.9764 |
0.9764 |
0.9764 |
0.9759 |
| S1 |
0.9734 |
0.9734 |
0.9749 |
0.9725 |
| S2 |
0.9716 |
0.9716 |
0.9744 |
|
| S3 |
0.9668 |
0.9686 |
0.9740 |
|
| S4 |
0.9620 |
0.9638 |
0.9727 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0090 |
1.0027 |
0.9811 |
|
| R3 |
0.9984 |
0.9921 |
0.9782 |
|
| R2 |
0.9878 |
0.9878 |
0.9772 |
|
| R1 |
0.9815 |
0.9815 |
0.9763 |
0.9794 |
| PP |
0.9772 |
0.9772 |
0.9772 |
0.9761 |
| S1 |
0.9709 |
0.9709 |
0.9743 |
0.9688 |
| S2 |
0.9666 |
0.9666 |
0.9734 |
|
| S3 |
0.9560 |
0.9603 |
0.9724 |
|
| S4 |
0.9454 |
0.9497 |
0.9695 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9834 |
0.9728 |
0.0106 |
1.1% |
0.0045 |
0.5% |
24% |
False |
False |
124,165 |
| 10 |
0.9860 |
0.9728 |
0.0132 |
1.4% |
0.0042 |
0.4% |
19% |
False |
False |
111,809 |
| 20 |
0.9920 |
0.9728 |
0.0192 |
2.0% |
0.0045 |
0.5% |
13% |
False |
False |
111,032 |
| 40 |
0.9920 |
0.9687 |
0.0233 |
2.4% |
0.0049 |
0.5% |
28% |
False |
False |
108,826 |
| 60 |
0.9920 |
0.9598 |
0.0322 |
3.3% |
0.0056 |
0.6% |
48% |
False |
False |
114,260 |
| 80 |
0.9920 |
0.9598 |
0.0322 |
3.3% |
0.0059 |
0.6% |
48% |
False |
False |
88,246 |
| 100 |
0.9930 |
0.9548 |
0.0382 |
3.9% |
0.0064 |
0.7% |
54% |
False |
False |
70,645 |
| 120 |
0.9930 |
0.9495 |
0.0435 |
4.5% |
0.0062 |
0.6% |
59% |
False |
False |
58,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9997 |
|
2.618 |
0.9919 |
|
1.618 |
0.9871 |
|
1.000 |
0.9841 |
|
0.618 |
0.9823 |
|
HIGH |
0.9793 |
|
0.618 |
0.9775 |
|
0.500 |
0.9769 |
|
0.382 |
0.9763 |
|
LOW |
0.9745 |
|
0.618 |
0.9715 |
|
1.000 |
0.9697 |
|
1.618 |
0.9667 |
|
2.618 |
0.9619 |
|
4.250 |
0.9541 |
|
|
| Fisher Pivots for day following 06-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9769 |
0.9761 |
| PP |
0.9764 |
0.9758 |
| S1 |
0.9758 |
0.9756 |
|