CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 11-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9753 |
0.9771 |
0.0018 |
0.2% |
0.9823 |
| High |
0.9784 |
0.9817 |
0.0033 |
0.3% |
0.9834 |
| Low |
0.9749 |
0.9766 |
0.0017 |
0.2% |
0.9728 |
| Close |
0.9770 |
0.9802 |
0.0032 |
0.3% |
0.9753 |
| Range |
0.0035 |
0.0051 |
0.0016 |
45.7% |
0.0106 |
| ATR |
0.0045 |
0.0046 |
0.0000 |
0.9% |
0.0000 |
| Volume |
134,792 |
163,066 |
28,274 |
21.0% |
620,828 |
|
| Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9948 |
0.9926 |
0.9830 |
|
| R3 |
0.9897 |
0.9875 |
0.9816 |
|
| R2 |
0.9846 |
0.9846 |
0.9811 |
|
| R1 |
0.9824 |
0.9824 |
0.9807 |
0.9835 |
| PP |
0.9795 |
0.9795 |
0.9795 |
0.9801 |
| S1 |
0.9773 |
0.9773 |
0.9797 |
0.9784 |
| S2 |
0.9744 |
0.9744 |
0.9793 |
|
| S3 |
0.9693 |
0.9722 |
0.9788 |
|
| S4 |
0.9642 |
0.9671 |
0.9774 |
|
|
| 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 |
0.9817 |
0.9734 |
0.0083 |
0.8% |
0.0040 |
0.4% |
82% |
True |
False |
134,085 |
| 10 |
0.9860 |
0.9728 |
0.0132 |
1.3% |
0.0041 |
0.4% |
56% |
False |
False |
122,333 |
| 20 |
0.9920 |
0.9728 |
0.0192 |
2.0% |
0.0046 |
0.5% |
39% |
False |
False |
117,919 |
| 40 |
0.9920 |
0.9687 |
0.0233 |
2.4% |
0.0047 |
0.5% |
49% |
False |
False |
109,201 |
| 60 |
0.9920 |
0.9598 |
0.0322 |
3.3% |
0.0053 |
0.5% |
63% |
False |
False |
113,694 |
| 80 |
0.9920 |
0.9598 |
0.0322 |
3.3% |
0.0058 |
0.6% |
63% |
False |
False |
93,158 |
| 100 |
0.9930 |
0.9548 |
0.0382 |
3.9% |
0.0063 |
0.6% |
66% |
False |
False |
74,587 |
| 120 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0062 |
0.6% |
71% |
False |
False |
62,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0034 |
|
2.618 |
0.9951 |
|
1.618 |
0.9900 |
|
1.000 |
0.9868 |
|
0.618 |
0.9849 |
|
HIGH |
0.9817 |
|
0.618 |
0.9798 |
|
0.500 |
0.9792 |
|
0.382 |
0.9785 |
|
LOW |
0.9766 |
|
0.618 |
0.9734 |
|
1.000 |
0.9715 |
|
1.618 |
0.9683 |
|
2.618 |
0.9632 |
|
4.250 |
0.9549 |
|
|
| Fisher Pivots for day following 11-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9799 |
0.9795 |
| PP |
0.9795 |
0.9787 |
| S1 |
0.9792 |
0.9780 |
|