CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 16-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9830 |
0.9802 |
-0.0028 |
-0.3% |
0.9751 |
| High |
0.9837 |
0.9831 |
-0.0006 |
-0.1% |
0.9842 |
| Low |
0.9791 |
0.9801 |
0.0010 |
0.1% |
0.9742 |
| Close |
0.9803 |
0.9820 |
0.0017 |
0.2% |
0.9803 |
| Range |
0.0046 |
0.0030 |
-0.0016 |
-34.8% |
0.0100 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
46,084 |
3,107 |
-42,977 |
-93.3% |
587,453 |
|
| Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9907 |
0.9894 |
0.9837 |
|
| R3 |
0.9877 |
0.9864 |
0.9828 |
|
| R2 |
0.9847 |
0.9847 |
0.9826 |
|
| R1 |
0.9834 |
0.9834 |
0.9823 |
0.9841 |
| PP |
0.9817 |
0.9817 |
0.9817 |
0.9821 |
| S1 |
0.9804 |
0.9804 |
0.9817 |
0.9811 |
| S2 |
0.9787 |
0.9787 |
0.9815 |
|
| S3 |
0.9757 |
0.9774 |
0.9812 |
|
| S4 |
0.9727 |
0.9744 |
0.9804 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0096 |
1.0049 |
0.9858 |
|
| R3 |
0.9996 |
0.9949 |
0.9831 |
|
| R2 |
0.9896 |
0.9896 |
0.9821 |
|
| R1 |
0.9849 |
0.9849 |
0.9812 |
0.9873 |
| PP |
0.9796 |
0.9796 |
0.9796 |
0.9807 |
| S1 |
0.9749 |
0.9749 |
0.9794 |
0.9773 |
| S2 |
0.9696 |
0.9696 |
0.9785 |
|
| S3 |
0.9596 |
0.9649 |
0.9776 |
|
| S4 |
0.9496 |
0.9549 |
0.9748 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9842 |
0.9749 |
0.0093 |
0.9% |
0.0043 |
0.4% |
76% |
False |
False |
98,766 |
| 10 |
0.9842 |
0.9728 |
0.0114 |
1.2% |
0.0039 |
0.4% |
81% |
False |
False |
106,277 |
| 20 |
0.9920 |
0.9728 |
0.0192 |
2.0% |
0.0044 |
0.4% |
48% |
False |
False |
108,240 |
| 40 |
0.9920 |
0.9687 |
0.0233 |
2.4% |
0.0046 |
0.5% |
57% |
False |
False |
106,027 |
| 60 |
0.9920 |
0.9598 |
0.0322 |
3.3% |
0.0052 |
0.5% |
69% |
False |
False |
110,503 |
| 80 |
0.9920 |
0.9598 |
0.0322 |
3.3% |
0.0056 |
0.6% |
69% |
False |
False |
95,581 |
| 100 |
0.9930 |
0.9548 |
0.0382 |
3.9% |
0.0063 |
0.6% |
71% |
False |
False |
76,544 |
| 120 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0061 |
0.6% |
75% |
False |
False |
63,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9959 |
|
2.618 |
0.9910 |
|
1.618 |
0.9880 |
|
1.000 |
0.9861 |
|
0.618 |
0.9850 |
|
HIGH |
0.9831 |
|
0.618 |
0.9820 |
|
0.500 |
0.9816 |
|
0.382 |
0.9812 |
|
LOW |
0.9801 |
|
0.618 |
0.9782 |
|
1.000 |
0.9771 |
|
1.618 |
0.9752 |
|
2.618 |
0.9722 |
|
4.250 |
0.9674 |
|
|
| Fisher Pivots for day following 16-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9819 |
0.9819 |
| PP |
0.9817 |
0.9817 |
| S1 |
0.9816 |
0.9816 |
|