CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 02-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2014 |
02-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9835 |
0.9834 |
-0.0001 |
0.0% |
0.9812 |
| High |
0.9857 |
0.9840 |
-0.0017 |
-0.2% |
0.9865 |
| Low |
0.9826 |
0.9764 |
-0.0062 |
-0.6% |
0.9795 |
| Close |
0.9840 |
0.9766 |
-0.0074 |
-0.8% |
0.9840 |
| Range |
0.0031 |
0.0076 |
0.0045 |
145.2% |
0.0070 |
| ATR |
0.0044 |
0.0046 |
0.0002 |
5.2% |
0.0000 |
| Volume |
2,216 |
3,204 |
988 |
44.6% |
5,933 |
|
| Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0018 |
0.9968 |
0.9808 |
|
| R3 |
0.9942 |
0.9892 |
0.9787 |
|
| R2 |
0.9866 |
0.9866 |
0.9780 |
|
| R1 |
0.9816 |
0.9816 |
0.9773 |
0.9803 |
| PP |
0.9790 |
0.9790 |
0.9790 |
0.9784 |
| S1 |
0.9740 |
0.9740 |
0.9759 |
0.9727 |
| S2 |
0.9714 |
0.9714 |
0.9752 |
|
| S3 |
0.9638 |
0.9664 |
0.9745 |
|
| S4 |
0.9562 |
0.9588 |
0.9724 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0043 |
1.0012 |
0.9879 |
|
| R3 |
0.9973 |
0.9942 |
0.9859 |
|
| R2 |
0.9903 |
0.9903 |
0.9853 |
|
| R1 |
0.9872 |
0.9872 |
0.9846 |
0.9888 |
| PP |
0.9833 |
0.9833 |
0.9833 |
0.9841 |
| S1 |
0.9802 |
0.9802 |
0.9834 |
0.9818 |
| S2 |
0.9763 |
0.9763 |
0.9827 |
|
| S3 |
0.9693 |
0.9732 |
0.9821 |
|
| S4 |
0.9623 |
0.9662 |
0.9802 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9865 |
0.9764 |
0.0101 |
1.0% |
0.0043 |
0.4% |
2% |
False |
True |
1,827 |
| 10 |
0.9925 |
0.9764 |
0.0161 |
1.6% |
0.0046 |
0.5% |
1% |
False |
True |
1,163 |
| 20 |
0.9925 |
0.9764 |
0.0161 |
1.6% |
0.0043 |
0.4% |
1% |
False |
True |
788 |
| 40 |
0.9925 |
0.9631 |
0.0294 |
3.0% |
0.0047 |
0.5% |
46% |
False |
False |
484 |
| 60 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0046 |
0.5% |
52% |
False |
False |
343 |
| 80 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0042 |
0.4% |
52% |
False |
False |
258 |
| 100 |
0.9931 |
0.9555 |
0.0376 |
3.9% |
0.0036 |
0.4% |
56% |
False |
False |
207 |
| 120 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0032 |
0.3% |
60% |
False |
False |
173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0163 |
|
2.618 |
1.0039 |
|
1.618 |
0.9963 |
|
1.000 |
0.9916 |
|
0.618 |
0.9887 |
|
HIGH |
0.9840 |
|
0.618 |
0.9811 |
|
0.500 |
0.9802 |
|
0.382 |
0.9793 |
|
LOW |
0.9764 |
|
0.618 |
0.9717 |
|
1.000 |
0.9688 |
|
1.618 |
0.9641 |
|
2.618 |
0.9565 |
|
4.250 |
0.9441 |
|
|
| Fisher Pivots for day following 02-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9802 |
0.9815 |
| PP |
0.9790 |
0.9798 |
| S1 |
0.9778 |
0.9782 |
|