CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 04-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2014 |
04-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9774 |
0.9758 |
-0.0016 |
-0.2% |
0.9812 |
| High |
0.9784 |
0.9767 |
-0.0017 |
-0.2% |
0.9865 |
| Low |
0.9757 |
0.9734 |
-0.0023 |
-0.2% |
0.9795 |
| Close |
0.9762 |
0.9743 |
-0.0019 |
-0.2% |
0.9840 |
| Range |
0.0027 |
0.0033 |
0.0006 |
22.2% |
0.0070 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
5,237 |
3,701 |
-1,536 |
-29.3% |
5,933 |
|
| Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9847 |
0.9828 |
0.9761 |
|
| R3 |
0.9814 |
0.9795 |
0.9752 |
|
| R2 |
0.9781 |
0.9781 |
0.9749 |
|
| R1 |
0.9762 |
0.9762 |
0.9746 |
0.9755 |
| PP |
0.9748 |
0.9748 |
0.9748 |
0.9745 |
| S1 |
0.9729 |
0.9729 |
0.9740 |
0.9722 |
| S2 |
0.9715 |
0.9715 |
0.9737 |
|
| S3 |
0.9682 |
0.9696 |
0.9734 |
|
| S4 |
0.9649 |
0.9663 |
0.9725 |
|
|
| 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 |
0.9734 |
0.0131 |
1.3% |
0.0041 |
0.4% |
7% |
False |
True |
3,269 |
| 10 |
0.9925 |
0.9734 |
0.0191 |
2.0% |
0.0043 |
0.4% |
5% |
False |
True |
1,923 |
| 20 |
0.9925 |
0.9734 |
0.0191 |
2.0% |
0.0041 |
0.4% |
5% |
False |
True |
1,179 |
| 40 |
0.9925 |
0.9700 |
0.0225 |
2.3% |
0.0046 |
0.5% |
19% |
False |
False |
702 |
| 60 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0046 |
0.5% |
45% |
False |
False |
491 |
| 80 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0041 |
0.4% |
45% |
False |
False |
370 |
| 100 |
0.9931 |
0.9575 |
0.0356 |
3.7% |
0.0037 |
0.4% |
47% |
False |
False |
296 |
| 120 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0032 |
0.3% |
55% |
False |
False |
247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9907 |
|
2.618 |
0.9853 |
|
1.618 |
0.9820 |
|
1.000 |
0.9800 |
|
0.618 |
0.9787 |
|
HIGH |
0.9767 |
|
0.618 |
0.9754 |
|
0.500 |
0.9751 |
|
0.382 |
0.9747 |
|
LOW |
0.9734 |
|
0.618 |
0.9714 |
|
1.000 |
0.9701 |
|
1.618 |
0.9681 |
|
2.618 |
0.9648 |
|
4.250 |
0.9594 |
|
|
| Fisher Pivots for day following 04-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9751 |
0.9787 |
| PP |
0.9748 |
0.9772 |
| S1 |
0.9746 |
0.9758 |
|