CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 05-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9758 |
0.9740 |
-0.0018 |
-0.2% |
0.9812 |
| High |
0.9767 |
0.9777 |
0.0010 |
0.1% |
0.9865 |
| Low |
0.9734 |
0.9740 |
0.0006 |
0.1% |
0.9795 |
| Close |
0.9743 |
0.9767 |
0.0024 |
0.2% |
0.9840 |
| Range |
0.0033 |
0.0037 |
0.0004 |
12.1% |
0.0070 |
| ATR |
0.0044 |
0.0044 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
3,701 |
6,054 |
2,353 |
63.6% |
5,933 |
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9872 |
0.9857 |
0.9787 |
|
| R3 |
0.9835 |
0.9820 |
0.9777 |
|
| R2 |
0.9798 |
0.9798 |
0.9774 |
|
| R1 |
0.9783 |
0.9783 |
0.9770 |
0.9791 |
| PP |
0.9761 |
0.9761 |
0.9761 |
0.9765 |
| S1 |
0.9746 |
0.9746 |
0.9764 |
0.9754 |
| S2 |
0.9724 |
0.9724 |
0.9760 |
|
| S3 |
0.9687 |
0.9709 |
0.9757 |
|
| S4 |
0.9650 |
0.9672 |
0.9747 |
|
|
| 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 |
0.9857 |
0.9734 |
0.0123 |
1.3% |
0.0041 |
0.4% |
27% |
False |
False |
4,082 |
| 10 |
0.9871 |
0.9734 |
0.0137 |
1.4% |
0.0039 |
0.4% |
24% |
False |
False |
2,505 |
| 20 |
0.9925 |
0.9734 |
0.0191 |
2.0% |
0.0041 |
0.4% |
17% |
False |
False |
1,449 |
| 40 |
0.9925 |
0.9700 |
0.0225 |
2.3% |
0.0043 |
0.4% |
30% |
False |
False |
847 |
| 60 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0046 |
0.5% |
52% |
False |
False |
592 |
| 80 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0042 |
0.4% |
52% |
False |
False |
446 |
| 100 |
0.9931 |
0.9575 |
0.0356 |
3.6% |
0.0037 |
0.4% |
54% |
False |
False |
357 |
| 120 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0032 |
0.3% |
61% |
False |
False |
297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9934 |
|
2.618 |
0.9874 |
|
1.618 |
0.9837 |
|
1.000 |
0.9814 |
|
0.618 |
0.9800 |
|
HIGH |
0.9777 |
|
0.618 |
0.9763 |
|
0.500 |
0.9759 |
|
0.382 |
0.9754 |
|
LOW |
0.9740 |
|
0.618 |
0.9717 |
|
1.000 |
0.9703 |
|
1.618 |
0.9680 |
|
2.618 |
0.9643 |
|
4.250 |
0.9583 |
|
|
| Fisher Pivots for day following 05-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9764 |
0.9764 |
| PP |
0.9761 |
0.9762 |
| S1 |
0.9759 |
0.9759 |
|