CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 06-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2014 |
06-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9740 |
0.9769 |
0.0029 |
0.3% |
0.9834 |
| High |
0.9777 |
0.9798 |
0.0021 |
0.2% |
0.9840 |
| Low |
0.9740 |
0.9752 |
0.0012 |
0.1% |
0.9734 |
| Close |
0.9767 |
0.9759 |
-0.0008 |
-0.1% |
0.9759 |
| Range |
0.0037 |
0.0046 |
0.0009 |
24.3% |
0.0106 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
0.4% |
0.0000 |
| Volume |
6,054 |
7,911 |
1,857 |
30.7% |
26,107 |
|
| Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9908 |
0.9879 |
0.9784 |
|
| R3 |
0.9862 |
0.9833 |
0.9772 |
|
| R2 |
0.9816 |
0.9816 |
0.9767 |
|
| R1 |
0.9787 |
0.9787 |
0.9763 |
0.9779 |
| PP |
0.9770 |
0.9770 |
0.9770 |
0.9765 |
| S1 |
0.9741 |
0.9741 |
0.9755 |
0.9733 |
| S2 |
0.9724 |
0.9724 |
0.9751 |
|
| S3 |
0.9678 |
0.9695 |
0.9746 |
|
| S4 |
0.9632 |
0.9649 |
0.9734 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0096 |
1.0033 |
0.9817 |
|
| R3 |
0.9990 |
0.9927 |
0.9788 |
|
| R2 |
0.9884 |
0.9884 |
0.9778 |
|
| R1 |
0.9821 |
0.9821 |
0.9769 |
0.9800 |
| PP |
0.9778 |
0.9778 |
0.9778 |
0.9767 |
| S1 |
0.9715 |
0.9715 |
0.9749 |
0.9694 |
| S2 |
0.9672 |
0.9672 |
0.9740 |
|
| S3 |
0.9566 |
0.9609 |
0.9730 |
|
| S4 |
0.9460 |
0.9503 |
0.9701 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9840 |
0.9734 |
0.0106 |
1.1% |
0.0044 |
0.4% |
24% |
False |
False |
5,221 |
| 10 |
0.9865 |
0.9734 |
0.0131 |
1.3% |
0.0039 |
0.4% |
19% |
False |
False |
3,229 |
| 20 |
0.9925 |
0.9734 |
0.0191 |
2.0% |
0.0041 |
0.4% |
13% |
False |
False |
1,814 |
| 40 |
0.9925 |
0.9700 |
0.0225 |
2.3% |
0.0043 |
0.4% |
26% |
False |
False |
1,037 |
| 60 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0047 |
0.5% |
50% |
False |
False |
723 |
| 80 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0042 |
0.4% |
50% |
False |
False |
544 |
| 100 |
0.9931 |
0.9575 |
0.0356 |
3.6% |
0.0037 |
0.4% |
52% |
False |
False |
436 |
| 120 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0032 |
0.3% |
59% |
False |
False |
363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9994 |
|
2.618 |
0.9918 |
|
1.618 |
0.9872 |
|
1.000 |
0.9844 |
|
0.618 |
0.9826 |
|
HIGH |
0.9798 |
|
0.618 |
0.9780 |
|
0.500 |
0.9775 |
|
0.382 |
0.9770 |
|
LOW |
0.9752 |
|
0.618 |
0.9724 |
|
1.000 |
0.9706 |
|
1.618 |
0.9678 |
|
2.618 |
0.9632 |
|
4.250 |
0.9557 |
|
|
| Fisher Pivots for day following 06-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9775 |
0.9766 |
| PP |
0.9770 |
0.9764 |
| S1 |
0.9764 |
0.9761 |
|