CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 09-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9769 |
0.9756 |
-0.0013 |
-0.1% |
0.9834 |
| High |
0.9798 |
0.9774 |
-0.0024 |
-0.2% |
0.9840 |
| Low |
0.9752 |
0.9747 |
-0.0005 |
-0.1% |
0.9734 |
| Close |
0.9759 |
0.9758 |
-0.0001 |
0.0% |
0.9759 |
| Range |
0.0046 |
0.0027 |
-0.0019 |
-41.3% |
0.0106 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
7,911 |
34,479 |
26,568 |
335.8% |
26,107 |
|
| Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9841 |
0.9826 |
0.9773 |
|
| R3 |
0.9814 |
0.9799 |
0.9765 |
|
| R2 |
0.9787 |
0.9787 |
0.9763 |
|
| R1 |
0.9772 |
0.9772 |
0.9760 |
0.9780 |
| PP |
0.9760 |
0.9760 |
0.9760 |
0.9763 |
| S1 |
0.9745 |
0.9745 |
0.9756 |
0.9753 |
| S2 |
0.9733 |
0.9733 |
0.9753 |
|
| S3 |
0.9706 |
0.9718 |
0.9751 |
|
| S4 |
0.9679 |
0.9691 |
0.9743 |
|
|
| 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 |
0.9798 |
0.9734 |
0.0064 |
0.7% |
0.0034 |
0.3% |
38% |
False |
False |
11,476 |
| 10 |
0.9865 |
0.9734 |
0.0131 |
1.3% |
0.0039 |
0.4% |
18% |
False |
False |
6,651 |
| 20 |
0.9925 |
0.9734 |
0.0191 |
2.0% |
0.0041 |
0.4% |
13% |
False |
False |
3,513 |
| 40 |
0.9925 |
0.9700 |
0.0225 |
2.3% |
0.0042 |
0.4% |
26% |
False |
False |
1,897 |
| 60 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0046 |
0.5% |
49% |
False |
False |
1,297 |
| 80 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0043 |
0.4% |
49% |
False |
False |
975 |
| 100 |
0.9931 |
0.9575 |
0.0356 |
3.6% |
0.0038 |
0.4% |
51% |
False |
False |
781 |
| 120 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0033 |
0.3% |
58% |
False |
False |
651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9889 |
|
2.618 |
0.9845 |
|
1.618 |
0.9818 |
|
1.000 |
0.9801 |
|
0.618 |
0.9791 |
|
HIGH |
0.9774 |
|
0.618 |
0.9764 |
|
0.500 |
0.9761 |
|
0.382 |
0.9757 |
|
LOW |
0.9747 |
|
0.618 |
0.9730 |
|
1.000 |
0.9720 |
|
1.618 |
0.9703 |
|
2.618 |
0.9676 |
|
4.250 |
0.9632 |
|
|
| Fisher Pivots for day following 09-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9761 |
0.9769 |
| PP |
0.9760 |
0.9765 |
| S1 |
0.9759 |
0.9762 |
|