CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 10-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9756 |
0.9758 |
0.0002 |
0.0% |
0.9834 |
| High |
0.9774 |
0.9790 |
0.0016 |
0.2% |
0.9840 |
| Low |
0.9747 |
0.9754 |
0.0007 |
0.1% |
0.9734 |
| Close |
0.9758 |
0.9775 |
0.0017 |
0.2% |
0.9759 |
| Range |
0.0027 |
0.0036 |
0.0009 |
33.3% |
0.0106 |
| ATR |
0.0043 |
0.0042 |
0.0000 |
-1.1% |
0.0000 |
| Volume |
34,479 |
44,143 |
9,664 |
28.0% |
26,107 |
|
| Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9881 |
0.9864 |
0.9795 |
|
| R3 |
0.9845 |
0.9828 |
0.9785 |
|
| R2 |
0.9809 |
0.9809 |
0.9782 |
|
| R1 |
0.9792 |
0.9792 |
0.9778 |
0.9801 |
| PP |
0.9773 |
0.9773 |
0.9773 |
0.9777 |
| S1 |
0.9756 |
0.9756 |
0.9772 |
0.9765 |
| S2 |
0.9737 |
0.9737 |
0.9768 |
|
| S3 |
0.9701 |
0.9720 |
0.9765 |
|
| S4 |
0.9665 |
0.9684 |
0.9755 |
|
|
| 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% |
0.0036 |
0.4% |
64% |
False |
False |
19,257 |
| 10 |
0.9865 |
0.9734 |
0.0131 |
1.3% |
0.0039 |
0.4% |
31% |
False |
False |
10,926 |
| 20 |
0.9925 |
0.9734 |
0.0191 |
2.0% |
0.0042 |
0.4% |
21% |
False |
False |
5,704 |
| 40 |
0.9925 |
0.9700 |
0.0225 |
2.3% |
0.0042 |
0.4% |
33% |
False |
False |
2,996 |
| 60 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0046 |
0.5% |
55% |
False |
False |
2,032 |
| 80 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0042 |
0.4% |
55% |
False |
False |
1,527 |
| 100 |
0.9931 |
0.9592 |
0.0339 |
3.5% |
0.0038 |
0.4% |
54% |
False |
False |
1,222 |
| 120 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0033 |
0.3% |
63% |
False |
False |
1,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9943 |
|
2.618 |
0.9884 |
|
1.618 |
0.9848 |
|
1.000 |
0.9826 |
|
0.618 |
0.9812 |
|
HIGH |
0.9790 |
|
0.618 |
0.9776 |
|
0.500 |
0.9772 |
|
0.382 |
0.9768 |
|
LOW |
0.9754 |
|
0.618 |
0.9732 |
|
1.000 |
0.9718 |
|
1.618 |
0.9696 |
|
2.618 |
0.9660 |
|
4.250 |
0.9601 |
|
|
| Fisher Pivots for day following 10-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9774 |
0.9774 |
| PP |
0.9773 |
0.9773 |
| S1 |
0.9772 |
0.9773 |
|