CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 13-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9809 |
0.9837 |
0.0028 |
0.3% |
0.9756 |
| High |
0.9848 |
0.9842 |
-0.0006 |
-0.1% |
0.9848 |
| Low |
0.9795 |
0.9796 |
0.0001 |
0.0% |
0.9747 |
| Close |
0.9842 |
0.9808 |
-0.0034 |
-0.3% |
0.9808 |
| Range |
0.0053 |
0.0046 |
-0.0007 |
-13.2% |
0.0101 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
0.4% |
0.0000 |
| Volume |
83,627 |
122,414 |
38,787 |
46.4% |
356,317 |
|
| Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9953 |
0.9927 |
0.9833 |
|
| R3 |
0.9907 |
0.9881 |
0.9821 |
|
| R2 |
0.9861 |
0.9861 |
0.9816 |
|
| R1 |
0.9835 |
0.9835 |
0.9812 |
0.9825 |
| PP |
0.9815 |
0.9815 |
0.9815 |
0.9811 |
| S1 |
0.9789 |
0.9789 |
0.9804 |
0.9779 |
| S2 |
0.9769 |
0.9769 |
0.9800 |
|
| S3 |
0.9723 |
0.9743 |
0.9795 |
|
| S4 |
0.9677 |
0.9697 |
0.9783 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0104 |
1.0057 |
0.9864 |
|
| R3 |
1.0003 |
0.9956 |
0.9836 |
|
| R2 |
0.9902 |
0.9902 |
0.9827 |
|
| R1 |
0.9855 |
0.9855 |
0.9817 |
0.9879 |
| PP |
0.9801 |
0.9801 |
0.9801 |
0.9813 |
| S1 |
0.9754 |
0.9754 |
0.9799 |
0.9778 |
| S2 |
0.9700 |
0.9700 |
0.9789 |
|
| S3 |
0.9599 |
0.9653 |
0.9780 |
|
| S4 |
0.9498 |
0.9552 |
0.9752 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9848 |
0.9747 |
0.0101 |
1.0% |
0.0043 |
0.4% |
60% |
False |
False |
71,263 |
| 10 |
0.9848 |
0.9734 |
0.0114 |
1.2% |
0.0043 |
0.4% |
65% |
False |
False |
38,242 |
| 20 |
0.9925 |
0.9734 |
0.0191 |
1.9% |
0.0042 |
0.4% |
39% |
False |
False |
19,560 |
| 40 |
0.9925 |
0.9700 |
0.0225 |
2.3% |
0.0043 |
0.4% |
48% |
False |
False |
9,921 |
| 60 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0045 |
0.5% |
65% |
False |
False |
6,660 |
| 80 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0043 |
0.4% |
65% |
False |
False |
4,998 |
| 100 |
0.9931 |
0.9592 |
0.0339 |
3.5% |
0.0039 |
0.4% |
64% |
False |
False |
3,999 |
| 120 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0034 |
0.3% |
70% |
False |
False |
3,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0038 |
|
2.618 |
0.9962 |
|
1.618 |
0.9916 |
|
1.000 |
0.9888 |
|
0.618 |
0.9870 |
|
HIGH |
0.9842 |
|
0.618 |
0.9824 |
|
0.500 |
0.9819 |
|
0.382 |
0.9814 |
|
LOW |
0.9796 |
|
0.618 |
0.9768 |
|
1.000 |
0.9750 |
|
1.618 |
0.9722 |
|
2.618 |
0.9676 |
|
4.250 |
0.9601 |
|
|
| Fisher Pivots for day following 13-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9819 |
0.9810 |
| PP |
0.9815 |
0.9809 |
| S1 |
0.9812 |
0.9809 |
|