CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 16-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9837 |
0.9806 |
-0.0031 |
-0.3% |
0.9756 |
| High |
0.9842 |
0.9837 |
-0.0005 |
-0.1% |
0.9848 |
| Low |
0.9796 |
0.9806 |
0.0010 |
0.1% |
0.9747 |
| Close |
0.9808 |
0.9825 |
0.0017 |
0.2% |
0.9808 |
| Range |
0.0046 |
0.0031 |
-0.0015 |
-32.6% |
0.0101 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
122,414 |
73,669 |
-48,745 |
-39.8% |
356,317 |
|
| Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9916 |
0.9901 |
0.9842 |
|
| R3 |
0.9885 |
0.9870 |
0.9834 |
|
| R2 |
0.9854 |
0.9854 |
0.9831 |
|
| R1 |
0.9839 |
0.9839 |
0.9828 |
0.9847 |
| PP |
0.9823 |
0.9823 |
0.9823 |
0.9826 |
| S1 |
0.9808 |
0.9808 |
0.9822 |
0.9816 |
| S2 |
0.9792 |
0.9792 |
0.9819 |
|
| S3 |
0.9761 |
0.9777 |
0.9816 |
|
| S4 |
0.9730 |
0.9746 |
0.9808 |
|
|
| 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 |
0.9754 |
0.0094 |
1.0% |
0.0044 |
0.4% |
76% |
False |
False |
79,101 |
| 10 |
0.9848 |
0.9734 |
0.0114 |
1.2% |
0.0039 |
0.4% |
80% |
False |
False |
45,288 |
| 20 |
0.9925 |
0.9734 |
0.0191 |
1.9% |
0.0042 |
0.4% |
48% |
False |
False |
23,226 |
| 40 |
0.9925 |
0.9700 |
0.0225 |
2.3% |
0.0042 |
0.4% |
56% |
False |
False |
11,751 |
| 60 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0045 |
0.5% |
70% |
False |
False |
7,887 |
| 80 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0043 |
0.4% |
70% |
False |
False |
5,919 |
| 100 |
0.9931 |
0.9595 |
0.0336 |
3.4% |
0.0040 |
0.4% |
68% |
False |
False |
4,736 |
| 120 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0034 |
0.3% |
75% |
False |
False |
3,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9969 |
|
2.618 |
0.9918 |
|
1.618 |
0.9887 |
|
1.000 |
0.9868 |
|
0.618 |
0.9856 |
|
HIGH |
0.9837 |
|
0.618 |
0.9825 |
|
0.500 |
0.9822 |
|
0.382 |
0.9818 |
|
LOW |
0.9806 |
|
0.618 |
0.9787 |
|
1.000 |
0.9775 |
|
1.618 |
0.9756 |
|
2.618 |
0.9725 |
|
4.250 |
0.9674 |
|
|
| Fisher Pivots for day following 16-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9824 |
0.9824 |
| PP |
0.9823 |
0.9823 |
| S1 |
0.9822 |
0.9822 |
|