CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 18-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2014 |
18-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9828 |
0.9793 |
-0.0035 |
-0.4% |
0.9756 |
| High |
0.9828 |
0.9820 |
-0.0008 |
-0.1% |
0.9848 |
| Low |
0.9785 |
0.9762 |
-0.0023 |
-0.2% |
0.9747 |
| Close |
0.9793 |
0.9798 |
0.0005 |
0.1% |
0.9808 |
| Range |
0.0043 |
0.0058 |
0.0015 |
34.9% |
0.0101 |
| ATR |
0.0043 |
0.0044 |
0.0001 |
2.5% |
0.0000 |
| Volume |
90,947 |
108,073 |
17,126 |
18.8% |
356,317 |
|
| Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9967 |
0.9941 |
0.9830 |
|
| R3 |
0.9909 |
0.9883 |
0.9814 |
|
| R2 |
0.9851 |
0.9851 |
0.9809 |
|
| R1 |
0.9825 |
0.9825 |
0.9803 |
0.9838 |
| PP |
0.9793 |
0.9793 |
0.9793 |
0.9800 |
| S1 |
0.9767 |
0.9767 |
0.9793 |
0.9780 |
| S2 |
0.9735 |
0.9735 |
0.9787 |
|
| S3 |
0.9677 |
0.9709 |
0.9782 |
|
| S4 |
0.9619 |
0.9651 |
0.9766 |
|
|
| 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 |
0.9762 |
0.0086 |
0.9% |
0.0046 |
0.5% |
42% |
False |
True |
95,746 |
| 10 |
0.9848 |
0.9740 |
0.0108 |
1.1% |
0.0043 |
0.4% |
54% |
False |
False |
64,297 |
| 20 |
0.9925 |
0.9734 |
0.0191 |
1.9% |
0.0043 |
0.4% |
34% |
False |
False |
33,110 |
| 40 |
0.9925 |
0.9700 |
0.0225 |
2.3% |
0.0044 |
0.4% |
44% |
False |
False |
16,723 |
| 60 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0046 |
0.5% |
62% |
False |
False |
11,201 |
| 80 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0043 |
0.4% |
62% |
False |
False |
8,407 |
| 100 |
0.9931 |
0.9595 |
0.0336 |
3.4% |
0.0040 |
0.4% |
60% |
False |
False |
6,726 |
| 120 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0035 |
0.4% |
68% |
False |
False |
5,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0067 |
|
2.618 |
0.9972 |
|
1.618 |
0.9914 |
|
1.000 |
0.9878 |
|
0.618 |
0.9856 |
|
HIGH |
0.9820 |
|
0.618 |
0.9798 |
|
0.500 |
0.9791 |
|
0.382 |
0.9784 |
|
LOW |
0.9762 |
|
0.618 |
0.9726 |
|
1.000 |
0.9704 |
|
1.618 |
0.9668 |
|
2.618 |
0.9610 |
|
4.250 |
0.9516 |
|
|
| Fisher Pivots for day following 18-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9796 |
0.9800 |
| PP |
0.9793 |
0.9799 |
| S1 |
0.9791 |
0.9799 |
|