CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 19-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9793 |
0.9817 |
0.0024 |
0.2% |
0.9756 |
| High |
0.9820 |
0.9834 |
0.0014 |
0.1% |
0.9848 |
| Low |
0.9762 |
0.9798 |
0.0036 |
0.4% |
0.9747 |
| Close |
0.9798 |
0.9816 |
0.0018 |
0.2% |
0.9808 |
| Range |
0.0058 |
0.0036 |
-0.0022 |
-37.9% |
0.0101 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
108,073 |
84,593 |
-23,480 |
-21.7% |
356,317 |
|
| Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9924 |
0.9906 |
0.9836 |
|
| R3 |
0.9888 |
0.9870 |
0.9826 |
|
| R2 |
0.9852 |
0.9852 |
0.9823 |
|
| R1 |
0.9834 |
0.9834 |
0.9819 |
0.9825 |
| PP |
0.9816 |
0.9816 |
0.9816 |
0.9812 |
| S1 |
0.9798 |
0.9798 |
0.9813 |
0.9789 |
| S2 |
0.9780 |
0.9780 |
0.9809 |
|
| S3 |
0.9744 |
0.9762 |
0.9806 |
|
| S4 |
0.9708 |
0.9726 |
0.9796 |
|
|
| 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 |
0.9842 |
0.9762 |
0.0080 |
0.8% |
0.0043 |
0.4% |
68% |
False |
False |
95,939 |
| 10 |
0.9848 |
0.9747 |
0.0101 |
1.0% |
0.0043 |
0.4% |
68% |
False |
False |
72,151 |
| 20 |
0.9871 |
0.9734 |
0.0137 |
1.4% |
0.0041 |
0.4% |
60% |
False |
False |
37,328 |
| 40 |
0.9925 |
0.9700 |
0.0225 |
2.3% |
0.0044 |
0.4% |
52% |
False |
False |
18,838 |
| 60 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0046 |
0.5% |
67% |
False |
False |
12,610 |
| 80 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0043 |
0.4% |
67% |
False |
False |
9,464 |
| 100 |
0.9931 |
0.9595 |
0.0336 |
3.4% |
0.0041 |
0.4% |
66% |
False |
False |
7,572 |
| 120 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0035 |
0.4% |
72% |
False |
False |
6,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9987 |
|
2.618 |
0.9928 |
|
1.618 |
0.9892 |
|
1.000 |
0.9870 |
|
0.618 |
0.9856 |
|
HIGH |
0.9834 |
|
0.618 |
0.9820 |
|
0.500 |
0.9816 |
|
0.382 |
0.9812 |
|
LOW |
0.9798 |
|
0.618 |
0.9776 |
|
1.000 |
0.9762 |
|
1.618 |
0.9740 |
|
2.618 |
0.9704 |
|
4.250 |
0.9645 |
|
|
| Fisher Pivots for day following 19-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9816 |
0.9810 |
| PP |
0.9816 |
0.9804 |
| S1 |
0.9816 |
0.9798 |
|