CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 23-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2014 |
23-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9814 |
0.9802 |
-0.0012 |
-0.1% |
0.9806 |
| High |
0.9826 |
0.9827 |
0.0001 |
0.0% |
0.9837 |
| Low |
0.9790 |
0.9796 |
0.0006 |
0.1% |
0.9762 |
| Close |
0.9799 |
0.9818 |
0.0019 |
0.2% |
0.9799 |
| Range |
0.0036 |
0.0031 |
-0.0005 |
-13.9% |
0.0075 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
75,343 |
75,658 |
315 |
0.4% |
432,625 |
|
| Daily Pivots for day following 23-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9907 |
0.9893 |
0.9835 |
|
| R3 |
0.9876 |
0.9862 |
0.9827 |
|
| R2 |
0.9845 |
0.9845 |
0.9824 |
|
| R1 |
0.9831 |
0.9831 |
0.9821 |
0.9838 |
| PP |
0.9814 |
0.9814 |
0.9814 |
0.9817 |
| S1 |
0.9800 |
0.9800 |
0.9815 |
0.9807 |
| S2 |
0.9783 |
0.9783 |
0.9812 |
|
| S3 |
0.9752 |
0.9769 |
0.9809 |
|
| S4 |
0.9721 |
0.9738 |
0.9801 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0024 |
0.9987 |
0.9840 |
|
| R3 |
0.9949 |
0.9912 |
0.9820 |
|
| R2 |
0.9874 |
0.9874 |
0.9813 |
|
| R1 |
0.9837 |
0.9837 |
0.9806 |
0.9818 |
| PP |
0.9799 |
0.9799 |
0.9799 |
0.9790 |
| S1 |
0.9762 |
0.9762 |
0.9792 |
0.9743 |
| S2 |
0.9724 |
0.9724 |
0.9785 |
|
| S3 |
0.9649 |
0.9687 |
0.9778 |
|
| S4 |
0.9574 |
0.9612 |
0.9758 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9834 |
0.9762 |
0.0072 |
0.7% |
0.0041 |
0.4% |
78% |
False |
False |
86,922 |
| 10 |
0.9848 |
0.9754 |
0.0094 |
1.0% |
0.0042 |
0.4% |
68% |
False |
False |
83,012 |
| 20 |
0.9865 |
0.9734 |
0.0131 |
1.3% |
0.0040 |
0.4% |
64% |
False |
False |
44,832 |
| 40 |
0.9925 |
0.9700 |
0.0225 |
2.3% |
0.0043 |
0.4% |
52% |
False |
False |
22,606 |
| 60 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0045 |
0.5% |
68% |
False |
False |
15,125 |
| 80 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0044 |
0.4% |
68% |
False |
False |
11,351 |
| 100 |
0.9931 |
0.9595 |
0.0336 |
3.4% |
0.0040 |
0.4% |
66% |
False |
False |
9,082 |
| 120 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0036 |
0.4% |
73% |
False |
False |
7,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9959 |
|
2.618 |
0.9908 |
|
1.618 |
0.9877 |
|
1.000 |
0.9858 |
|
0.618 |
0.9846 |
|
HIGH |
0.9827 |
|
0.618 |
0.9815 |
|
0.500 |
0.9812 |
|
0.382 |
0.9808 |
|
LOW |
0.9796 |
|
0.618 |
0.9777 |
|
1.000 |
0.9765 |
|
1.618 |
0.9746 |
|
2.618 |
0.9715 |
|
4.250 |
0.9664 |
|
|
| Fisher Pivots for day following 23-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9816 |
0.9816 |
| PP |
0.9814 |
0.9814 |
| S1 |
0.9812 |
0.9812 |
|