CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 24-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2014 |
24-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9802 |
0.9816 |
0.0014 |
0.1% |
0.9806 |
| High |
0.9827 |
0.9827 |
0.0000 |
0.0% |
0.9837 |
| Low |
0.9796 |
0.9792 |
-0.0004 |
0.0% |
0.9762 |
| Close |
0.9818 |
0.9812 |
-0.0006 |
-0.1% |
0.9799 |
| Range |
0.0031 |
0.0035 |
0.0004 |
12.9% |
0.0075 |
| ATR |
0.0042 |
0.0041 |
0.0000 |
-1.2% |
0.0000 |
| Volume |
75,658 |
94,609 |
18,951 |
25.0% |
432,625 |
|
| Daily Pivots for day following 24-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9915 |
0.9899 |
0.9831 |
|
| R3 |
0.9880 |
0.9864 |
0.9822 |
|
| R2 |
0.9845 |
0.9845 |
0.9818 |
|
| R1 |
0.9829 |
0.9829 |
0.9815 |
0.9820 |
| PP |
0.9810 |
0.9810 |
0.9810 |
0.9806 |
| S1 |
0.9794 |
0.9794 |
0.9809 |
0.9785 |
| S2 |
0.9775 |
0.9775 |
0.9806 |
|
| S3 |
0.9740 |
0.9759 |
0.9802 |
|
| S4 |
0.9705 |
0.9724 |
0.9793 |
|
|
| 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% |
0.0039 |
0.4% |
69% |
False |
False |
87,655 |
| 10 |
0.9848 |
0.9762 |
0.0086 |
0.9% |
0.0042 |
0.4% |
58% |
False |
False |
88,058 |
| 20 |
0.9865 |
0.9734 |
0.0131 |
1.3% |
0.0040 |
0.4% |
60% |
False |
False |
49,492 |
| 40 |
0.9925 |
0.9700 |
0.0225 |
2.3% |
0.0042 |
0.4% |
50% |
False |
False |
24,965 |
| 60 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0044 |
0.4% |
66% |
False |
False |
16,700 |
| 80 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0044 |
0.4% |
66% |
False |
False |
12,534 |
| 100 |
0.9931 |
0.9595 |
0.0336 |
3.4% |
0.0040 |
0.4% |
65% |
False |
False |
10,028 |
| 120 |
0.9931 |
0.9555 |
0.0376 |
3.8% |
0.0036 |
0.4% |
68% |
False |
False |
8,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9976 |
|
2.618 |
0.9919 |
|
1.618 |
0.9884 |
|
1.000 |
0.9862 |
|
0.618 |
0.9849 |
|
HIGH |
0.9827 |
|
0.618 |
0.9814 |
|
0.500 |
0.9810 |
|
0.382 |
0.9805 |
|
LOW |
0.9792 |
|
0.618 |
0.9770 |
|
1.000 |
0.9757 |
|
1.618 |
0.9735 |
|
2.618 |
0.9700 |
|
4.250 |
0.9643 |
|
|
| Fisher Pivots for day following 24-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9811 |
0.9811 |
| PP |
0.9810 |
0.9810 |
| S1 |
0.9810 |
0.9809 |
|