CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 02-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2014 |
02-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9848 |
0.9816 |
-0.0032 |
-0.3% |
0.9821 |
| High |
0.9861 |
0.9820 |
-0.0041 |
-0.4% |
0.9863 |
| Low |
0.9847 |
0.9772 |
-0.0075 |
-0.8% |
0.9808 |
| Close |
0.9847 |
0.9772 |
-0.0075 |
-0.8% |
0.9847 |
| Range |
0.0014 |
0.0048 |
0.0034 |
242.9% |
0.0055 |
| ATR |
0.0033 |
0.0036 |
0.0003 |
9.3% |
0.0000 |
| Volume |
7 |
5 |
-2 |
-28.6% |
67 |
|
| Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9932 |
0.9900 |
0.9798 |
|
| R3 |
0.9884 |
0.9852 |
0.9785 |
|
| R2 |
0.9836 |
0.9836 |
0.9781 |
|
| R1 |
0.9804 |
0.9804 |
0.9776 |
0.9796 |
| PP |
0.9788 |
0.9788 |
0.9788 |
0.9784 |
| S1 |
0.9756 |
0.9756 |
0.9768 |
0.9748 |
| S2 |
0.9740 |
0.9740 |
0.9763 |
|
| S3 |
0.9692 |
0.9708 |
0.9759 |
|
| S4 |
0.9644 |
0.9660 |
0.9746 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0004 |
0.9981 |
0.9877 |
|
| R3 |
0.9949 |
0.9926 |
0.9862 |
|
| R2 |
0.9894 |
0.9894 |
0.9857 |
|
| R1 |
0.9871 |
0.9871 |
0.9852 |
0.9883 |
| PP |
0.9839 |
0.9839 |
0.9839 |
0.9845 |
| S1 |
0.9816 |
0.9816 |
0.9842 |
0.9828 |
| S2 |
0.9784 |
0.9784 |
0.9837 |
|
| S3 |
0.9729 |
0.9761 |
0.9832 |
|
| S4 |
0.9674 |
0.9706 |
0.9817 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9863 |
0.9772 |
0.0091 |
0.9% |
0.0025 |
0.3% |
0% |
False |
True |
14 |
| 10 |
0.9930 |
0.9772 |
0.0158 |
1.6% |
0.0030 |
0.3% |
0% |
False |
True |
13 |
| 20 |
0.9930 |
0.9772 |
0.0158 |
1.6% |
0.0023 |
0.2% |
0% |
False |
True |
10 |
| 40 |
0.9930 |
0.9695 |
0.0235 |
2.4% |
0.0021 |
0.2% |
33% |
False |
False |
7 |
| 60 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0021 |
0.2% |
49% |
False |
False |
6 |
| 80 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0017 |
0.2% |
49% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0024 |
|
2.618 |
0.9946 |
|
1.618 |
0.9898 |
|
1.000 |
0.9868 |
|
0.618 |
0.9850 |
|
HIGH |
0.9820 |
|
0.618 |
0.9802 |
|
0.500 |
0.9796 |
|
0.382 |
0.9790 |
|
LOW |
0.9772 |
|
0.618 |
0.9742 |
|
1.000 |
0.9724 |
|
1.618 |
0.9694 |
|
2.618 |
0.9646 |
|
4.250 |
0.9568 |
|
|
| Fisher Pivots for day following 02-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9796 |
0.9818 |
| PP |
0.9788 |
0.9802 |
| S1 |
0.9780 |
0.9787 |
|