CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 05-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9744 |
0.9770 |
0.0026 |
0.3% |
0.9821 |
| High |
0.9768 |
0.9779 |
0.0011 |
0.1% |
0.9863 |
| Low |
0.9744 |
0.9763 |
0.0019 |
0.2% |
0.9808 |
| Close |
0.9749 |
0.9773 |
0.0024 |
0.2% |
0.9847 |
| Range |
0.0024 |
0.0016 |
-0.0008 |
-33.3% |
0.0055 |
| ATR |
0.0034 |
0.0034 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
33 |
22 |
-11 |
-33.3% |
67 |
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9820 |
0.9812 |
0.9782 |
|
| R3 |
0.9804 |
0.9796 |
0.9777 |
|
| R2 |
0.9788 |
0.9788 |
0.9776 |
|
| R1 |
0.9780 |
0.9780 |
0.9774 |
0.9784 |
| PP |
0.9772 |
0.9772 |
0.9772 |
0.9774 |
| S1 |
0.9764 |
0.9764 |
0.9772 |
0.9768 |
| S2 |
0.9756 |
0.9756 |
0.9770 |
|
| S3 |
0.9740 |
0.9748 |
0.9769 |
|
| S4 |
0.9724 |
0.9732 |
0.9764 |
|
|
| 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 |
0.9861 |
0.9744 |
0.0117 |
1.2% |
0.0025 |
0.3% |
25% |
False |
False |
18 |
| 10 |
0.9874 |
0.9744 |
0.0130 |
1.3% |
0.0025 |
0.3% |
22% |
False |
False |
17 |
| 20 |
0.9930 |
0.9744 |
0.0186 |
1.9% |
0.0024 |
0.2% |
16% |
False |
False |
14 |
| 40 |
0.9930 |
0.9735 |
0.0195 |
2.0% |
0.0020 |
0.2% |
19% |
False |
False |
8 |
| 60 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0020 |
0.2% |
50% |
False |
False |
7 |
| 80 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0018 |
0.2% |
50% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9847 |
|
2.618 |
0.9821 |
|
1.618 |
0.9805 |
|
1.000 |
0.9795 |
|
0.618 |
0.9789 |
|
HIGH |
0.9779 |
|
0.618 |
0.9773 |
|
0.500 |
0.9771 |
|
0.382 |
0.9769 |
|
LOW |
0.9763 |
|
0.618 |
0.9753 |
|
1.000 |
0.9747 |
|
1.618 |
0.9737 |
|
2.618 |
0.9721 |
|
4.250 |
0.9695 |
|
|
| Fisher Pivots for day following 05-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9772 |
0.9771 |
| PP |
0.9772 |
0.9769 |
| S1 |
0.9771 |
0.9767 |
|