CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 09-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9785 |
0.9766 |
-0.0019 |
-0.2% |
0.9816 |
| High |
0.9794 |
0.9770 |
-0.0024 |
-0.2% |
0.9820 |
| Low |
0.9765 |
0.9765 |
0.0000 |
0.0% |
0.9744 |
| Close |
0.9765 |
0.9765 |
0.0000 |
0.0% |
0.9765 |
| Range |
0.0029 |
0.0005 |
-0.0024 |
-82.8% |
0.0076 |
| ATR |
0.0033 |
0.0031 |
-0.0002 |
-6.1% |
0.0000 |
| Volume |
30 |
12 |
-18 |
-60.0% |
114 |
|
| Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9782 |
0.9778 |
0.9768 |
|
| R3 |
0.9777 |
0.9773 |
0.9766 |
|
| R2 |
0.9772 |
0.9772 |
0.9766 |
|
| R1 |
0.9768 |
0.9768 |
0.9765 |
0.9768 |
| PP |
0.9767 |
0.9767 |
0.9767 |
0.9766 |
| S1 |
0.9763 |
0.9763 |
0.9765 |
0.9763 |
| S2 |
0.9762 |
0.9762 |
0.9764 |
|
| S3 |
0.9757 |
0.9758 |
0.9764 |
|
| S4 |
0.9752 |
0.9753 |
0.9762 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0004 |
0.9961 |
0.9807 |
|
| R3 |
0.9928 |
0.9885 |
0.9786 |
|
| R2 |
0.9852 |
0.9852 |
0.9779 |
|
| R1 |
0.9809 |
0.9809 |
0.9772 |
0.9793 |
| PP |
0.9776 |
0.9776 |
0.9776 |
0.9768 |
| S1 |
0.9733 |
0.9733 |
0.9758 |
0.9717 |
| S2 |
0.9700 |
0.9700 |
0.9751 |
|
| S3 |
0.9624 |
0.9657 |
0.9744 |
|
| S4 |
0.9548 |
0.9581 |
0.9723 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9794 |
0.9744 |
0.0050 |
0.5% |
0.0019 |
0.2% |
42% |
False |
False |
24 |
| 10 |
0.9863 |
0.9744 |
0.0119 |
1.2% |
0.0022 |
0.2% |
18% |
False |
False |
19 |
| 20 |
0.9930 |
0.9744 |
0.0186 |
1.9% |
0.0025 |
0.3% |
11% |
False |
False |
16 |
| 40 |
0.9930 |
0.9735 |
0.0195 |
2.0% |
0.0020 |
0.2% |
15% |
False |
False |
9 |
| 60 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0019 |
0.2% |
47% |
False |
False |
7 |
| 80 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0018 |
0.2% |
47% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9791 |
|
2.618 |
0.9783 |
|
1.618 |
0.9778 |
|
1.000 |
0.9775 |
|
0.618 |
0.9773 |
|
HIGH |
0.9770 |
|
0.618 |
0.9768 |
|
0.500 |
0.9768 |
|
0.382 |
0.9767 |
|
LOW |
0.9765 |
|
0.618 |
0.9762 |
|
1.000 |
0.9760 |
|
1.618 |
0.9757 |
|
2.618 |
0.9752 |
|
4.250 |
0.9744 |
|
|
| Fisher Pivots for day following 09-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9768 |
0.9779 |
| PP |
0.9767 |
0.9774 |
| S1 |
0.9766 |
0.9770 |
|