CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 10-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9766 |
0.9780 |
0.0014 |
0.1% |
0.9816 |
| High |
0.9770 |
0.9790 |
0.0020 |
0.2% |
0.9820 |
| Low |
0.9765 |
0.9778 |
0.0013 |
0.1% |
0.9744 |
| Close |
0.9765 |
0.9781 |
0.0016 |
0.2% |
0.9765 |
| Range |
0.0005 |
0.0012 |
0.0007 |
140.0% |
0.0076 |
| ATR |
0.0031 |
0.0031 |
0.0000 |
-1.4% |
0.0000 |
| Volume |
12 |
47 |
35 |
291.7% |
114 |
|
| Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9819 |
0.9812 |
0.9788 |
|
| R3 |
0.9807 |
0.9800 |
0.9784 |
|
| R2 |
0.9795 |
0.9795 |
0.9783 |
|
| R1 |
0.9788 |
0.9788 |
0.9782 |
0.9792 |
| PP |
0.9783 |
0.9783 |
0.9783 |
0.9785 |
| S1 |
0.9776 |
0.9776 |
0.9780 |
0.9780 |
| S2 |
0.9771 |
0.9771 |
0.9779 |
|
| S3 |
0.9759 |
0.9764 |
0.9778 |
|
| S4 |
0.9747 |
0.9752 |
0.9774 |
|
|
| 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% |
0.0017 |
0.2% |
74% |
False |
False |
28 |
| 10 |
0.9863 |
0.9744 |
0.0119 |
1.2% |
0.0020 |
0.2% |
31% |
False |
False |
23 |
| 20 |
0.9930 |
0.9744 |
0.0186 |
1.9% |
0.0025 |
0.3% |
20% |
False |
False |
18 |
| 40 |
0.9930 |
0.9735 |
0.0195 |
2.0% |
0.0020 |
0.2% |
24% |
False |
False |
10 |
| 60 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0019 |
0.2% |
52% |
False |
False |
8 |
| 80 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0018 |
0.2% |
52% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9841 |
|
2.618 |
0.9821 |
|
1.618 |
0.9809 |
|
1.000 |
0.9802 |
|
0.618 |
0.9797 |
|
HIGH |
0.9790 |
|
0.618 |
0.9785 |
|
0.500 |
0.9784 |
|
0.382 |
0.9783 |
|
LOW |
0.9778 |
|
0.618 |
0.9771 |
|
1.000 |
0.9766 |
|
1.618 |
0.9759 |
|
2.618 |
0.9747 |
|
4.250 |
0.9727 |
|
|
| Fisher Pivots for day following 10-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9784 |
0.9781 |
| PP |
0.9783 |
0.9780 |
| S1 |
0.9782 |
0.9780 |
|