CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 11-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9780 |
0.9785 |
0.0005 |
0.1% |
0.9816 |
| High |
0.9790 |
0.9823 |
0.0033 |
0.3% |
0.9820 |
| Low |
0.9778 |
0.9778 |
0.0000 |
0.0% |
0.9744 |
| Close |
0.9781 |
0.9813 |
0.0032 |
0.3% |
0.9765 |
| Range |
0.0012 |
0.0045 |
0.0033 |
275.0% |
0.0076 |
| ATR |
0.0031 |
0.0032 |
0.0001 |
3.3% |
0.0000 |
| Volume |
47 |
14 |
-33 |
-70.2% |
114 |
|
| Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9940 |
0.9921 |
0.9838 |
|
| R3 |
0.9895 |
0.9876 |
0.9825 |
|
| R2 |
0.9850 |
0.9850 |
0.9821 |
|
| R1 |
0.9831 |
0.9831 |
0.9817 |
0.9841 |
| PP |
0.9805 |
0.9805 |
0.9805 |
0.9809 |
| S1 |
0.9786 |
0.9786 |
0.9809 |
0.9796 |
| S2 |
0.9760 |
0.9760 |
0.9805 |
|
| S3 |
0.9715 |
0.9741 |
0.9801 |
|
| S4 |
0.9670 |
0.9696 |
0.9788 |
|
|
| 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 |
0.9823 |
0.9763 |
0.0060 |
0.6% |
0.0021 |
0.2% |
83% |
True |
False |
25 |
| 10 |
0.9863 |
0.9744 |
0.0119 |
1.2% |
0.0023 |
0.2% |
58% |
False |
False |
19 |
| 20 |
0.9930 |
0.9744 |
0.0186 |
1.9% |
0.0027 |
0.3% |
37% |
False |
False |
18 |
| 40 |
0.9930 |
0.9735 |
0.0195 |
2.0% |
0.0021 |
0.2% |
40% |
False |
False |
10 |
| 60 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0020 |
0.2% |
63% |
False |
False |
8 |
| 80 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0019 |
0.2% |
63% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0014 |
|
2.618 |
0.9941 |
|
1.618 |
0.9896 |
|
1.000 |
0.9868 |
|
0.618 |
0.9851 |
|
HIGH |
0.9823 |
|
0.618 |
0.9806 |
|
0.500 |
0.9801 |
|
0.382 |
0.9795 |
|
LOW |
0.9778 |
|
0.618 |
0.9750 |
|
1.000 |
0.9733 |
|
1.618 |
0.9705 |
|
2.618 |
0.9660 |
|
4.250 |
0.9587 |
|
|
| Fisher Pivots for day following 11-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9809 |
0.9807 |
| PP |
0.9805 |
0.9800 |
| S1 |
0.9801 |
0.9794 |
|