CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 12-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9785 |
0.9806 |
0.0021 |
0.2% |
0.9816 |
| High |
0.9823 |
0.9848 |
0.0025 |
0.3% |
0.9820 |
| Low |
0.9778 |
0.9806 |
0.0028 |
0.3% |
0.9744 |
| Close |
0.9813 |
0.9848 |
0.0035 |
0.4% |
0.9765 |
| Range |
0.0045 |
0.0042 |
-0.0003 |
-6.7% |
0.0076 |
| ATR |
0.0032 |
0.0032 |
0.0001 |
2.3% |
0.0000 |
| Volume |
14 |
64 |
50 |
357.1% |
114 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9960 |
0.9946 |
0.9871 |
|
| R3 |
0.9918 |
0.9904 |
0.9860 |
|
| R2 |
0.9876 |
0.9876 |
0.9856 |
|
| R1 |
0.9862 |
0.9862 |
0.9852 |
0.9869 |
| PP |
0.9834 |
0.9834 |
0.9834 |
0.9838 |
| S1 |
0.9820 |
0.9820 |
0.9844 |
0.9827 |
| S2 |
0.9792 |
0.9792 |
0.9840 |
|
| S3 |
0.9750 |
0.9778 |
0.9836 |
|
| S4 |
0.9708 |
0.9736 |
0.9825 |
|
|
| 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 |
0.9848 |
0.9765 |
0.0083 |
0.8% |
0.0027 |
0.3% |
100% |
True |
False |
33 |
| 10 |
0.9861 |
0.9744 |
0.0117 |
1.2% |
0.0026 |
0.3% |
89% |
False |
False |
25 |
| 20 |
0.9930 |
0.9744 |
0.0186 |
1.9% |
0.0028 |
0.3% |
56% |
False |
False |
21 |
| 40 |
0.9930 |
0.9735 |
0.0195 |
2.0% |
0.0022 |
0.2% |
58% |
False |
False |
12 |
| 60 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0020 |
0.2% |
74% |
False |
False |
9 |
| 80 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0019 |
0.2% |
74% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0027 |
|
2.618 |
0.9958 |
|
1.618 |
0.9916 |
|
1.000 |
0.9890 |
|
0.618 |
0.9874 |
|
HIGH |
0.9848 |
|
0.618 |
0.9832 |
|
0.500 |
0.9827 |
|
0.382 |
0.9822 |
|
LOW |
0.9806 |
|
0.618 |
0.9780 |
|
1.000 |
0.9764 |
|
1.618 |
0.9738 |
|
2.618 |
0.9696 |
|
4.250 |
0.9628 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9841 |
0.9836 |
| PP |
0.9834 |
0.9825 |
| S1 |
0.9827 |
0.9813 |
|