CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 13-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9806 |
0.9815 |
0.0009 |
0.1% |
0.9766 |
| High |
0.9848 |
0.9820 |
-0.0028 |
-0.3% |
0.9848 |
| Low |
0.9806 |
0.9812 |
0.0006 |
0.1% |
0.9765 |
| Close |
0.9848 |
0.9814 |
-0.0034 |
-0.3% |
0.9814 |
| Range |
0.0042 |
0.0008 |
-0.0034 |
-81.0% |
0.0083 |
| ATR |
0.0032 |
0.0033 |
0.0000 |
0.8% |
0.0000 |
| Volume |
64 |
36 |
-28 |
-43.8% |
173 |
|
| Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9839 |
0.9835 |
0.9818 |
|
| R3 |
0.9831 |
0.9827 |
0.9816 |
|
| R2 |
0.9823 |
0.9823 |
0.9815 |
|
| R1 |
0.9819 |
0.9819 |
0.9815 |
0.9817 |
| PP |
0.9815 |
0.9815 |
0.9815 |
0.9815 |
| S1 |
0.9811 |
0.9811 |
0.9813 |
0.9809 |
| S2 |
0.9807 |
0.9807 |
0.9813 |
|
| S3 |
0.9799 |
0.9803 |
0.9812 |
|
| S4 |
0.9791 |
0.9795 |
0.9810 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0058 |
1.0019 |
0.9860 |
|
| R3 |
0.9975 |
0.9936 |
0.9837 |
|
| R2 |
0.9892 |
0.9892 |
0.9829 |
|
| R1 |
0.9853 |
0.9853 |
0.9822 |
0.9873 |
| PP |
0.9809 |
0.9809 |
0.9809 |
0.9819 |
| S1 |
0.9770 |
0.9770 |
0.9806 |
0.9790 |
| S2 |
0.9726 |
0.9726 |
0.9799 |
|
| S3 |
0.9643 |
0.9687 |
0.9791 |
|
| S4 |
0.9560 |
0.9604 |
0.9768 |
|
|
| 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% |
0.0022 |
0.2% |
59% |
False |
False |
34 |
| 10 |
0.9848 |
0.9744 |
0.0104 |
1.1% |
0.0025 |
0.3% |
67% |
False |
False |
28 |
| 20 |
0.9930 |
0.9744 |
0.0186 |
1.9% |
0.0025 |
0.3% |
38% |
False |
False |
22 |
| 40 |
0.9930 |
0.9735 |
0.0195 |
2.0% |
0.0022 |
0.2% |
41% |
False |
False |
13 |
| 60 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0019 |
0.2% |
63% |
False |
False |
10 |
| 80 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0019 |
0.2% |
63% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9854 |
|
2.618 |
0.9841 |
|
1.618 |
0.9833 |
|
1.000 |
0.9828 |
|
0.618 |
0.9825 |
|
HIGH |
0.9820 |
|
0.618 |
0.9817 |
|
0.500 |
0.9816 |
|
0.382 |
0.9815 |
|
LOW |
0.9812 |
|
0.618 |
0.9807 |
|
1.000 |
0.9804 |
|
1.618 |
0.9799 |
|
2.618 |
0.9791 |
|
4.250 |
0.9778 |
|
|
| Fisher Pivots for day following 13-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9816 |
0.9814 |
| PP |
0.9815 |
0.9813 |
| S1 |
0.9815 |
0.9813 |
|