CME Japanese Yen Future December 2014
Trading Metrics calculated at close of trading on 17-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
0.9832 |
0.9800 |
-0.0032 |
-0.3% |
0.9766 |
High |
0.9832 |
0.9801 |
-0.0031 |
-0.3% |
0.9848 |
Low |
0.9832 |
0.9799 |
-0.0033 |
-0.3% |
0.9765 |
Close |
0.9832 |
0.9799 |
-0.0033 |
-0.3% |
0.9814 |
Range |
0.0000 |
0.0002 |
0.0002 |
|
0.0083 |
ATR |
0.0032 |
0.0032 |
0.0000 |
0.3% |
0.0000 |
Volume |
12 |
12 |
0 |
0.0% |
173 |
|
Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9806 |
0.9804 |
0.9800 |
|
R3 |
0.9804 |
0.9802 |
0.9800 |
|
R2 |
0.9802 |
0.9802 |
0.9799 |
|
R1 |
0.9800 |
0.9800 |
0.9799 |
0.9800 |
PP |
0.9800 |
0.9800 |
0.9800 |
0.9800 |
S1 |
0.9798 |
0.9798 |
0.9799 |
0.9798 |
S2 |
0.9798 |
0.9798 |
0.9799 |
|
S3 |
0.9796 |
0.9796 |
0.9798 |
|
S4 |
0.9794 |
0.9794 |
0.9798 |
|
|
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 |
0.9778 |
0.0070 |
0.7% |
0.0019 |
0.2% |
30% |
False |
False |
27 |
10 |
0.9848 |
0.9744 |
0.0104 |
1.1% |
0.0018 |
0.2% |
53% |
False |
False |
28 |
20 |
0.9930 |
0.9744 |
0.0186 |
1.9% |
0.0024 |
0.2% |
30% |
False |
False |
20 |
40 |
0.9930 |
0.9735 |
0.0195 |
2.0% |
0.0021 |
0.2% |
33% |
False |
False |
13 |
60 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0019 |
0.2% |
58% |
False |
False |
10 |
80 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0019 |
0.2% |
58% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9810 |
2.618 |
0.9806 |
1.618 |
0.9804 |
1.000 |
0.9803 |
0.618 |
0.9802 |
HIGH |
0.9801 |
0.618 |
0.9800 |
0.500 |
0.9800 |
0.382 |
0.9800 |
LOW |
0.9799 |
0.618 |
0.9798 |
1.000 |
0.9797 |
1.618 |
0.9796 |
2.618 |
0.9794 |
4.250 |
0.9791 |
|
|
Fisher Pivots for day following 17-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9800 |
0.9816 |
PP |
0.9800 |
0.9810 |
S1 |
0.9799 |
0.9805 |
|