CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 20-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2014 |
20-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9818 |
0.9814 |
-0.0004 |
0.0% |
0.9832 |
| High |
0.9829 |
0.9814 |
-0.0015 |
-0.2% |
0.9832 |
| Low |
0.9818 |
0.9802 |
-0.0016 |
-0.2% |
0.9788 |
| Close |
0.9822 |
0.9805 |
-0.0017 |
-0.2% |
0.9805 |
| Range |
0.0011 |
0.0012 |
0.0001 |
9.1% |
0.0044 |
| ATR |
0.0031 |
0.0030 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
18 |
23 |
5 |
27.8% |
83 |
|
| Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9843 |
0.9836 |
0.9812 |
|
| R3 |
0.9831 |
0.9824 |
0.9808 |
|
| R2 |
0.9819 |
0.9819 |
0.9807 |
|
| R1 |
0.9812 |
0.9812 |
0.9806 |
0.9810 |
| PP |
0.9807 |
0.9807 |
0.9807 |
0.9806 |
| S1 |
0.9800 |
0.9800 |
0.9804 |
0.9798 |
| S2 |
0.9795 |
0.9795 |
0.9803 |
|
| S3 |
0.9783 |
0.9788 |
0.9802 |
|
| S4 |
0.9771 |
0.9776 |
0.9798 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9940 |
0.9917 |
0.9829 |
|
| R3 |
0.9896 |
0.9873 |
0.9817 |
|
| R2 |
0.9852 |
0.9852 |
0.9813 |
|
| R1 |
0.9829 |
0.9829 |
0.9809 |
0.9819 |
| PP |
0.9808 |
0.9808 |
0.9808 |
0.9803 |
| S1 |
0.9785 |
0.9785 |
0.9801 |
0.9775 |
| S2 |
0.9764 |
0.9764 |
0.9797 |
|
| S3 |
0.9720 |
0.9741 |
0.9793 |
|
| S4 |
0.9676 |
0.9697 |
0.9781 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9832 |
0.9788 |
0.0044 |
0.4% |
0.0010 |
0.1% |
39% |
False |
False |
16 |
| 10 |
0.9848 |
0.9765 |
0.0083 |
0.8% |
0.0016 |
0.2% |
48% |
False |
False |
25 |
| 20 |
0.9863 |
0.9744 |
0.0119 |
1.2% |
0.0020 |
0.2% |
51% |
False |
False |
22 |
| 40 |
0.9930 |
0.9735 |
0.0195 |
2.0% |
0.0022 |
0.2% |
36% |
False |
False |
15 |
| 60 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0020 |
0.2% |
60% |
False |
False |
11 |
| 80 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0019 |
0.2% |
60% |
False |
False |
9 |
| 100 |
0.9941 |
0.9618 |
0.0323 |
3.3% |
0.0019 |
0.2% |
58% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9865 |
|
2.618 |
0.9845 |
|
1.618 |
0.9833 |
|
1.000 |
0.9826 |
|
0.618 |
0.9821 |
|
HIGH |
0.9814 |
|
0.618 |
0.9809 |
|
0.500 |
0.9808 |
|
0.382 |
0.9807 |
|
LOW |
0.9802 |
|
0.618 |
0.9795 |
|
1.000 |
0.9790 |
|
1.618 |
0.9783 |
|
2.618 |
0.9771 |
|
4.250 |
0.9751 |
|
|
| Fisher Pivots for day following 20-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9808 |
0.9809 |
| PP |
0.9807 |
0.9807 |
| S1 |
0.9806 |
0.9806 |
|