CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 25-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2014 |
25-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9833 |
0.9827 |
-0.0006 |
-0.1% |
0.9832 |
| High |
0.9833 |
0.9891 |
0.0058 |
0.6% |
0.9832 |
| Low |
0.9801 |
0.9823 |
0.0022 |
0.2% |
0.9788 |
| Close |
0.9818 |
0.9828 |
0.0010 |
0.1% |
0.9805 |
| Range |
0.0032 |
0.0068 |
0.0036 |
112.5% |
0.0044 |
| ATR |
0.0030 |
0.0033 |
0.0003 |
10.5% |
0.0000 |
| Volume |
18 |
67 |
49 |
272.2% |
83 |
|
| Daily Pivots for day following 25-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0051 |
1.0008 |
0.9865 |
|
| R3 |
0.9983 |
0.9940 |
0.9847 |
|
| R2 |
0.9915 |
0.9915 |
0.9840 |
|
| R1 |
0.9872 |
0.9872 |
0.9834 |
0.9894 |
| PP |
0.9847 |
0.9847 |
0.9847 |
0.9858 |
| S1 |
0.9804 |
0.9804 |
0.9822 |
0.9826 |
| S2 |
0.9779 |
0.9779 |
0.9816 |
|
| S3 |
0.9711 |
0.9736 |
0.9809 |
|
| S4 |
0.9643 |
0.9668 |
0.9791 |
|
|
| 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 |
0.9891 |
0.9801 |
0.0090 |
0.9% |
0.0029 |
0.3% |
30% |
True |
False |
25 |
| 10 |
0.9891 |
0.9788 |
0.0103 |
1.0% |
0.0022 |
0.2% |
39% |
True |
False |
27 |
| 20 |
0.9891 |
0.9744 |
0.0147 |
1.5% |
0.0023 |
0.2% |
57% |
True |
False |
23 |
| 40 |
0.9930 |
0.9735 |
0.0195 |
2.0% |
0.0023 |
0.2% |
48% |
False |
False |
17 |
| 60 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0022 |
0.2% |
67% |
False |
False |
12 |
| 80 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0021 |
0.2% |
67% |
False |
False |
10 |
| 100 |
0.9941 |
0.9618 |
0.0323 |
3.3% |
0.0019 |
0.2% |
65% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0180 |
|
2.618 |
1.0069 |
|
1.618 |
1.0001 |
|
1.000 |
0.9959 |
|
0.618 |
0.9933 |
|
HIGH |
0.9891 |
|
0.618 |
0.9865 |
|
0.500 |
0.9857 |
|
0.382 |
0.9849 |
|
LOW |
0.9823 |
|
0.618 |
0.9781 |
|
1.000 |
0.9755 |
|
1.618 |
0.9713 |
|
2.618 |
0.9645 |
|
4.250 |
0.9534 |
|
|
| Fisher Pivots for day following 25-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9857 |
0.9846 |
| PP |
0.9847 |
0.9840 |
| S1 |
0.9838 |
0.9834 |
|