CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 30-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2014 |
30-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9845 |
0.9870 |
0.0025 |
0.3% |
0.9807 |
| High |
0.9879 |
0.9887 |
0.0008 |
0.1% |
0.9891 |
| Low |
0.9838 |
0.9870 |
0.0032 |
0.3% |
0.9801 |
| Close |
0.9875 |
0.9887 |
0.0012 |
0.1% |
0.9875 |
| Range |
0.0041 |
0.0017 |
-0.0024 |
-58.5% |
0.0090 |
| ATR |
0.0033 |
0.0032 |
-0.0001 |
-3.5% |
0.0000 |
| Volume |
200 |
214 |
14 |
7.0% |
992 |
|
| Daily Pivots for day following 30-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9932 |
0.9927 |
0.9896 |
|
| R3 |
0.9915 |
0.9910 |
0.9892 |
|
| R2 |
0.9898 |
0.9898 |
0.9890 |
|
| R1 |
0.9893 |
0.9893 |
0.9889 |
0.9896 |
| PP |
0.9881 |
0.9881 |
0.9881 |
0.9883 |
| S1 |
0.9876 |
0.9876 |
0.9885 |
0.9879 |
| S2 |
0.9864 |
0.9864 |
0.9884 |
|
| S3 |
0.9847 |
0.9859 |
0.9882 |
|
| S4 |
0.9830 |
0.9842 |
0.9878 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0126 |
1.0090 |
0.9925 |
|
| R3 |
1.0036 |
1.0000 |
0.9900 |
|
| R2 |
0.9946 |
0.9946 |
0.9892 |
|
| R1 |
0.9910 |
0.9910 |
0.9883 |
0.9928 |
| PP |
0.9856 |
0.9856 |
0.9856 |
0.9865 |
| S1 |
0.9820 |
0.9820 |
0.9867 |
0.9838 |
| S2 |
0.9766 |
0.9766 |
0.9859 |
|
| S3 |
0.9676 |
0.9730 |
0.9850 |
|
| S4 |
0.9586 |
0.9640 |
0.9826 |
|
|
| 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% |
0.0038 |
0.4% |
96% |
False |
False |
240 |
| 10 |
0.9891 |
0.9788 |
0.0103 |
1.0% |
0.0026 |
0.3% |
96% |
False |
False |
127 |
| 20 |
0.9891 |
0.9744 |
0.0147 |
1.5% |
0.0023 |
0.2% |
97% |
False |
False |
78 |
| 40 |
0.9930 |
0.9744 |
0.0186 |
1.9% |
0.0023 |
0.2% |
77% |
False |
False |
44 |
| 60 |
0.9930 |
0.9695 |
0.0235 |
2.4% |
0.0022 |
0.2% |
82% |
False |
False |
31 |
| 80 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0021 |
0.2% |
86% |
False |
False |
24 |
| 100 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0018 |
0.2% |
86% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9959 |
|
2.618 |
0.9932 |
|
1.618 |
0.9915 |
|
1.000 |
0.9904 |
|
0.618 |
0.9898 |
|
HIGH |
0.9887 |
|
0.618 |
0.9881 |
|
0.500 |
0.9879 |
|
0.382 |
0.9876 |
|
LOW |
0.9870 |
|
0.618 |
0.9859 |
|
1.000 |
0.9853 |
|
1.618 |
0.9842 |
|
2.618 |
0.9825 |
|
4.250 |
0.9798 |
|
|
| Fisher Pivots for day following 30-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9884 |
0.9877 |
| PP |
0.9881 |
0.9868 |
| S1 |
0.9879 |
0.9858 |
|