CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 01-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2014 |
01-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9870 |
0.9880 |
0.0010 |
0.1% |
0.9807 |
| High |
0.9887 |
0.9880 |
-0.0007 |
-0.1% |
0.9891 |
| Low |
0.9870 |
0.9860 |
-0.0010 |
-0.1% |
0.9801 |
| Close |
0.9887 |
0.9863 |
-0.0024 |
-0.2% |
0.9875 |
| Range |
0.0017 |
0.0020 |
0.0003 |
17.6% |
0.0090 |
| ATR |
0.0032 |
0.0032 |
0.0000 |
-1.2% |
0.0000 |
| Volume |
214 |
238 |
24 |
11.2% |
992 |
|
| Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9928 |
0.9915 |
0.9874 |
|
| R3 |
0.9908 |
0.9895 |
0.9869 |
|
| R2 |
0.9888 |
0.9888 |
0.9867 |
|
| R1 |
0.9875 |
0.9875 |
0.9865 |
0.9872 |
| PP |
0.9868 |
0.9868 |
0.9868 |
0.9866 |
| S1 |
0.9855 |
0.9855 |
0.9861 |
0.9852 |
| S2 |
0.9848 |
0.9848 |
0.9859 |
|
| S3 |
0.9828 |
0.9835 |
0.9858 |
|
| S4 |
0.9808 |
0.9815 |
0.9852 |
|
|
| 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 |
0.9823 |
0.0068 |
0.7% |
0.0036 |
0.4% |
59% |
False |
False |
284 |
| 10 |
0.9891 |
0.9788 |
0.0103 |
1.0% |
0.0028 |
0.3% |
73% |
False |
False |
150 |
| 20 |
0.9891 |
0.9744 |
0.0147 |
1.5% |
0.0023 |
0.2% |
81% |
False |
False |
89 |
| 40 |
0.9930 |
0.9744 |
0.0186 |
1.9% |
0.0023 |
0.2% |
64% |
False |
False |
50 |
| 60 |
0.9930 |
0.9695 |
0.0235 |
2.4% |
0.0022 |
0.2% |
71% |
False |
False |
34 |
| 80 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0021 |
0.2% |
79% |
False |
False |
27 |
| 100 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0018 |
0.2% |
79% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9965 |
|
2.618 |
0.9932 |
|
1.618 |
0.9912 |
|
1.000 |
0.9900 |
|
0.618 |
0.9892 |
|
HIGH |
0.9880 |
|
0.618 |
0.9872 |
|
0.500 |
0.9870 |
|
0.382 |
0.9868 |
|
LOW |
0.9860 |
|
0.618 |
0.9848 |
|
1.000 |
0.9840 |
|
1.618 |
0.9828 |
|
2.618 |
0.9808 |
|
4.250 |
0.9775 |
|
|
| Fisher Pivots for day following 01-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9870 |
0.9863 |
| PP |
0.9868 |
0.9863 |
| S1 |
0.9865 |
0.9863 |
|