CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 02-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2014 |
02-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9855 |
0.9807 |
-0.0048 |
-0.5% |
0.9830 |
| High |
0.9855 |
0.9807 |
-0.0048 |
-0.5% |
0.9860 |
| Low |
0.9855 |
0.9781 |
-0.0074 |
-0.8% |
0.9830 |
| Close |
0.9855 |
0.9781 |
-0.0074 |
-0.8% |
0.9855 |
| Range |
0.0000 |
0.0026 |
0.0026 |
|
0.0030 |
| ATR |
0.0020 |
0.0024 |
0.0004 |
19.2% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
7 |
|
| Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9868 |
0.9850 |
0.9795 |
|
| R3 |
0.9842 |
0.9824 |
0.9788 |
|
| R2 |
0.9816 |
0.9816 |
0.9786 |
|
| R1 |
0.9798 |
0.9798 |
0.9783 |
0.9794 |
| PP |
0.9790 |
0.9790 |
0.9790 |
0.9788 |
| S1 |
0.9772 |
0.9772 |
0.9779 |
0.9768 |
| S2 |
0.9764 |
0.9764 |
0.9776 |
|
| S3 |
0.9738 |
0.9746 |
0.9774 |
|
| S4 |
0.9712 |
0.9720 |
0.9767 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9938 |
0.9927 |
0.9872 |
|
| R3 |
0.9908 |
0.9897 |
0.9863 |
|
| R2 |
0.9878 |
0.9878 |
0.9861 |
|
| R1 |
0.9867 |
0.9867 |
0.9858 |
0.9873 |
| PP |
0.9848 |
0.9848 |
0.9848 |
0.9851 |
| S1 |
0.9837 |
0.9837 |
0.9852 |
0.9843 |
| S2 |
0.9818 |
0.9818 |
0.9850 |
|
| S3 |
0.9788 |
0.9807 |
0.9847 |
|
| S4 |
0.9758 |
0.9777 |
0.9839 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9918 |
|
2.618 |
0.9875 |
|
1.618 |
0.9849 |
|
1.000 |
0.9833 |
|
0.618 |
0.9823 |
|
HIGH |
0.9807 |
|
0.618 |
0.9797 |
|
0.500 |
0.9794 |
|
0.382 |
0.9791 |
|
LOW |
0.9781 |
|
0.618 |
0.9765 |
|
1.000 |
0.9755 |
|
1.618 |
0.9739 |
|
2.618 |
0.9713 |
|
4.250 |
0.9671 |
|
|
| Fisher Pivots for day following 02-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9794 |
0.9821 |
| PP |
0.9790 |
0.9807 |
| S1 |
0.9785 |
0.9794 |
|