CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 03-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0211 |
1.0050 |
-0.0161 |
-1.6% |
1.0164 |
| High |
1.0211 |
1.0075 |
-0.0136 |
-1.3% |
1.0326 |
| Low |
1.0211 |
1.0050 |
-0.0161 |
-1.6% |
1.0164 |
| Close |
1.0211 |
1.0075 |
-0.0136 |
-1.3% |
1.0211 |
| Range |
0.0000 |
0.0025 |
0.0025 |
|
0.0162 |
| ATR |
0.0053 |
0.0061 |
0.0008 |
14.4% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
45 |
|
| Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0142 |
1.0133 |
1.0089 |
|
| R3 |
1.0117 |
1.0108 |
1.0082 |
|
| R2 |
1.0092 |
1.0092 |
1.0080 |
|
| R1 |
1.0083 |
1.0083 |
1.0077 |
1.0088 |
| PP |
1.0067 |
1.0067 |
1.0067 |
1.0069 |
| S1 |
1.0058 |
1.0058 |
1.0073 |
1.0063 |
| S2 |
1.0042 |
1.0042 |
1.0070 |
|
| S3 |
1.0017 |
1.0033 |
1.0068 |
|
| S4 |
0.9992 |
1.0008 |
1.0061 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0720 |
1.0627 |
1.0300 |
|
| R3 |
1.0558 |
1.0465 |
1.0256 |
|
| R2 |
1.0396 |
1.0396 |
1.0241 |
|
| R1 |
1.0303 |
1.0303 |
1.0226 |
1.0350 |
| PP |
1.0234 |
1.0234 |
1.0234 |
1.0257 |
| S1 |
1.0141 |
1.0141 |
1.0196 |
1.0188 |
| S2 |
1.0072 |
1.0072 |
1.0181 |
|
| S3 |
0.9910 |
0.9979 |
1.0166 |
|
| S4 |
0.9748 |
0.9817 |
1.0122 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0181 |
|
2.618 |
1.0140 |
|
1.618 |
1.0115 |
|
1.000 |
1.0100 |
|
0.618 |
1.0090 |
|
HIGH |
1.0075 |
|
0.618 |
1.0065 |
|
0.500 |
1.0063 |
|
0.382 |
1.0060 |
|
LOW |
1.0050 |
|
0.618 |
1.0035 |
|
1.000 |
1.0025 |
|
1.618 |
1.0010 |
|
2.618 |
0.9985 |
|
4.250 |
0.9944 |
|
|
| Fisher Pivots for day following 03-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0071 |
1.0131 |
| PP |
1.0067 |
1.0112 |
| S1 |
1.0063 |
1.0094 |
|