CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 30-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2013 |
30-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9536 |
0.9495 |
-0.0041 |
-0.4% |
0.9618 |
| High |
0.9560 |
0.9527 |
-0.0033 |
-0.3% |
0.9631 |
| Low |
0.9518 |
0.9495 |
-0.0023 |
-0.2% |
0.9518 |
| Close |
0.9521 |
0.9523 |
0.0002 |
0.0% |
0.9521 |
| Range |
0.0042 |
0.0032 |
-0.0010 |
-23.8% |
0.0113 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
4 |
59 |
55 |
1,375.0% |
131 |
|
| Daily Pivots for day following 30-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9611 |
0.9599 |
0.9541 |
|
| R3 |
0.9579 |
0.9567 |
0.9532 |
|
| R2 |
0.9547 |
0.9547 |
0.9529 |
|
| R1 |
0.9535 |
0.9535 |
0.9526 |
0.9541 |
| PP |
0.9515 |
0.9515 |
0.9515 |
0.9518 |
| S1 |
0.9503 |
0.9503 |
0.9520 |
0.9509 |
| S2 |
0.9483 |
0.9483 |
0.9517 |
|
| S3 |
0.9451 |
0.9471 |
0.9514 |
|
| S4 |
0.9419 |
0.9439 |
0.9505 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9896 |
0.9821 |
0.9583 |
|
| R3 |
0.9783 |
0.9708 |
0.9552 |
|
| R2 |
0.9670 |
0.9670 |
0.9542 |
|
| R1 |
0.9595 |
0.9595 |
0.9531 |
0.9576 |
| PP |
0.9557 |
0.9557 |
0.9557 |
0.9547 |
| S1 |
0.9482 |
0.9482 |
0.9511 |
0.9463 |
| S2 |
0.9444 |
0.9444 |
0.9500 |
|
| S3 |
0.9331 |
0.9369 |
0.9490 |
|
| S4 |
0.9218 |
0.9256 |
0.9459 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9631 |
0.9495 |
0.0136 |
1.4% |
0.0021 |
0.2% |
21% |
False |
True |
38 |
| 10 |
0.9770 |
0.9495 |
0.0275 |
2.9% |
0.0040 |
0.4% |
10% |
False |
True |
87 |
| 20 |
0.9846 |
0.9495 |
0.0351 |
3.7% |
0.0045 |
0.5% |
8% |
False |
True |
54 |
| 40 |
1.0232 |
0.9495 |
0.0737 |
7.7% |
0.0032 |
0.3% |
4% |
False |
True |
29 |
| 60 |
1.0343 |
0.9495 |
0.0848 |
8.9% |
0.0023 |
0.2% |
3% |
False |
True |
20 |
| 80 |
1.0343 |
0.9495 |
0.0848 |
8.9% |
0.0018 |
0.2% |
3% |
False |
True |
17 |
| 100 |
1.0410 |
0.9495 |
0.0915 |
9.6% |
0.0015 |
0.2% |
3% |
False |
True |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9663 |
|
2.618 |
0.9611 |
|
1.618 |
0.9579 |
|
1.000 |
0.9559 |
|
0.618 |
0.9547 |
|
HIGH |
0.9527 |
|
0.618 |
0.9515 |
|
0.500 |
0.9511 |
|
0.382 |
0.9507 |
|
LOW |
0.9495 |
|
0.618 |
0.9475 |
|
1.000 |
0.9463 |
|
1.618 |
0.9443 |
|
2.618 |
0.9411 |
|
4.250 |
0.9359 |
|
|
| Fisher Pivots for day following 30-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9519 |
0.9528 |
| PP |
0.9515 |
0.9526 |
| S1 |
0.9511 |
0.9525 |
|