CME Japanese Yen Future June 2014
| 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 |
0.9829 |
0.9823 |
-0.0006 |
-0.1% |
0.9807 |
| High |
0.9854 |
0.9834 |
-0.0020 |
-0.2% |
0.9860 |
| Low |
0.9819 |
0.9757 |
-0.0062 |
-0.6% |
0.9787 |
| Close |
0.9834 |
0.9760 |
-0.0074 |
-0.8% |
0.9834 |
| Range |
0.0035 |
0.0077 |
0.0042 |
120.0% |
0.0073 |
| ATR |
0.0049 |
0.0051 |
0.0002 |
4.1% |
0.0000 |
| Volume |
97,092 |
148,617 |
51,525 |
53.1% |
412,923 |
|
| Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0015 |
0.9964 |
0.9802 |
|
| R3 |
0.9938 |
0.9887 |
0.9781 |
|
| R2 |
0.9861 |
0.9861 |
0.9774 |
|
| R1 |
0.9810 |
0.9810 |
0.9767 |
0.9797 |
| PP |
0.9784 |
0.9784 |
0.9784 |
0.9777 |
| S1 |
0.9733 |
0.9733 |
0.9753 |
0.9720 |
| S2 |
0.9707 |
0.9707 |
0.9746 |
|
| S3 |
0.9630 |
0.9656 |
0.9739 |
|
| S4 |
0.9553 |
0.9579 |
0.9718 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0046 |
1.0013 |
0.9874 |
|
| R3 |
0.9973 |
0.9940 |
0.9854 |
|
| R2 |
0.9900 |
0.9900 |
0.9847 |
|
| R1 |
0.9867 |
0.9867 |
0.9841 |
0.9884 |
| PP |
0.9827 |
0.9827 |
0.9827 |
0.9835 |
| S1 |
0.9794 |
0.9794 |
0.9827 |
0.9811 |
| S2 |
0.9754 |
0.9754 |
0.9821 |
|
| S3 |
0.9681 |
0.9721 |
0.9814 |
|
| S4 |
0.9608 |
0.9648 |
0.9794 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9860 |
0.9757 |
0.0103 |
1.1% |
0.0047 |
0.5% |
3% |
False |
True |
112,308 |
| 10 |
0.9920 |
0.9757 |
0.0163 |
1.7% |
0.0049 |
0.5% |
2% |
False |
True |
110,203 |
| 20 |
0.9920 |
0.9757 |
0.0163 |
1.7% |
0.0048 |
0.5% |
2% |
False |
True |
109,181 |
| 40 |
0.9920 |
0.9600 |
0.0320 |
3.3% |
0.0054 |
0.6% |
50% |
False |
False |
111,191 |
| 60 |
0.9920 |
0.9598 |
0.0322 |
3.3% |
0.0057 |
0.6% |
50% |
False |
False |
109,201 |
| 80 |
0.9920 |
0.9598 |
0.0322 |
3.3% |
0.0061 |
0.6% |
50% |
False |
False |
82,360 |
| 100 |
0.9930 |
0.9512 |
0.0418 |
4.3% |
0.0065 |
0.7% |
59% |
False |
False |
65,929 |
| 120 |
0.9930 |
0.9495 |
0.0435 |
4.5% |
0.0062 |
0.6% |
61% |
False |
False |
54,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0161 |
|
2.618 |
1.0036 |
|
1.618 |
0.9959 |
|
1.000 |
0.9911 |
|
0.618 |
0.9882 |
|
HIGH |
0.9834 |
|
0.618 |
0.9805 |
|
0.500 |
0.9796 |
|
0.382 |
0.9786 |
|
LOW |
0.9757 |
|
0.618 |
0.9709 |
|
1.000 |
0.9680 |
|
1.618 |
0.9632 |
|
2.618 |
0.9555 |
|
4.250 |
0.9430 |
|
|
| Fisher Pivots for day following 02-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9796 |
0.9809 |
| PP |
0.9784 |
0.9792 |
| S1 |
0.9772 |
0.9776 |
|