CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 04-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2014 |
04-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9767 |
0.9753 |
-0.0014 |
-0.1% |
0.9807 |
| High |
0.9779 |
0.9762 |
-0.0017 |
-0.2% |
0.9860 |
| Low |
0.9751 |
0.9728 |
-0.0023 |
-0.2% |
0.9787 |
| Close |
0.9756 |
0.9737 |
-0.0019 |
-0.2% |
0.9834 |
| Range |
0.0028 |
0.0034 |
0.0006 |
21.4% |
0.0073 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
93,424 |
102,943 |
9,519 |
10.2% |
412,923 |
|
| Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9844 |
0.9825 |
0.9756 |
|
| R3 |
0.9810 |
0.9791 |
0.9746 |
|
| R2 |
0.9776 |
0.9776 |
0.9743 |
|
| R1 |
0.9757 |
0.9757 |
0.9740 |
0.9750 |
| PP |
0.9742 |
0.9742 |
0.9742 |
0.9739 |
| S1 |
0.9723 |
0.9723 |
0.9734 |
0.9716 |
| S2 |
0.9708 |
0.9708 |
0.9731 |
|
| S3 |
0.9674 |
0.9689 |
0.9728 |
|
| S4 |
0.9640 |
0.9655 |
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 |
0.9728 |
0.0132 |
1.4% |
0.0043 |
0.4% |
7% |
False |
True |
110,580 |
| 10 |
0.9920 |
0.9728 |
0.0192 |
2.0% |
0.0046 |
0.5% |
5% |
False |
True |
109,045 |
| 20 |
0.9920 |
0.9728 |
0.0192 |
2.0% |
0.0046 |
0.5% |
5% |
False |
True |
110,107 |
| 40 |
0.9920 |
0.9687 |
0.0233 |
2.4% |
0.0052 |
0.5% |
21% |
False |
False |
110,058 |
| 60 |
0.9920 |
0.9598 |
0.0322 |
3.3% |
0.0056 |
0.6% |
43% |
False |
False |
111,954 |
| 80 |
0.9920 |
0.9598 |
0.0322 |
3.3% |
0.0059 |
0.6% |
43% |
False |
False |
84,808 |
| 100 |
0.9930 |
0.9512 |
0.0418 |
4.3% |
0.0065 |
0.7% |
54% |
False |
False |
67,890 |
| 120 |
0.9930 |
0.9495 |
0.0435 |
4.5% |
0.0062 |
0.6% |
56% |
False |
False |
56,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9907 |
|
2.618 |
0.9851 |
|
1.618 |
0.9817 |
|
1.000 |
0.9796 |
|
0.618 |
0.9783 |
|
HIGH |
0.9762 |
|
0.618 |
0.9749 |
|
0.500 |
0.9745 |
|
0.382 |
0.9741 |
|
LOW |
0.9728 |
|
0.618 |
0.9707 |
|
1.000 |
0.9694 |
|
1.618 |
0.9673 |
|
2.618 |
0.9639 |
|
4.250 |
0.9584 |
|
|
| Fisher Pivots for day following 04-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9745 |
0.9781 |
| PP |
0.9742 |
0.9766 |
| S1 |
0.9740 |
0.9752 |
|