CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 10-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9751 |
0.9753 |
0.0002 |
0.0% |
0.9823 |
| High |
0.9768 |
0.9784 |
0.0016 |
0.2% |
0.9834 |
| Low |
0.9742 |
0.9749 |
0.0007 |
0.1% |
0.9728 |
| Close |
0.9753 |
0.9770 |
0.0017 |
0.2% |
0.9753 |
| Range |
0.0026 |
0.0035 |
0.0009 |
34.6% |
0.0106 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
96,726 |
134,792 |
38,066 |
39.4% |
620,828 |
|
| Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9873 |
0.9856 |
0.9789 |
|
| R3 |
0.9838 |
0.9821 |
0.9780 |
|
| R2 |
0.9803 |
0.9803 |
0.9776 |
|
| R1 |
0.9786 |
0.9786 |
0.9773 |
0.9795 |
| PP |
0.9768 |
0.9768 |
0.9768 |
0.9772 |
| S1 |
0.9751 |
0.9751 |
0.9767 |
0.9760 |
| S2 |
0.9733 |
0.9733 |
0.9764 |
|
| S3 |
0.9698 |
0.9716 |
0.9760 |
|
| S4 |
0.9663 |
0.9681 |
0.9751 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0090 |
1.0027 |
0.9811 |
|
| R3 |
0.9984 |
0.9921 |
0.9782 |
|
| R2 |
0.9878 |
0.9878 |
0.9772 |
|
| R1 |
0.9815 |
0.9815 |
0.9763 |
0.9794 |
| PP |
0.9772 |
0.9772 |
0.9772 |
0.9761 |
| S1 |
0.9709 |
0.9709 |
0.9743 |
0.9688 |
| S2 |
0.9666 |
0.9666 |
0.9734 |
|
| S3 |
0.9560 |
0.9603 |
0.9724 |
|
| S4 |
0.9454 |
0.9497 |
0.9695 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9793 |
0.9728 |
0.0065 |
0.7% |
0.0036 |
0.4% |
65% |
False |
False |
122,061 |
| 10 |
0.9860 |
0.9728 |
0.0132 |
1.4% |
0.0040 |
0.4% |
32% |
False |
False |
115,358 |
| 20 |
0.9920 |
0.9728 |
0.0192 |
2.0% |
0.0045 |
0.5% |
22% |
False |
False |
114,448 |
| 40 |
0.9920 |
0.9687 |
0.0233 |
2.4% |
0.0047 |
0.5% |
36% |
False |
False |
107,492 |
| 60 |
0.9920 |
0.9598 |
0.0322 |
3.3% |
0.0054 |
0.5% |
53% |
False |
False |
112,753 |
| 80 |
0.9920 |
0.9598 |
0.0322 |
3.3% |
0.0058 |
0.6% |
53% |
False |
False |
91,124 |
| 100 |
0.9930 |
0.9548 |
0.0382 |
3.9% |
0.0063 |
0.6% |
58% |
False |
False |
72,957 |
| 120 |
0.9930 |
0.9495 |
0.0435 |
4.5% |
0.0062 |
0.6% |
63% |
False |
False |
60,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9933 |
|
2.618 |
0.9876 |
|
1.618 |
0.9841 |
|
1.000 |
0.9819 |
|
0.618 |
0.9806 |
|
HIGH |
0.9784 |
|
0.618 |
0.9771 |
|
0.500 |
0.9767 |
|
0.382 |
0.9762 |
|
LOW |
0.9749 |
|
0.618 |
0.9727 |
|
1.000 |
0.9714 |
|
1.618 |
0.9692 |
|
2.618 |
0.9657 |
|
4.250 |
0.9600 |
|
|
| Fisher Pivots for day following 10-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9769 |
0.9769 |
| PP |
0.9768 |
0.9768 |
| S1 |
0.9767 |
0.9768 |
|