CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 12-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9771 |
0.9804 |
0.0033 |
0.3% |
0.9823 |
| High |
0.9817 |
0.9842 |
0.0025 |
0.3% |
0.9834 |
| Low |
0.9766 |
0.9790 |
0.0024 |
0.2% |
0.9728 |
| Close |
0.9802 |
0.9837 |
0.0035 |
0.4% |
0.9753 |
| Range |
0.0051 |
0.0052 |
0.0001 |
2.0% |
0.0106 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
1.0% |
0.0000 |
| Volume |
163,066 |
146,785 |
-16,281 |
-10.0% |
620,828 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9979 |
0.9960 |
0.9866 |
|
| R3 |
0.9927 |
0.9908 |
0.9851 |
|
| R2 |
0.9875 |
0.9875 |
0.9847 |
|
| R1 |
0.9856 |
0.9856 |
0.9842 |
0.9866 |
| PP |
0.9823 |
0.9823 |
0.9823 |
0.9828 |
| S1 |
0.9804 |
0.9804 |
0.9832 |
0.9814 |
| S2 |
0.9771 |
0.9771 |
0.9827 |
|
| S3 |
0.9719 |
0.9752 |
0.9823 |
|
| S4 |
0.9667 |
0.9700 |
0.9808 |
|
|
| 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 |
0.9842 |
0.9742 |
0.0100 |
1.0% |
0.0042 |
0.4% |
95% |
True |
False |
134,327 |
| 10 |
0.9854 |
0.9728 |
0.0126 |
1.3% |
0.0042 |
0.4% |
87% |
False |
False |
125,928 |
| 20 |
0.9920 |
0.9728 |
0.0192 |
2.0% |
0.0046 |
0.5% |
57% |
False |
False |
120,145 |
| 40 |
0.9920 |
0.9687 |
0.0233 |
2.4% |
0.0047 |
0.5% |
64% |
False |
False |
109,476 |
| 60 |
0.9920 |
0.9598 |
0.0322 |
3.3% |
0.0053 |
0.5% |
74% |
False |
False |
113,965 |
| 80 |
0.9920 |
0.9598 |
0.0322 |
3.3% |
0.0057 |
0.6% |
74% |
False |
False |
94,987 |
| 100 |
0.9930 |
0.9548 |
0.0382 |
3.9% |
0.0064 |
0.6% |
76% |
False |
False |
76,054 |
| 120 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0061 |
0.6% |
79% |
False |
False |
63,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0063 |
|
2.618 |
0.9978 |
|
1.618 |
0.9926 |
|
1.000 |
0.9894 |
|
0.618 |
0.9874 |
|
HIGH |
0.9842 |
|
0.618 |
0.9822 |
|
0.500 |
0.9816 |
|
0.382 |
0.9810 |
|
LOW |
0.9790 |
|
0.618 |
0.9758 |
|
1.000 |
0.9738 |
|
1.618 |
0.9706 |
|
2.618 |
0.9654 |
|
4.250 |
0.9569 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9830 |
0.9823 |
| PP |
0.9823 |
0.9809 |
| S1 |
0.9816 |
0.9796 |
|