CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 13-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9804 |
0.9830 |
0.0026 |
0.3% |
0.9751 |
| High |
0.9842 |
0.9837 |
-0.0005 |
-0.1% |
0.9842 |
| Low |
0.9790 |
0.9791 |
0.0001 |
0.0% |
0.9742 |
| Close |
0.9837 |
0.9803 |
-0.0034 |
-0.3% |
0.9803 |
| Range |
0.0052 |
0.0046 |
-0.0006 |
-11.5% |
0.0100 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
0.0% |
0.0000 |
| Volume |
146,785 |
46,084 |
-100,701 |
-68.6% |
587,453 |
|
| Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9948 |
0.9922 |
0.9828 |
|
| R3 |
0.9902 |
0.9876 |
0.9816 |
|
| R2 |
0.9856 |
0.9856 |
0.9811 |
|
| R1 |
0.9830 |
0.9830 |
0.9807 |
0.9820 |
| PP |
0.9810 |
0.9810 |
0.9810 |
0.9806 |
| S1 |
0.9784 |
0.9784 |
0.9799 |
0.9774 |
| S2 |
0.9764 |
0.9764 |
0.9795 |
|
| S3 |
0.9718 |
0.9738 |
0.9790 |
|
| S4 |
0.9672 |
0.9692 |
0.9778 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0096 |
1.0049 |
0.9858 |
|
| R3 |
0.9996 |
0.9949 |
0.9831 |
|
| R2 |
0.9896 |
0.9896 |
0.9821 |
|
| R1 |
0.9849 |
0.9849 |
0.9812 |
0.9873 |
| PP |
0.9796 |
0.9796 |
0.9796 |
0.9807 |
| S1 |
0.9749 |
0.9749 |
0.9794 |
0.9773 |
| S2 |
0.9696 |
0.9696 |
0.9785 |
|
| S3 |
0.9596 |
0.9649 |
0.9776 |
|
| S4 |
0.9496 |
0.9549 |
0.9748 |
|
|
| 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% |
61% |
False |
False |
117,490 |
| 10 |
0.9842 |
0.9728 |
0.0114 |
1.2% |
0.0044 |
0.4% |
66% |
False |
False |
120,828 |
| 20 |
0.9920 |
0.9728 |
0.0192 |
2.0% |
0.0044 |
0.4% |
39% |
False |
False |
113,105 |
| 40 |
0.9920 |
0.9687 |
0.0233 |
2.4% |
0.0047 |
0.5% |
50% |
False |
False |
108,233 |
| 60 |
0.9920 |
0.9598 |
0.0322 |
3.3% |
0.0052 |
0.5% |
64% |
False |
False |
112,330 |
| 80 |
0.9920 |
0.9598 |
0.0322 |
3.3% |
0.0057 |
0.6% |
64% |
False |
False |
95,548 |
| 100 |
0.9930 |
0.9548 |
0.0382 |
3.9% |
0.0063 |
0.6% |
67% |
False |
False |
76,514 |
| 120 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0061 |
0.6% |
71% |
False |
False |
63,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0033 |
|
2.618 |
0.9957 |
|
1.618 |
0.9911 |
|
1.000 |
0.9883 |
|
0.618 |
0.9865 |
|
HIGH |
0.9837 |
|
0.618 |
0.9819 |
|
0.500 |
0.9814 |
|
0.382 |
0.9809 |
|
LOW |
0.9791 |
|
0.618 |
0.9763 |
|
1.000 |
0.9745 |
|
1.618 |
0.9717 |
|
2.618 |
0.9671 |
|
4.250 |
0.9596 |
|
|
| Fisher Pivots for day following 13-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9814 |
0.9804 |
| PP |
0.9810 |
0.9804 |
| S1 |
0.9807 |
0.9803 |
|