CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 03-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2014 |
03-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9834 |
0.9774 |
-0.0060 |
-0.6% |
0.9812 |
| High |
0.9840 |
0.9784 |
-0.0056 |
-0.6% |
0.9865 |
| Low |
0.9764 |
0.9757 |
-0.0007 |
-0.1% |
0.9795 |
| Close |
0.9766 |
0.9762 |
-0.0004 |
0.0% |
0.9840 |
| Range |
0.0076 |
0.0027 |
-0.0049 |
-64.5% |
0.0070 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-3.0% |
0.0000 |
| Volume |
3,204 |
5,237 |
2,033 |
63.5% |
5,933 |
|
| Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9849 |
0.9832 |
0.9777 |
|
| R3 |
0.9822 |
0.9805 |
0.9769 |
|
| R2 |
0.9795 |
0.9795 |
0.9767 |
|
| R1 |
0.9778 |
0.9778 |
0.9764 |
0.9773 |
| PP |
0.9768 |
0.9768 |
0.9768 |
0.9765 |
| S1 |
0.9751 |
0.9751 |
0.9760 |
0.9746 |
| S2 |
0.9741 |
0.9741 |
0.9757 |
|
| S3 |
0.9714 |
0.9724 |
0.9755 |
|
| S4 |
0.9687 |
0.9697 |
0.9747 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0043 |
1.0012 |
0.9879 |
|
| R3 |
0.9973 |
0.9942 |
0.9859 |
|
| R2 |
0.9903 |
0.9903 |
0.9853 |
|
| R1 |
0.9872 |
0.9872 |
0.9846 |
0.9888 |
| PP |
0.9833 |
0.9833 |
0.9833 |
0.9841 |
| S1 |
0.9802 |
0.9802 |
0.9834 |
0.9818 |
| S2 |
0.9763 |
0.9763 |
0.9827 |
|
| S3 |
0.9693 |
0.9732 |
0.9821 |
|
| S4 |
0.9623 |
0.9662 |
0.9802 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9865 |
0.9757 |
0.0108 |
1.1% |
0.0042 |
0.4% |
5% |
False |
True |
2,595 |
| 10 |
0.9925 |
0.9757 |
0.0168 |
1.7% |
0.0044 |
0.4% |
3% |
False |
True |
1,605 |
| 20 |
0.9925 |
0.9757 |
0.0168 |
1.7% |
0.0043 |
0.4% |
3% |
False |
True |
1,010 |
| 40 |
0.9925 |
0.9685 |
0.0240 |
2.5% |
0.0046 |
0.5% |
32% |
False |
False |
612 |
| 60 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0046 |
0.5% |
51% |
False |
False |
430 |
| 80 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0041 |
0.4% |
51% |
False |
False |
324 |
| 100 |
0.9931 |
0.9560 |
0.0371 |
3.8% |
0.0037 |
0.4% |
54% |
False |
False |
259 |
| 120 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0032 |
0.3% |
59% |
False |
False |
216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9899 |
|
2.618 |
0.9855 |
|
1.618 |
0.9828 |
|
1.000 |
0.9811 |
|
0.618 |
0.9801 |
|
HIGH |
0.9784 |
|
0.618 |
0.9774 |
|
0.500 |
0.9771 |
|
0.382 |
0.9767 |
|
LOW |
0.9757 |
|
0.618 |
0.9740 |
|
1.000 |
0.9730 |
|
1.618 |
0.9713 |
|
2.618 |
0.9686 |
|
4.250 |
0.9642 |
|
|
| Fisher Pivots for day following 03-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9771 |
0.9807 |
| PP |
0.9768 |
0.9792 |
| S1 |
0.9765 |
0.9777 |
|