CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 11-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9758 |
0.9775 |
0.0017 |
0.2% |
0.9834 |
| High |
0.9790 |
0.9824 |
0.0034 |
0.3% |
0.9840 |
| Low |
0.9754 |
0.9772 |
0.0018 |
0.2% |
0.9734 |
| Close |
0.9775 |
0.9807 |
0.0032 |
0.3% |
0.9759 |
| Range |
0.0036 |
0.0052 |
0.0016 |
44.4% |
0.0106 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
1.7% |
0.0000 |
| Volume |
44,143 |
71,654 |
27,511 |
62.3% |
26,107 |
|
| Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9957 |
0.9934 |
0.9836 |
|
| R3 |
0.9905 |
0.9882 |
0.9821 |
|
| R2 |
0.9853 |
0.9853 |
0.9817 |
|
| R1 |
0.9830 |
0.9830 |
0.9812 |
0.9842 |
| PP |
0.9801 |
0.9801 |
0.9801 |
0.9807 |
| S1 |
0.9778 |
0.9778 |
0.9802 |
0.9790 |
| S2 |
0.9749 |
0.9749 |
0.9797 |
|
| S3 |
0.9697 |
0.9726 |
0.9793 |
|
| S4 |
0.9645 |
0.9674 |
0.9778 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0096 |
1.0033 |
0.9817 |
|
| R3 |
0.9990 |
0.9927 |
0.9788 |
|
| R2 |
0.9884 |
0.9884 |
0.9778 |
|
| R1 |
0.9821 |
0.9821 |
0.9769 |
0.9800 |
| PP |
0.9778 |
0.9778 |
0.9778 |
0.9767 |
| S1 |
0.9715 |
0.9715 |
0.9749 |
0.9694 |
| S2 |
0.9672 |
0.9672 |
0.9740 |
|
| S3 |
0.9566 |
0.9609 |
0.9730 |
|
| S4 |
0.9460 |
0.9503 |
0.9701 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9824 |
0.9740 |
0.0084 |
0.9% |
0.0040 |
0.4% |
80% |
True |
False |
32,848 |
| 10 |
0.9865 |
0.9734 |
0.0131 |
1.3% |
0.0041 |
0.4% |
56% |
False |
False |
18,058 |
| 20 |
0.9925 |
0.9734 |
0.0191 |
1.9% |
0.0043 |
0.4% |
38% |
False |
False |
9,282 |
| 40 |
0.9925 |
0.9700 |
0.0225 |
2.3% |
0.0042 |
0.4% |
48% |
False |
False |
4,785 |
| 60 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0046 |
0.5% |
64% |
False |
False |
3,226 |
| 80 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0043 |
0.4% |
64% |
False |
False |
2,423 |
| 100 |
0.9931 |
0.9592 |
0.0339 |
3.5% |
0.0038 |
0.4% |
63% |
False |
False |
1,938 |
| 120 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0033 |
0.3% |
70% |
False |
False |
1,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0045 |
|
2.618 |
0.9960 |
|
1.618 |
0.9908 |
|
1.000 |
0.9876 |
|
0.618 |
0.9856 |
|
HIGH |
0.9824 |
|
0.618 |
0.9804 |
|
0.500 |
0.9798 |
|
0.382 |
0.9792 |
|
LOW |
0.9772 |
|
0.618 |
0.9740 |
|
1.000 |
0.9720 |
|
1.618 |
0.9688 |
|
2.618 |
0.9636 |
|
4.250 |
0.9551 |
|
|
| Fisher Pivots for day following 11-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9804 |
0.9800 |
| PP |
0.9801 |
0.9793 |
| S1 |
0.9798 |
0.9786 |
|