CME Japanese Yen Future September 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 |
0.9775 |
0.9809 |
0.0034 |
0.3% |
0.9834 |
| High |
0.9824 |
0.9848 |
0.0024 |
0.2% |
0.9840 |
| Low |
0.9772 |
0.9795 |
0.0023 |
0.2% |
0.9734 |
| Close |
0.9807 |
0.9842 |
0.0035 |
0.4% |
0.9759 |
| Range |
0.0052 |
0.0053 |
0.0001 |
1.9% |
0.0106 |
| ATR |
0.0043 |
0.0044 |
0.0001 |
1.7% |
0.0000 |
| Volume |
71,654 |
83,627 |
11,973 |
16.7% |
26,107 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9987 |
0.9968 |
0.9871 |
|
| R3 |
0.9934 |
0.9915 |
0.9857 |
|
| R2 |
0.9881 |
0.9881 |
0.9852 |
|
| R1 |
0.9862 |
0.9862 |
0.9847 |
0.9872 |
| PP |
0.9828 |
0.9828 |
0.9828 |
0.9833 |
| S1 |
0.9809 |
0.9809 |
0.9837 |
0.9819 |
| S2 |
0.9775 |
0.9775 |
0.9832 |
|
| S3 |
0.9722 |
0.9756 |
0.9827 |
|
| S4 |
0.9669 |
0.9703 |
0.9813 |
|
|
| 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 |
0.9848 |
0.9747 |
0.0101 |
1.0% |
0.0043 |
0.4% |
94% |
True |
False |
48,362 |
| 10 |
0.9857 |
0.9734 |
0.0123 |
1.2% |
0.0042 |
0.4% |
88% |
False |
False |
26,222 |
| 20 |
0.9925 |
0.9734 |
0.0191 |
1.9% |
0.0043 |
0.4% |
57% |
False |
False |
13,453 |
| 40 |
0.9925 |
0.9700 |
0.0225 |
2.3% |
0.0043 |
0.4% |
63% |
False |
False |
6,863 |
| 60 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0046 |
0.5% |
75% |
False |
False |
4,620 |
| 80 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0042 |
0.4% |
75% |
False |
False |
3,468 |
| 100 |
0.9931 |
0.9592 |
0.0339 |
3.4% |
0.0039 |
0.4% |
74% |
False |
False |
2,775 |
| 120 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0034 |
0.3% |
79% |
False |
False |
2,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0073 |
|
2.618 |
0.9987 |
|
1.618 |
0.9934 |
|
1.000 |
0.9901 |
|
0.618 |
0.9881 |
|
HIGH |
0.9848 |
|
0.618 |
0.9828 |
|
0.500 |
0.9822 |
|
0.382 |
0.9815 |
|
LOW |
0.9795 |
|
0.618 |
0.9762 |
|
1.000 |
0.9742 |
|
1.618 |
0.9709 |
|
2.618 |
0.9656 |
|
4.250 |
0.9570 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9835 |
0.9828 |
| PP |
0.9828 |
0.9815 |
| S1 |
0.9822 |
0.9801 |
|