CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 25-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2014 |
25-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9816 |
0.9813 |
-0.0003 |
0.0% |
0.9806 |
| High |
0.9827 |
0.9956 |
0.0129 |
1.3% |
0.9837 |
| Low |
0.9792 |
0.9811 |
0.0019 |
0.2% |
0.9762 |
| Close |
0.9812 |
0.9822 |
0.0010 |
0.1% |
0.9799 |
| Range |
0.0035 |
0.0145 |
0.0110 |
314.3% |
0.0075 |
| ATR |
0.0041 |
0.0049 |
0.0007 |
17.8% |
0.0000 |
| Volume |
94,609 |
128,642 |
34,033 |
36.0% |
432,625 |
|
| Daily Pivots for day following 25-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0298 |
1.0205 |
0.9902 |
|
| R3 |
1.0153 |
1.0060 |
0.9862 |
|
| R2 |
1.0008 |
1.0008 |
0.9849 |
|
| R1 |
0.9915 |
0.9915 |
0.9835 |
0.9962 |
| PP |
0.9863 |
0.9863 |
0.9863 |
0.9886 |
| S1 |
0.9770 |
0.9770 |
0.9809 |
0.9817 |
| S2 |
0.9718 |
0.9718 |
0.9795 |
|
| S3 |
0.9573 |
0.9625 |
0.9782 |
|
| S4 |
0.9428 |
0.9480 |
0.9742 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0024 |
0.9987 |
0.9840 |
|
| R3 |
0.9949 |
0.9912 |
0.9820 |
|
| R2 |
0.9874 |
0.9874 |
0.9813 |
|
| R1 |
0.9837 |
0.9837 |
0.9806 |
0.9818 |
| PP |
0.9799 |
0.9799 |
0.9799 |
0.9790 |
| S1 |
0.9762 |
0.9762 |
0.9792 |
0.9743 |
| S2 |
0.9724 |
0.9724 |
0.9785 |
|
| S3 |
0.9649 |
0.9687 |
0.9778 |
|
| S4 |
0.9574 |
0.9612 |
0.9758 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9956 |
0.9790 |
0.0166 |
1.7% |
0.0057 |
0.6% |
19% |
True |
False |
91,769 |
| 10 |
0.9956 |
0.9762 |
0.0194 |
2.0% |
0.0051 |
0.5% |
31% |
True |
False |
93,757 |
| 20 |
0.9956 |
0.9734 |
0.0222 |
2.3% |
0.0046 |
0.5% |
40% |
True |
False |
55,908 |
| 40 |
0.9956 |
0.9700 |
0.0256 |
2.6% |
0.0045 |
0.5% |
48% |
True |
False |
28,175 |
| 60 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0046 |
0.5% |
63% |
True |
False |
18,841 |
| 80 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0046 |
0.5% |
63% |
True |
False |
14,142 |
| 100 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0042 |
0.4% |
63% |
True |
False |
11,314 |
| 120 |
0.9956 |
0.9555 |
0.0401 |
4.1% |
0.0037 |
0.4% |
67% |
True |
False |
9,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0572 |
|
2.618 |
1.0336 |
|
1.618 |
1.0191 |
|
1.000 |
1.0101 |
|
0.618 |
1.0046 |
|
HIGH |
0.9956 |
|
0.618 |
0.9901 |
|
0.500 |
0.9884 |
|
0.382 |
0.9866 |
|
LOW |
0.9811 |
|
0.618 |
0.9721 |
|
1.000 |
0.9666 |
|
1.618 |
0.9576 |
|
2.618 |
0.9431 |
|
4.250 |
0.9195 |
|
|
| Fisher Pivots for day following 25-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9884 |
0.9874 |
| PP |
0.9863 |
0.9857 |
| S1 |
0.9843 |
0.9839 |
|