CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 27-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2014 |
27-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9823 |
0.9838 |
0.0015 |
0.2% |
0.9802 |
| High |
0.9859 |
0.9875 |
0.0016 |
0.2% |
0.9956 |
| Low |
0.9822 |
0.9824 |
0.0002 |
0.0% |
0.9792 |
| Close |
0.9840 |
0.9869 |
0.0029 |
0.3% |
0.9869 |
| Range |
0.0037 |
0.0051 |
0.0014 |
37.8% |
0.0164 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
0.4% |
0.0000 |
| Volume |
106,411 |
101,718 |
-4,693 |
-4.4% |
507,038 |
|
| Daily Pivots for day following 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0009 |
0.9990 |
0.9897 |
|
| R3 |
0.9958 |
0.9939 |
0.9883 |
|
| R2 |
0.9907 |
0.9907 |
0.9878 |
|
| R1 |
0.9888 |
0.9888 |
0.9874 |
0.9898 |
| PP |
0.9856 |
0.9856 |
0.9856 |
0.9861 |
| S1 |
0.9837 |
0.9837 |
0.9864 |
0.9847 |
| S2 |
0.9805 |
0.9805 |
0.9860 |
|
| S3 |
0.9754 |
0.9786 |
0.9855 |
|
| S4 |
0.9703 |
0.9735 |
0.9841 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0364 |
1.0281 |
0.9959 |
|
| R3 |
1.0200 |
1.0117 |
0.9914 |
|
| R2 |
1.0036 |
1.0036 |
0.9899 |
|
| R1 |
0.9953 |
0.9953 |
0.9884 |
0.9995 |
| PP |
0.9872 |
0.9872 |
0.9872 |
0.9893 |
| S1 |
0.9789 |
0.9789 |
0.9854 |
0.9831 |
| S2 |
0.9708 |
0.9708 |
0.9839 |
|
| S3 |
0.9544 |
0.9625 |
0.9824 |
|
| S4 |
0.9380 |
0.9461 |
0.9779 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9956 |
0.9792 |
0.0164 |
1.7% |
0.0060 |
0.6% |
47% |
False |
False |
101,407 |
| 10 |
0.9956 |
0.9762 |
0.0194 |
2.0% |
0.0050 |
0.5% |
55% |
False |
False |
93,966 |
| 20 |
0.9956 |
0.9734 |
0.0222 |
2.2% |
0.0047 |
0.5% |
61% |
False |
False |
66,104 |
| 40 |
0.9956 |
0.9700 |
0.0256 |
2.6% |
0.0046 |
0.5% |
66% |
False |
False |
33,370 |
| 60 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0046 |
0.5% |
76% |
False |
False |
22,306 |
| 80 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0046 |
0.5% |
76% |
False |
False |
16,743 |
| 100 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0042 |
0.4% |
76% |
False |
False |
13,395 |
| 120 |
0.9956 |
0.9555 |
0.0401 |
4.1% |
0.0038 |
0.4% |
78% |
False |
False |
11,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0092 |
|
2.618 |
1.0009 |
|
1.618 |
0.9958 |
|
1.000 |
0.9926 |
|
0.618 |
0.9907 |
|
HIGH |
0.9875 |
|
0.618 |
0.9856 |
|
0.500 |
0.9850 |
|
0.382 |
0.9843 |
|
LOW |
0.9824 |
|
0.618 |
0.9792 |
|
1.000 |
0.9773 |
|
1.618 |
0.9741 |
|
2.618 |
0.9690 |
|
4.250 |
0.9607 |
|
|
| Fisher Pivots for day following 27-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9863 |
0.9884 |
| PP |
0.9856 |
0.9879 |
| S1 |
0.9850 |
0.9874 |
|