CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 30-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2014 |
30-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9838 |
0.9864 |
0.0026 |
0.3% |
0.9802 |
| High |
0.9875 |
0.9883 |
0.0008 |
0.1% |
0.9956 |
| Low |
0.9824 |
0.9860 |
0.0036 |
0.4% |
0.9792 |
| Close |
0.9869 |
0.9880 |
0.0011 |
0.1% |
0.9869 |
| Range |
0.0051 |
0.0023 |
-0.0028 |
-54.9% |
0.0164 |
| ATR |
0.0048 |
0.0046 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
101,718 |
80,518 |
-21,200 |
-20.8% |
507,038 |
|
| Daily Pivots for day following 30-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9943 |
0.9935 |
0.9893 |
|
| R3 |
0.9920 |
0.9912 |
0.9886 |
|
| R2 |
0.9897 |
0.9897 |
0.9884 |
|
| R1 |
0.9889 |
0.9889 |
0.9882 |
0.9893 |
| PP |
0.9874 |
0.9874 |
0.9874 |
0.9877 |
| S1 |
0.9866 |
0.9866 |
0.9878 |
0.9870 |
| S2 |
0.9851 |
0.9851 |
0.9876 |
|
| S3 |
0.9828 |
0.9843 |
0.9874 |
|
| S4 |
0.9805 |
0.9820 |
0.9867 |
|
|
| 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% |
0.0058 |
0.6% |
54% |
False |
False |
102,379 |
| 10 |
0.9956 |
0.9762 |
0.0194 |
2.0% |
0.0050 |
0.5% |
61% |
False |
False |
94,651 |
| 20 |
0.9956 |
0.9734 |
0.0222 |
2.2% |
0.0044 |
0.4% |
66% |
False |
False |
69,970 |
| 40 |
0.9956 |
0.9734 |
0.0222 |
2.2% |
0.0044 |
0.4% |
66% |
False |
False |
35,379 |
| 60 |
0.9956 |
0.9631 |
0.0325 |
3.3% |
0.0046 |
0.5% |
77% |
False |
False |
23,646 |
| 80 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0046 |
0.5% |
79% |
False |
False |
17,750 |
| 100 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0042 |
0.4% |
79% |
False |
False |
14,201 |
| 120 |
0.9956 |
0.9555 |
0.0401 |
4.1% |
0.0038 |
0.4% |
81% |
False |
False |
11,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9981 |
|
2.618 |
0.9943 |
|
1.618 |
0.9920 |
|
1.000 |
0.9906 |
|
0.618 |
0.9897 |
|
HIGH |
0.9883 |
|
0.618 |
0.9874 |
|
0.500 |
0.9872 |
|
0.382 |
0.9869 |
|
LOW |
0.9860 |
|
0.618 |
0.9846 |
|
1.000 |
0.9837 |
|
1.618 |
0.9823 |
|
2.618 |
0.9800 |
|
4.250 |
0.9762 |
|
|
| Fisher Pivots for day following 30-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9877 |
0.9871 |
| PP |
0.9874 |
0.9862 |
| S1 |
0.9872 |
0.9853 |
|