CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 19-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9802 |
0.9818 |
0.0016 |
0.2% |
0.9766 |
| High |
0.9811 |
0.9829 |
0.0018 |
0.2% |
0.9848 |
| Low |
0.9788 |
0.9818 |
0.0030 |
0.3% |
0.9765 |
| Close |
0.9804 |
0.9822 |
0.0018 |
0.2% |
0.9814 |
| Range |
0.0023 |
0.0011 |
-0.0012 |
-52.2% |
0.0083 |
| ATR |
0.0031 |
0.0031 |
0.0000 |
-1.4% |
0.0000 |
| Volume |
18 |
18 |
0 |
0.0% |
173 |
|
| Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9856 |
0.9850 |
0.9828 |
|
| R3 |
0.9845 |
0.9839 |
0.9825 |
|
| R2 |
0.9834 |
0.9834 |
0.9824 |
|
| R1 |
0.9828 |
0.9828 |
0.9823 |
0.9831 |
| PP |
0.9823 |
0.9823 |
0.9823 |
0.9825 |
| S1 |
0.9817 |
0.9817 |
0.9821 |
0.9820 |
| S2 |
0.9812 |
0.9812 |
0.9820 |
|
| S3 |
0.9801 |
0.9806 |
0.9819 |
|
| S4 |
0.9790 |
0.9795 |
0.9816 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0058 |
1.0019 |
0.9860 |
|
| R3 |
0.9975 |
0.9936 |
0.9837 |
|
| R2 |
0.9892 |
0.9892 |
0.9829 |
|
| R1 |
0.9853 |
0.9853 |
0.9822 |
0.9873 |
| PP |
0.9809 |
0.9809 |
0.9809 |
0.9819 |
| S1 |
0.9770 |
0.9770 |
0.9806 |
0.9790 |
| S2 |
0.9726 |
0.9726 |
0.9799 |
|
| S3 |
0.9643 |
0.9687 |
0.9791 |
|
| S4 |
0.9560 |
0.9604 |
0.9768 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9832 |
0.9788 |
0.0044 |
0.4% |
0.0009 |
0.1% |
77% |
False |
False |
19 |
| 10 |
0.9848 |
0.9765 |
0.0083 |
0.8% |
0.0018 |
0.2% |
69% |
False |
False |
26 |
| 20 |
0.9874 |
0.9744 |
0.0130 |
1.3% |
0.0022 |
0.2% |
60% |
False |
False |
21 |
| 40 |
0.9930 |
0.9735 |
0.0195 |
2.0% |
0.0022 |
0.2% |
45% |
False |
False |
14 |
| 60 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0019 |
0.2% |
65% |
False |
False |
10 |
| 80 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0019 |
0.2% |
65% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9876 |
|
2.618 |
0.9858 |
|
1.618 |
0.9847 |
|
1.000 |
0.9840 |
|
0.618 |
0.9836 |
|
HIGH |
0.9829 |
|
0.618 |
0.9825 |
|
0.500 |
0.9824 |
|
0.382 |
0.9822 |
|
LOW |
0.9818 |
|
0.618 |
0.9811 |
|
1.000 |
0.9807 |
|
1.618 |
0.9800 |
|
2.618 |
0.9789 |
|
4.250 |
0.9771 |
|
|
| Fisher Pivots for day following 19-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9824 |
0.9818 |
| PP |
0.9823 |
0.9813 |
| S1 |
0.9823 |
0.9809 |
|