CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 03-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2014 |
03-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9855 |
0.9830 |
-0.0025 |
-0.3% |
0.9807 |
| High |
0.9860 |
0.9830 |
-0.0030 |
-0.3% |
0.9891 |
| Low |
0.9830 |
0.9791 |
-0.0039 |
-0.4% |
0.9801 |
| Close |
0.9831 |
0.9795 |
-0.0036 |
-0.4% |
0.9875 |
| Range |
0.0030 |
0.0039 |
0.0009 |
30.0% |
0.0090 |
| ATR |
0.0032 |
0.0033 |
0.0001 |
1.8% |
0.0000 |
| Volume |
43 |
168 |
125 |
290.7% |
992 |
|
| Daily Pivots for day following 03-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9922 |
0.9898 |
0.9816 |
|
| R3 |
0.9883 |
0.9859 |
0.9806 |
|
| R2 |
0.9844 |
0.9844 |
0.9802 |
|
| R1 |
0.9820 |
0.9820 |
0.9799 |
0.9813 |
| PP |
0.9805 |
0.9805 |
0.9805 |
0.9802 |
| S1 |
0.9781 |
0.9781 |
0.9791 |
0.9774 |
| S2 |
0.9766 |
0.9766 |
0.9788 |
|
| S3 |
0.9727 |
0.9742 |
0.9784 |
|
| S4 |
0.9688 |
0.9703 |
0.9774 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0126 |
1.0090 |
0.9925 |
|
| R3 |
1.0036 |
1.0000 |
0.9900 |
|
| R2 |
0.9946 |
0.9946 |
0.9892 |
|
| R1 |
0.9910 |
0.9910 |
0.9883 |
0.9928 |
| PP |
0.9856 |
0.9856 |
0.9856 |
0.9865 |
| S1 |
0.9820 |
0.9820 |
0.9867 |
0.9838 |
| S2 |
0.9766 |
0.9766 |
0.9859 |
|
| S3 |
0.9676 |
0.9730 |
0.9850 |
|
| S4 |
0.9586 |
0.9640 |
0.9826 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9887 |
0.9791 |
0.0096 |
1.0% |
0.0029 |
0.3% |
4% |
False |
True |
172 |
| 10 |
0.9891 |
0.9791 |
0.0100 |
1.0% |
0.0031 |
0.3% |
4% |
False |
True |
167 |
| 20 |
0.9891 |
0.9765 |
0.0126 |
1.3% |
0.0025 |
0.3% |
24% |
False |
False |
97 |
| 40 |
0.9930 |
0.9744 |
0.0186 |
1.9% |
0.0024 |
0.2% |
27% |
False |
False |
55 |
| 60 |
0.9930 |
0.9735 |
0.0195 |
2.0% |
0.0021 |
0.2% |
31% |
False |
False |
38 |
| 80 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0021 |
0.2% |
57% |
False |
False |
29 |
| 100 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0019 |
0.2% |
57% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9996 |
|
2.618 |
0.9932 |
|
1.618 |
0.9893 |
|
1.000 |
0.9869 |
|
0.618 |
0.9854 |
|
HIGH |
0.9830 |
|
0.618 |
0.9815 |
|
0.500 |
0.9811 |
|
0.382 |
0.9806 |
|
LOW |
0.9791 |
|
0.618 |
0.9767 |
|
1.000 |
0.9752 |
|
1.618 |
0.9728 |
|
2.618 |
0.9689 |
|
4.250 |
0.9625 |
|
|
| Fisher Pivots for day following 03-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9811 |
0.9836 |
| PP |
0.9805 |
0.9822 |
| S1 |
0.9800 |
0.9809 |
|