CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 01-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2014 |
01-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9745 |
0.9785 |
0.0040 |
0.4% |
0.9766 |
| High |
0.9804 |
0.9795 |
-0.0009 |
-0.1% |
0.9811 |
| Low |
0.9743 |
0.9768 |
0.0025 |
0.3% |
0.9737 |
| Close |
0.9795 |
0.9777 |
-0.0018 |
-0.2% |
0.9795 |
| Range |
0.0061 |
0.0027 |
-0.0034 |
-55.7% |
0.0074 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
130,222 |
57,037 |
-73,185 |
-56.2% |
445,034 |
|
| Daily Pivots for day following 01-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9861 |
0.9846 |
0.9792 |
|
| R3 |
0.9834 |
0.9819 |
0.9784 |
|
| R2 |
0.9807 |
0.9807 |
0.9782 |
|
| R1 |
0.9792 |
0.9792 |
0.9779 |
0.9786 |
| PP |
0.9780 |
0.9780 |
0.9780 |
0.9777 |
| S1 |
0.9765 |
0.9765 |
0.9775 |
0.9759 |
| S2 |
0.9753 |
0.9753 |
0.9772 |
|
| S3 |
0.9726 |
0.9738 |
0.9770 |
|
| S4 |
0.9699 |
0.9711 |
0.9762 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0003 |
0.9973 |
0.9836 |
|
| R3 |
0.9929 |
0.9899 |
0.9815 |
|
| R2 |
0.9855 |
0.9855 |
0.9809 |
|
| R1 |
0.9825 |
0.9825 |
0.9802 |
0.9840 |
| PP |
0.9781 |
0.9781 |
0.9781 |
0.9789 |
| S1 |
0.9751 |
0.9751 |
0.9788 |
0.9766 |
| S2 |
0.9707 |
0.9707 |
0.9781 |
|
| S3 |
0.9633 |
0.9677 |
0.9775 |
|
| S4 |
0.9559 |
0.9603 |
0.9754 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9811 |
0.9732 |
0.0079 |
0.8% |
0.0047 |
0.5% |
57% |
False |
False |
93,953 |
| 10 |
0.9821 |
0.9732 |
0.0089 |
0.9% |
0.0046 |
0.5% |
51% |
False |
False |
90,686 |
| 20 |
0.9873 |
0.9598 |
0.0275 |
2.8% |
0.0056 |
0.6% |
65% |
False |
False |
109,457 |
| 40 |
0.9886 |
0.9598 |
0.0288 |
2.9% |
0.0062 |
0.6% |
62% |
False |
False |
105,099 |
| 60 |
0.9925 |
0.9598 |
0.0327 |
3.3% |
0.0065 |
0.7% |
55% |
False |
False |
70,437 |
| 80 |
0.9930 |
0.9512 |
0.0418 |
4.3% |
0.0069 |
0.7% |
63% |
False |
False |
52,878 |
| 100 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0065 |
0.7% |
65% |
False |
False |
42,317 |
| 120 |
1.0232 |
0.9495 |
0.0737 |
7.5% |
0.0059 |
0.6% |
38% |
False |
False |
35,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9910 |
|
2.618 |
0.9866 |
|
1.618 |
0.9839 |
|
1.000 |
0.9822 |
|
0.618 |
0.9812 |
|
HIGH |
0.9795 |
|
0.618 |
0.9785 |
|
0.500 |
0.9782 |
|
0.382 |
0.9778 |
|
LOW |
0.9768 |
|
0.618 |
0.9751 |
|
1.000 |
0.9741 |
|
1.618 |
0.9724 |
|
2.618 |
0.9697 |
|
4.250 |
0.9653 |
|
|
| Fisher Pivots for day following 01-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9782 |
0.9774 |
| PP |
0.9780 |
0.9771 |
| S1 |
0.9779 |
0.9768 |
|