CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 02-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2014 |
02-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9785 |
0.9774 |
-0.0011 |
-0.1% |
0.9794 |
| High |
0.9795 |
0.9794 |
-0.0001 |
0.0% |
0.9804 |
| Low |
0.9768 |
0.9687 |
-0.0081 |
-0.8% |
0.9687 |
| Close |
0.9777 |
0.9784 |
0.0007 |
0.1% |
0.9784 |
| Range |
0.0027 |
0.0107 |
0.0080 |
296.3% |
0.0117 |
| ATR |
0.0055 |
0.0059 |
0.0004 |
6.7% |
0.0000 |
| Volume |
57,037 |
179,162 |
122,125 |
214.1% |
549,670 |
|
| Daily Pivots for day following 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0076 |
1.0037 |
0.9843 |
|
| R3 |
0.9969 |
0.9930 |
0.9813 |
|
| R2 |
0.9862 |
0.9862 |
0.9804 |
|
| R1 |
0.9823 |
0.9823 |
0.9794 |
0.9843 |
| PP |
0.9755 |
0.9755 |
0.9755 |
0.9765 |
| S1 |
0.9716 |
0.9716 |
0.9774 |
0.9736 |
| S2 |
0.9648 |
0.9648 |
0.9764 |
|
| S3 |
0.9541 |
0.9609 |
0.9755 |
|
| S4 |
0.9434 |
0.9502 |
0.9725 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0109 |
1.0064 |
0.9848 |
|
| R3 |
0.9992 |
0.9947 |
0.9816 |
|
| R2 |
0.9875 |
0.9875 |
0.9805 |
|
| R1 |
0.9830 |
0.9830 |
0.9795 |
0.9794 |
| PP |
0.9758 |
0.9758 |
0.9758 |
0.9741 |
| S1 |
0.9713 |
0.9713 |
0.9773 |
0.9677 |
| S2 |
0.9641 |
0.9641 |
0.9763 |
|
| S3 |
0.9524 |
0.9596 |
0.9752 |
|
| S4 |
0.9407 |
0.9479 |
0.9720 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9804 |
0.9687 |
0.0117 |
1.2% |
0.0057 |
0.6% |
83% |
False |
True |
109,934 |
| 10 |
0.9811 |
0.9687 |
0.0124 |
1.3% |
0.0051 |
0.5% |
78% |
False |
True |
99,470 |
| 20 |
0.9873 |
0.9600 |
0.0273 |
2.8% |
0.0059 |
0.6% |
67% |
False |
False |
113,201 |
| 40 |
0.9886 |
0.9598 |
0.0288 |
2.9% |
0.0062 |
0.6% |
65% |
False |
False |
109,212 |
| 60 |
0.9889 |
0.9598 |
0.0291 |
3.0% |
0.0065 |
0.7% |
64% |
False |
False |
73,420 |
| 80 |
0.9930 |
0.9512 |
0.0418 |
4.3% |
0.0070 |
0.7% |
65% |
False |
False |
55,116 |
| 100 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0065 |
0.7% |
66% |
False |
False |
44,108 |
| 120 |
1.0103 |
0.9495 |
0.0608 |
6.2% |
0.0059 |
0.6% |
48% |
False |
False |
36,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0249 |
|
2.618 |
1.0074 |
|
1.618 |
0.9967 |
|
1.000 |
0.9901 |
|
0.618 |
0.9860 |
|
HIGH |
0.9794 |
|
0.618 |
0.9753 |
|
0.500 |
0.9741 |
|
0.382 |
0.9728 |
|
LOW |
0.9687 |
|
0.618 |
0.9621 |
|
1.000 |
0.9580 |
|
1.618 |
0.9514 |
|
2.618 |
0.9407 |
|
4.250 |
0.9232 |
|
|
| Fisher Pivots for day following 02-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9770 |
0.9771 |
| PP |
0.9755 |
0.9758 |
| S1 |
0.9741 |
0.9746 |
|