CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 05-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2014 |
05-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9774 |
0.9783 |
0.0009 |
0.1% |
0.9794 |
| High |
0.9794 |
0.9819 |
0.0025 |
0.3% |
0.9804 |
| Low |
0.9687 |
0.9782 |
0.0095 |
1.0% |
0.9687 |
| Close |
0.9784 |
0.9795 |
0.0011 |
0.1% |
0.9784 |
| Range |
0.0107 |
0.0037 |
-0.0070 |
-65.4% |
0.0117 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
179,162 |
64,212 |
-114,950 |
-64.2% |
549,670 |
|
| Daily Pivots for day following 05-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9910 |
0.9889 |
0.9815 |
|
| R3 |
0.9873 |
0.9852 |
0.9805 |
|
| R2 |
0.9836 |
0.9836 |
0.9802 |
|
| R1 |
0.9815 |
0.9815 |
0.9798 |
0.9826 |
| PP |
0.9799 |
0.9799 |
0.9799 |
0.9804 |
| S1 |
0.9778 |
0.9778 |
0.9792 |
0.9789 |
| S2 |
0.9762 |
0.9762 |
0.9788 |
|
| S3 |
0.9725 |
0.9741 |
0.9785 |
|
| S4 |
0.9688 |
0.9704 |
0.9775 |
|
|
| 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 |
0.9819 |
0.9687 |
0.0132 |
1.3% |
0.0053 |
0.5% |
82% |
True |
False |
100,242 |
| 10 |
0.9819 |
0.9687 |
0.0132 |
1.3% |
0.0051 |
0.5% |
82% |
True |
False |
101,665 |
| 20 |
0.9873 |
0.9675 |
0.0198 |
2.0% |
0.0057 |
0.6% |
61% |
False |
False |
109,357 |
| 40 |
0.9886 |
0.9598 |
0.0288 |
2.9% |
0.0061 |
0.6% |
68% |
False |
False |
110,626 |
| 60 |
0.9889 |
0.9598 |
0.0291 |
3.0% |
0.0064 |
0.7% |
68% |
False |
False |
74,484 |
| 80 |
0.9930 |
0.9512 |
0.0418 |
4.3% |
0.0070 |
0.7% |
68% |
False |
False |
55,918 |
| 100 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0065 |
0.7% |
69% |
False |
False |
44,750 |
| 120 |
1.0103 |
0.9495 |
0.0608 |
6.2% |
0.0059 |
0.6% |
49% |
False |
False |
37,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9976 |
|
2.618 |
0.9916 |
|
1.618 |
0.9879 |
|
1.000 |
0.9856 |
|
0.618 |
0.9842 |
|
HIGH |
0.9819 |
|
0.618 |
0.9805 |
|
0.500 |
0.9801 |
|
0.382 |
0.9796 |
|
LOW |
0.9782 |
|
0.618 |
0.9759 |
|
1.000 |
0.9745 |
|
1.618 |
0.9722 |
|
2.618 |
0.9685 |
|
4.250 |
0.9625 |
|
|
| Fisher Pivots for day following 05-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9801 |
0.9781 |
| PP |
0.9799 |
0.9767 |
| S1 |
0.9797 |
0.9753 |
|