CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 06-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2014 |
06-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9783 |
0.9792 |
0.0009 |
0.1% |
0.9794 |
| High |
0.9819 |
0.9856 |
0.0037 |
0.4% |
0.9804 |
| Low |
0.9782 |
0.9788 |
0.0006 |
0.1% |
0.9687 |
| Close |
0.9795 |
0.9848 |
0.0053 |
0.5% |
0.9784 |
| Range |
0.0037 |
0.0068 |
0.0031 |
83.8% |
0.0117 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
1.4% |
0.0000 |
| Volume |
64,212 |
113,633 |
49,421 |
77.0% |
549,670 |
|
| Daily Pivots for day following 06-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0035 |
1.0009 |
0.9885 |
|
| R3 |
0.9967 |
0.9941 |
0.9867 |
|
| R2 |
0.9899 |
0.9899 |
0.9860 |
|
| R1 |
0.9873 |
0.9873 |
0.9854 |
0.9886 |
| PP |
0.9831 |
0.9831 |
0.9831 |
0.9837 |
| S1 |
0.9805 |
0.9805 |
0.9842 |
0.9818 |
| S2 |
0.9763 |
0.9763 |
0.9836 |
|
| S3 |
0.9695 |
0.9737 |
0.9829 |
|
| S4 |
0.9627 |
0.9669 |
0.9811 |
|
|
| 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 |
0.9856 |
0.9687 |
0.0169 |
1.7% |
0.0060 |
0.6% |
95% |
True |
False |
108,853 |
| 10 |
0.9856 |
0.9687 |
0.0169 |
1.7% |
0.0055 |
0.6% |
95% |
True |
False |
105,193 |
| 20 |
0.9873 |
0.9687 |
0.0186 |
1.9% |
0.0058 |
0.6% |
87% |
False |
False |
110,009 |
| 40 |
0.9886 |
0.9598 |
0.0288 |
2.9% |
0.0061 |
0.6% |
87% |
False |
False |
112,878 |
| 60 |
0.9889 |
0.9598 |
0.0291 |
3.0% |
0.0064 |
0.6% |
86% |
False |
False |
76,374 |
| 80 |
0.9930 |
0.9512 |
0.0418 |
4.2% |
0.0070 |
0.7% |
80% |
False |
False |
57,336 |
| 100 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0065 |
0.7% |
81% |
False |
False |
45,887 |
| 120 |
1.0078 |
0.9495 |
0.0583 |
5.9% |
0.0059 |
0.6% |
61% |
False |
False |
38,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0145 |
|
2.618 |
1.0034 |
|
1.618 |
0.9966 |
|
1.000 |
0.9924 |
|
0.618 |
0.9898 |
|
HIGH |
0.9856 |
|
0.618 |
0.9830 |
|
0.500 |
0.9822 |
|
0.382 |
0.9814 |
|
LOW |
0.9788 |
|
0.618 |
0.9746 |
|
1.000 |
0.9720 |
|
1.618 |
0.9678 |
|
2.618 |
0.9610 |
|
4.250 |
0.9499 |
|
|
| Fisher Pivots for day following 06-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9839 |
0.9823 |
| PP |
0.9831 |
0.9797 |
| S1 |
0.9822 |
0.9772 |
|