CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 07-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2014 |
07-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9792 |
0.9834 |
0.0042 |
0.4% |
0.9794 |
| High |
0.9856 |
0.9861 |
0.0005 |
0.1% |
0.9804 |
| Low |
0.9788 |
0.9806 |
0.0018 |
0.2% |
0.9687 |
| Close |
0.9848 |
0.9827 |
-0.0021 |
-0.2% |
0.9784 |
| Range |
0.0068 |
0.0055 |
-0.0013 |
-19.1% |
0.0117 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
113,633 |
139,237 |
25,604 |
22.5% |
549,670 |
|
| Daily Pivots for day following 07-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9996 |
0.9967 |
0.9857 |
|
| R3 |
0.9941 |
0.9912 |
0.9842 |
|
| R2 |
0.9886 |
0.9886 |
0.9837 |
|
| R1 |
0.9857 |
0.9857 |
0.9832 |
0.9844 |
| PP |
0.9831 |
0.9831 |
0.9831 |
0.9825 |
| S1 |
0.9802 |
0.9802 |
0.9822 |
0.9789 |
| S2 |
0.9776 |
0.9776 |
0.9817 |
|
| S3 |
0.9721 |
0.9747 |
0.9812 |
|
| S4 |
0.9666 |
0.9692 |
0.9797 |
|
|
| 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 |
0.9861 |
0.9687 |
0.0174 |
1.8% |
0.0059 |
0.6% |
80% |
True |
False |
110,656 |
| 10 |
0.9861 |
0.9687 |
0.0174 |
1.8% |
0.0055 |
0.6% |
80% |
True |
False |
109,777 |
| 20 |
0.9873 |
0.9687 |
0.0186 |
1.9% |
0.0053 |
0.5% |
75% |
False |
False |
106,708 |
| 40 |
0.9886 |
0.9598 |
0.0288 |
2.9% |
0.0061 |
0.6% |
80% |
False |
False |
115,179 |
| 60 |
0.9889 |
0.9598 |
0.0291 |
3.0% |
0.0064 |
0.6% |
79% |
False |
False |
78,684 |
| 80 |
0.9930 |
0.9548 |
0.0382 |
3.9% |
0.0069 |
0.7% |
73% |
False |
False |
59,075 |
| 100 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0065 |
0.7% |
76% |
False |
False |
47,278 |
| 120 |
1.0078 |
0.9495 |
0.0583 |
5.9% |
0.0060 |
0.6% |
57% |
False |
False |
39,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0095 |
|
2.618 |
1.0005 |
|
1.618 |
0.9950 |
|
1.000 |
0.9916 |
|
0.618 |
0.9895 |
|
HIGH |
0.9861 |
|
0.618 |
0.9840 |
|
0.500 |
0.9834 |
|
0.382 |
0.9827 |
|
LOW |
0.9806 |
|
0.618 |
0.9772 |
|
1.000 |
0.9751 |
|
1.618 |
0.9717 |
|
2.618 |
0.9662 |
|
4.250 |
0.9572 |
|
|
| Fisher Pivots for day following 07-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9834 |
0.9825 |
| PP |
0.9831 |
0.9823 |
| S1 |
0.9829 |
0.9822 |
|