CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 09-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2014 |
09-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9817 |
0.9841 |
0.0024 |
0.2% |
0.9783 |
| High |
0.9858 |
0.9856 |
-0.0002 |
0.0% |
0.9861 |
| Low |
0.9810 |
0.9820 |
0.0010 |
0.1% |
0.9782 |
| Close |
0.9856 |
0.9826 |
-0.0030 |
-0.3% |
0.9826 |
| Range |
0.0048 |
0.0036 |
-0.0012 |
-25.0% |
0.0079 |
| ATR |
0.0057 |
0.0056 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
118,112 |
82,170 |
-35,942 |
-30.4% |
517,364 |
|
| Daily Pivots for day following 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9942 |
0.9920 |
0.9846 |
|
| R3 |
0.9906 |
0.9884 |
0.9836 |
|
| R2 |
0.9870 |
0.9870 |
0.9833 |
|
| R1 |
0.9848 |
0.9848 |
0.9829 |
0.9841 |
| PP |
0.9834 |
0.9834 |
0.9834 |
0.9831 |
| S1 |
0.9812 |
0.9812 |
0.9823 |
0.9805 |
| S2 |
0.9798 |
0.9798 |
0.9819 |
|
| S3 |
0.9762 |
0.9776 |
0.9816 |
|
| S4 |
0.9726 |
0.9740 |
0.9806 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0060 |
1.0022 |
0.9869 |
|
| R3 |
0.9981 |
0.9943 |
0.9848 |
|
| R2 |
0.9902 |
0.9902 |
0.9840 |
|
| R1 |
0.9864 |
0.9864 |
0.9833 |
0.9883 |
| PP |
0.9823 |
0.9823 |
0.9823 |
0.9833 |
| S1 |
0.9785 |
0.9785 |
0.9819 |
0.9804 |
| S2 |
0.9744 |
0.9744 |
0.9812 |
|
| S3 |
0.9665 |
0.9706 |
0.9804 |
|
| S4 |
0.9586 |
0.9627 |
0.9783 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9861 |
0.9782 |
0.0079 |
0.8% |
0.0049 |
0.5% |
56% |
False |
False |
103,472 |
| 10 |
0.9861 |
0.9687 |
0.0174 |
1.8% |
0.0053 |
0.5% |
80% |
False |
False |
106,703 |
| 20 |
0.9873 |
0.9687 |
0.0186 |
1.9% |
0.0051 |
0.5% |
75% |
False |
False |
102,806 |
| 40 |
0.9886 |
0.9598 |
0.0288 |
2.9% |
0.0059 |
0.6% |
79% |
False |
False |
114,882 |
| 60 |
0.9889 |
0.9598 |
0.0291 |
3.0% |
0.0063 |
0.6% |
78% |
False |
False |
82,006 |
| 80 |
0.9930 |
0.9548 |
0.0382 |
3.9% |
0.0068 |
0.7% |
73% |
False |
False |
61,573 |
| 100 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0065 |
0.7% |
76% |
False |
False |
49,280 |
| 120 |
1.0050 |
0.9495 |
0.0555 |
5.6% |
0.0061 |
0.6% |
60% |
False |
False |
41,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0009 |
|
2.618 |
0.9950 |
|
1.618 |
0.9914 |
|
1.000 |
0.9892 |
|
0.618 |
0.9878 |
|
HIGH |
0.9856 |
|
0.618 |
0.9842 |
|
0.500 |
0.9838 |
|
0.382 |
0.9834 |
|
LOW |
0.9820 |
|
0.618 |
0.9798 |
|
1.000 |
0.9784 |
|
1.618 |
0.9762 |
|
2.618 |
0.9726 |
|
4.250 |
0.9667 |
|
|
| Fisher Pivots for day following 09-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9838 |
0.9834 |
| PP |
0.9834 |
0.9831 |
| S1 |
0.9830 |
0.9829 |
|