CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 12-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2014 |
12-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9841 |
0.9821 |
-0.0020 |
-0.2% |
0.9783 |
| High |
0.9856 |
0.9824 |
-0.0032 |
-0.3% |
0.9861 |
| Low |
0.9820 |
0.9788 |
-0.0032 |
-0.3% |
0.9782 |
| Close |
0.9826 |
0.9790 |
-0.0036 |
-0.4% |
0.9826 |
| Range |
0.0036 |
0.0036 |
0.0000 |
0.0% |
0.0079 |
| ATR |
0.0056 |
0.0054 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
82,170 |
81,025 |
-1,145 |
-1.4% |
517,364 |
|
| Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9909 |
0.9885 |
0.9810 |
|
| R3 |
0.9873 |
0.9849 |
0.9800 |
|
| R2 |
0.9837 |
0.9837 |
0.9797 |
|
| R1 |
0.9813 |
0.9813 |
0.9793 |
0.9807 |
| PP |
0.9801 |
0.9801 |
0.9801 |
0.9798 |
| S1 |
0.9777 |
0.9777 |
0.9787 |
0.9771 |
| S2 |
0.9765 |
0.9765 |
0.9783 |
|
| S3 |
0.9729 |
0.9741 |
0.9780 |
|
| S4 |
0.9693 |
0.9705 |
0.9770 |
|
|
| 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 |
0.9788 |
0.0073 |
0.7% |
0.0049 |
0.5% |
3% |
False |
True |
106,835 |
| 10 |
0.9861 |
0.9687 |
0.0174 |
1.8% |
0.0051 |
0.5% |
59% |
False |
False |
103,538 |
| 20 |
0.9864 |
0.9687 |
0.0177 |
1.8% |
0.0050 |
0.5% |
58% |
False |
False |
100,536 |
| 40 |
0.9881 |
0.9598 |
0.0283 |
2.9% |
0.0058 |
0.6% |
68% |
False |
False |
111,906 |
| 60 |
0.9889 |
0.9598 |
0.0291 |
3.0% |
0.0063 |
0.6% |
66% |
False |
False |
83,350 |
| 80 |
0.9930 |
0.9548 |
0.0382 |
3.9% |
0.0068 |
0.7% |
63% |
False |
False |
62,585 |
| 100 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0065 |
0.7% |
68% |
False |
False |
50,090 |
| 120 |
1.0050 |
0.9495 |
0.0555 |
5.7% |
0.0061 |
0.6% |
53% |
False |
False |
41,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9977 |
|
2.618 |
0.9918 |
|
1.618 |
0.9882 |
|
1.000 |
0.9860 |
|
0.618 |
0.9846 |
|
HIGH |
0.9824 |
|
0.618 |
0.9810 |
|
0.500 |
0.9806 |
|
0.382 |
0.9802 |
|
LOW |
0.9788 |
|
0.618 |
0.9766 |
|
1.000 |
0.9752 |
|
1.618 |
0.9730 |
|
2.618 |
0.9694 |
|
4.250 |
0.9635 |
|
|
| Fisher Pivots for day following 12-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9806 |
0.9823 |
| PP |
0.9801 |
0.9812 |
| S1 |
0.9795 |
0.9801 |
|