CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 14-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2014 |
14-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9791 |
0.9780 |
-0.0011 |
-0.1% |
0.9783 |
| High |
0.9800 |
0.9833 |
0.0033 |
0.3% |
0.9861 |
| Low |
0.9771 |
0.9777 |
0.0006 |
0.1% |
0.9782 |
| Close |
0.9777 |
0.9827 |
0.0050 |
0.5% |
0.9826 |
| Range |
0.0029 |
0.0056 |
0.0027 |
93.1% |
0.0079 |
| ATR |
0.0052 |
0.0053 |
0.0000 |
0.5% |
0.0000 |
| Volume |
93,645 |
102,270 |
8,625 |
9.2% |
517,364 |
|
| Daily Pivots for day following 14-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9980 |
0.9960 |
0.9858 |
|
| R3 |
0.9924 |
0.9904 |
0.9842 |
|
| R2 |
0.9868 |
0.9868 |
0.9837 |
|
| R1 |
0.9848 |
0.9848 |
0.9832 |
0.9858 |
| PP |
0.9812 |
0.9812 |
0.9812 |
0.9818 |
| S1 |
0.9792 |
0.9792 |
0.9822 |
0.9802 |
| S2 |
0.9756 |
0.9756 |
0.9817 |
|
| S3 |
0.9700 |
0.9736 |
0.9812 |
|
| S4 |
0.9644 |
0.9680 |
0.9796 |
|
|
| 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 |
0.9858 |
0.9771 |
0.0087 |
0.9% |
0.0041 |
0.4% |
64% |
False |
False |
95,444 |
| 10 |
0.9861 |
0.9687 |
0.0174 |
1.8% |
0.0050 |
0.5% |
80% |
False |
False |
103,050 |
| 20 |
0.9861 |
0.9687 |
0.0174 |
1.8% |
0.0049 |
0.5% |
80% |
False |
False |
98,808 |
| 40 |
0.9877 |
0.9598 |
0.0279 |
2.8% |
0.0057 |
0.6% |
82% |
False |
False |
110,875 |
| 60 |
0.9889 |
0.9598 |
0.0291 |
3.0% |
0.0061 |
0.6% |
79% |
False |
False |
86,601 |
| 80 |
0.9930 |
0.9548 |
0.0382 |
3.9% |
0.0068 |
0.7% |
73% |
False |
False |
65,031 |
| 100 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0064 |
0.7% |
76% |
False |
False |
52,045 |
| 120 |
1.0005 |
0.9495 |
0.0510 |
5.2% |
0.0061 |
0.6% |
65% |
False |
False |
43,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0071 |
|
2.618 |
0.9980 |
|
1.618 |
0.9924 |
|
1.000 |
0.9889 |
|
0.618 |
0.9868 |
|
HIGH |
0.9833 |
|
0.618 |
0.9812 |
|
0.500 |
0.9805 |
|
0.382 |
0.9798 |
|
LOW |
0.9777 |
|
0.618 |
0.9742 |
|
1.000 |
0.9721 |
|
1.618 |
0.9686 |
|
2.618 |
0.9630 |
|
4.250 |
0.9539 |
|
|
| Fisher Pivots for day following 14-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9820 |
0.9819 |
| PP |
0.9812 |
0.9810 |
| S1 |
0.9805 |
0.9802 |
|