CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 15-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9780 |
0.9820 |
0.0040 |
0.4% |
0.9783 |
| High |
0.9833 |
0.9875 |
0.0042 |
0.4% |
0.9861 |
| Low |
0.9777 |
0.9794 |
0.0017 |
0.2% |
0.9782 |
| Close |
0.9827 |
0.9851 |
0.0024 |
0.2% |
0.9826 |
| Range |
0.0056 |
0.0081 |
0.0025 |
44.6% |
0.0079 |
| ATR |
0.0053 |
0.0055 |
0.0002 |
3.8% |
0.0000 |
| Volume |
102,270 |
186,881 |
84,611 |
82.7% |
517,364 |
|
| Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0083 |
1.0048 |
0.9896 |
|
| R3 |
1.0002 |
0.9967 |
0.9873 |
|
| R2 |
0.9921 |
0.9921 |
0.9866 |
|
| R1 |
0.9886 |
0.9886 |
0.9858 |
0.9904 |
| PP |
0.9840 |
0.9840 |
0.9840 |
0.9849 |
| S1 |
0.9805 |
0.9805 |
0.9844 |
0.9823 |
| S2 |
0.9759 |
0.9759 |
0.9836 |
|
| S3 |
0.9678 |
0.9724 |
0.9829 |
|
| S4 |
0.9597 |
0.9643 |
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 |
0.9875 |
0.9771 |
0.0104 |
1.1% |
0.0048 |
0.5% |
77% |
True |
False |
109,198 |
| 10 |
0.9875 |
0.9687 |
0.0188 |
1.9% |
0.0055 |
0.6% |
87% |
True |
False |
116,034 |
| 20 |
0.9875 |
0.9687 |
0.0188 |
1.9% |
0.0051 |
0.5% |
87% |
True |
False |
103,360 |
| 40 |
0.9875 |
0.9598 |
0.0277 |
2.8% |
0.0056 |
0.6% |
91% |
True |
False |
111,943 |
| 60 |
0.9889 |
0.9598 |
0.0291 |
3.0% |
0.0061 |
0.6% |
87% |
False |
False |
89,696 |
| 80 |
0.9930 |
0.9548 |
0.0382 |
3.9% |
0.0068 |
0.7% |
79% |
False |
False |
67,367 |
| 100 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0065 |
0.7% |
82% |
False |
False |
53,913 |
| 120 |
0.9977 |
0.9495 |
0.0482 |
4.9% |
0.0062 |
0.6% |
74% |
False |
False |
44,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0219 |
|
2.618 |
1.0087 |
|
1.618 |
1.0006 |
|
1.000 |
0.9956 |
|
0.618 |
0.9925 |
|
HIGH |
0.9875 |
|
0.618 |
0.9844 |
|
0.500 |
0.9835 |
|
0.382 |
0.9825 |
|
LOW |
0.9794 |
|
0.618 |
0.9744 |
|
1.000 |
0.9713 |
|
1.618 |
0.9663 |
|
2.618 |
0.9582 |
|
4.250 |
0.9450 |
|
|
| Fisher Pivots for day following 15-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9846 |
0.9842 |
| PP |
0.9840 |
0.9832 |
| S1 |
0.9835 |
0.9823 |
|