CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 16-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9820 |
0.9848 |
0.0028 |
0.3% |
0.9821 |
| High |
0.9875 |
0.9868 |
-0.0007 |
-0.1% |
0.9875 |
| Low |
0.9794 |
0.9837 |
0.0043 |
0.4% |
0.9771 |
| Close |
0.9851 |
0.9853 |
0.0002 |
0.0% |
0.9853 |
| Range |
0.0081 |
0.0031 |
-0.0050 |
-61.7% |
0.0104 |
| ATR |
0.0055 |
0.0053 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
186,881 |
100,415 |
-86,466 |
-46.3% |
564,236 |
|
| Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9946 |
0.9930 |
0.9870 |
|
| R3 |
0.9915 |
0.9899 |
0.9862 |
|
| R2 |
0.9884 |
0.9884 |
0.9859 |
|
| R1 |
0.9868 |
0.9868 |
0.9856 |
0.9876 |
| PP |
0.9853 |
0.9853 |
0.9853 |
0.9857 |
| S1 |
0.9837 |
0.9837 |
0.9850 |
0.9845 |
| S2 |
0.9822 |
0.9822 |
0.9847 |
|
| S3 |
0.9791 |
0.9806 |
0.9844 |
|
| S4 |
0.9760 |
0.9775 |
0.9836 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0145 |
1.0103 |
0.9910 |
|
| R3 |
1.0041 |
0.9999 |
0.9882 |
|
| R2 |
0.9937 |
0.9937 |
0.9872 |
|
| R1 |
0.9895 |
0.9895 |
0.9863 |
0.9916 |
| PP |
0.9833 |
0.9833 |
0.9833 |
0.9844 |
| S1 |
0.9791 |
0.9791 |
0.9843 |
0.9812 |
| S2 |
0.9729 |
0.9729 |
0.9834 |
|
| S3 |
0.9625 |
0.9687 |
0.9824 |
|
| S4 |
0.9521 |
0.9583 |
0.9796 |
|
|
| 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% |
0.0047 |
0.5% |
79% |
False |
False |
112,847 |
| 10 |
0.9875 |
0.9771 |
0.0104 |
1.1% |
0.0048 |
0.5% |
79% |
False |
False |
108,160 |
| 20 |
0.9875 |
0.9687 |
0.0188 |
1.9% |
0.0049 |
0.5% |
88% |
False |
False |
103,815 |
| 40 |
0.9875 |
0.9598 |
0.0277 |
2.8% |
0.0056 |
0.6% |
92% |
False |
False |
111,635 |
| 60 |
0.9889 |
0.9598 |
0.0291 |
3.0% |
0.0060 |
0.6% |
88% |
False |
False |
91,361 |
| 80 |
0.9930 |
0.9548 |
0.0382 |
3.9% |
0.0068 |
0.7% |
80% |
False |
False |
68,620 |
| 100 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0064 |
0.7% |
82% |
False |
False |
54,916 |
| 120 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0061 |
0.6% |
82% |
False |
False |
45,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0000 |
|
2.618 |
0.9949 |
|
1.618 |
0.9918 |
|
1.000 |
0.9899 |
|
0.618 |
0.9887 |
|
HIGH |
0.9868 |
|
0.618 |
0.9856 |
|
0.500 |
0.9853 |
|
0.382 |
0.9849 |
|
LOW |
0.9837 |
|
0.618 |
0.9818 |
|
1.000 |
0.9806 |
|
1.618 |
0.9787 |
|
2.618 |
0.9756 |
|
4.250 |
0.9705 |
|
|
| Fisher Pivots for day following 16-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9853 |
0.9844 |
| PP |
0.9853 |
0.9835 |
| S1 |
0.9853 |
0.9826 |
|