CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 19-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2014 |
19-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9848 |
0.9854 |
0.0006 |
0.1% |
0.9821 |
| High |
0.9868 |
0.9893 |
0.0025 |
0.3% |
0.9875 |
| Low |
0.9837 |
0.9845 |
0.0008 |
0.1% |
0.9771 |
| Close |
0.9853 |
0.9872 |
0.0019 |
0.2% |
0.9853 |
| Range |
0.0031 |
0.0048 |
0.0017 |
54.8% |
0.0104 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
100,415 |
115,175 |
14,760 |
14.7% |
564,236 |
|
| Daily Pivots for day following 19-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0014 |
0.9991 |
0.9898 |
|
| R3 |
0.9966 |
0.9943 |
0.9885 |
|
| R2 |
0.9918 |
0.9918 |
0.9881 |
|
| R1 |
0.9895 |
0.9895 |
0.9876 |
0.9907 |
| PP |
0.9870 |
0.9870 |
0.9870 |
0.9876 |
| S1 |
0.9847 |
0.9847 |
0.9868 |
0.9859 |
| S2 |
0.9822 |
0.9822 |
0.9863 |
|
| S3 |
0.9774 |
0.9799 |
0.9859 |
|
| S4 |
0.9726 |
0.9751 |
0.9846 |
|
|
| 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 |
0.9893 |
0.9771 |
0.0122 |
1.2% |
0.0049 |
0.5% |
83% |
True |
False |
119,677 |
| 10 |
0.9893 |
0.9771 |
0.0122 |
1.2% |
0.0049 |
0.5% |
83% |
True |
False |
113,256 |
| 20 |
0.9893 |
0.9687 |
0.0206 |
2.1% |
0.0050 |
0.5% |
90% |
True |
False |
107,460 |
| 40 |
0.9893 |
0.9598 |
0.0295 |
3.0% |
0.0056 |
0.6% |
93% |
True |
False |
112,447 |
| 60 |
0.9893 |
0.9598 |
0.0295 |
3.0% |
0.0060 |
0.6% |
93% |
True |
False |
93,264 |
| 80 |
0.9930 |
0.9598 |
0.0332 |
3.4% |
0.0066 |
0.7% |
83% |
False |
False |
70,059 |
| 100 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0065 |
0.7% |
87% |
False |
False |
56,067 |
| 120 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0062 |
0.6% |
87% |
False |
False |
46,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0097 |
|
2.618 |
1.0019 |
|
1.618 |
0.9971 |
|
1.000 |
0.9941 |
|
0.618 |
0.9923 |
|
HIGH |
0.9893 |
|
0.618 |
0.9875 |
|
0.500 |
0.9869 |
|
0.382 |
0.9863 |
|
LOW |
0.9845 |
|
0.618 |
0.9815 |
|
1.000 |
0.9797 |
|
1.618 |
0.9767 |
|
2.618 |
0.9719 |
|
4.250 |
0.9641 |
|
|
| Fisher Pivots for day following 19-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9871 |
0.9863 |
| PP |
0.9870 |
0.9853 |
| S1 |
0.9869 |
0.9844 |
|