CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 21-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9856 |
0.9873 |
0.0017 |
0.2% |
0.9821 |
| High |
0.9885 |
0.9920 |
0.0035 |
0.4% |
0.9875 |
| Low |
0.9844 |
0.9840 |
-0.0004 |
0.0% |
0.9771 |
| Close |
0.9876 |
0.9863 |
-0.0013 |
-0.1% |
0.9853 |
| Range |
0.0041 |
0.0080 |
0.0039 |
95.1% |
0.0104 |
| ATR |
0.0052 |
0.0054 |
0.0002 |
3.9% |
0.0000 |
| Volume |
92,771 |
145,933 |
53,162 |
57.3% |
564,236 |
|
| Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0114 |
1.0069 |
0.9907 |
|
| R3 |
1.0034 |
0.9989 |
0.9885 |
|
| R2 |
0.9954 |
0.9954 |
0.9878 |
|
| R1 |
0.9909 |
0.9909 |
0.9870 |
0.9892 |
| PP |
0.9874 |
0.9874 |
0.9874 |
0.9866 |
| S1 |
0.9829 |
0.9829 |
0.9856 |
0.9812 |
| S2 |
0.9794 |
0.9794 |
0.9848 |
|
| S3 |
0.9714 |
0.9749 |
0.9841 |
|
| S4 |
0.9634 |
0.9669 |
0.9819 |
|
|
| 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 |
0.9920 |
0.9794 |
0.0126 |
1.3% |
0.0056 |
0.6% |
55% |
True |
False |
128,235 |
| 10 |
0.9920 |
0.9771 |
0.0149 |
1.5% |
0.0049 |
0.5% |
62% |
True |
False |
111,839 |
| 20 |
0.9920 |
0.9687 |
0.0233 |
2.4% |
0.0052 |
0.5% |
76% |
True |
False |
110,808 |
| 40 |
0.9920 |
0.9598 |
0.0322 |
3.3% |
0.0057 |
0.6% |
82% |
True |
False |
113,060 |
| 60 |
0.9920 |
0.9598 |
0.0322 |
3.3% |
0.0060 |
0.6% |
82% |
True |
False |
97,227 |
| 80 |
0.9930 |
0.9598 |
0.0332 |
3.4% |
0.0065 |
0.7% |
80% |
False |
False |
73,027 |
| 100 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0066 |
0.7% |
85% |
False |
False |
58,453 |
| 120 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0062 |
0.6% |
85% |
False |
False |
48,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0260 |
|
2.618 |
1.0129 |
|
1.618 |
1.0049 |
|
1.000 |
1.0000 |
|
0.618 |
0.9969 |
|
HIGH |
0.9920 |
|
0.618 |
0.9889 |
|
0.500 |
0.9880 |
|
0.382 |
0.9871 |
|
LOW |
0.9840 |
|
0.618 |
0.9791 |
|
1.000 |
0.9760 |
|
1.618 |
0.9711 |
|
2.618 |
0.9631 |
|
4.250 |
0.9500 |
|
|
| Fisher Pivots for day following 21-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9880 |
0.9880 |
| PP |
0.9874 |
0.9874 |
| S1 |
0.9869 |
0.9869 |
|