CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 23-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9862 |
0.9830 |
-0.0032 |
-0.3% |
0.9854 |
| High |
0.9867 |
0.9844 |
-0.0023 |
-0.2% |
0.9920 |
| Low |
0.9823 |
0.9804 |
-0.0019 |
-0.2% |
0.9804 |
| Close |
0.9824 |
0.9807 |
-0.0017 |
-0.2% |
0.9807 |
| Range |
0.0044 |
0.0040 |
-0.0004 |
-9.1% |
0.0116 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
102,269 |
84,342 |
-17,927 |
-17.5% |
540,490 |
|
| Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9938 |
0.9913 |
0.9829 |
|
| R3 |
0.9898 |
0.9873 |
0.9818 |
|
| R2 |
0.9858 |
0.9858 |
0.9814 |
|
| R1 |
0.9833 |
0.9833 |
0.9811 |
0.9826 |
| PP |
0.9818 |
0.9818 |
0.9818 |
0.9815 |
| S1 |
0.9793 |
0.9793 |
0.9803 |
0.9786 |
| S2 |
0.9778 |
0.9778 |
0.9800 |
|
| S3 |
0.9738 |
0.9753 |
0.9796 |
|
| S4 |
0.9698 |
0.9713 |
0.9785 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0192 |
1.0115 |
0.9871 |
|
| R3 |
1.0076 |
0.9999 |
0.9839 |
|
| R2 |
0.9960 |
0.9960 |
0.9828 |
|
| R1 |
0.9883 |
0.9883 |
0.9818 |
0.9864 |
| PP |
0.9844 |
0.9844 |
0.9844 |
0.9834 |
| S1 |
0.9767 |
0.9767 |
0.9796 |
0.9748 |
| S2 |
0.9728 |
0.9728 |
0.9786 |
|
| S3 |
0.9612 |
0.9651 |
0.9775 |
|
| S4 |
0.9496 |
0.9535 |
0.9743 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9920 |
0.9804 |
0.0116 |
1.2% |
0.0051 |
0.5% |
3% |
False |
True |
108,098 |
| 10 |
0.9920 |
0.9771 |
0.0149 |
1.5% |
0.0049 |
0.5% |
24% |
False |
False |
110,472 |
| 20 |
0.9920 |
0.9687 |
0.0233 |
2.4% |
0.0051 |
0.5% |
52% |
False |
False |
108,588 |
| 40 |
0.9920 |
0.9598 |
0.0322 |
3.3% |
0.0055 |
0.6% |
65% |
False |
False |
111,493 |
| 60 |
0.9920 |
0.9598 |
0.0322 |
3.3% |
0.0060 |
0.6% |
65% |
False |
False |
100,288 |
| 80 |
0.9930 |
0.9598 |
0.0332 |
3.4% |
0.0064 |
0.6% |
63% |
False |
False |
75,355 |
| 100 |
0.9930 |
0.9504 |
0.0426 |
4.3% |
0.0066 |
0.7% |
71% |
False |
False |
60,319 |
| 120 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0062 |
0.6% |
72% |
False |
False |
50,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0014 |
|
2.618 |
0.9949 |
|
1.618 |
0.9909 |
|
1.000 |
0.9884 |
|
0.618 |
0.9869 |
|
HIGH |
0.9844 |
|
0.618 |
0.9829 |
|
0.500 |
0.9824 |
|
0.382 |
0.9819 |
|
LOW |
0.9804 |
|
0.618 |
0.9779 |
|
1.000 |
0.9764 |
|
1.618 |
0.9739 |
|
2.618 |
0.9699 |
|
4.250 |
0.9634 |
|
|
| Fisher Pivots for day following 23-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9824 |
0.9862 |
| PP |
0.9818 |
0.9844 |
| S1 |
0.9813 |
0.9825 |
|