CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 30-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2014 |
30-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9823 |
0.9829 |
0.0006 |
0.1% |
0.9807 |
| High |
0.9860 |
0.9854 |
-0.0006 |
-0.1% |
0.9860 |
| Low |
0.9819 |
0.9819 |
0.0000 |
0.0% |
0.9787 |
| Close |
0.9830 |
0.9834 |
0.0004 |
0.0% |
0.9834 |
| Range |
0.0041 |
0.0035 |
-0.0006 |
-14.6% |
0.0073 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
110,827 |
97,092 |
-13,735 |
-12.4% |
412,923 |
|
| Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9941 |
0.9922 |
0.9853 |
|
| R3 |
0.9906 |
0.9887 |
0.9844 |
|
| R2 |
0.9871 |
0.9871 |
0.9840 |
|
| R1 |
0.9852 |
0.9852 |
0.9837 |
0.9862 |
| PP |
0.9836 |
0.9836 |
0.9836 |
0.9840 |
| S1 |
0.9817 |
0.9817 |
0.9831 |
0.9827 |
| S2 |
0.9801 |
0.9801 |
0.9828 |
|
| S3 |
0.9766 |
0.9782 |
0.9824 |
|
| S4 |
0.9731 |
0.9747 |
0.9815 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0046 |
1.0013 |
0.9874 |
|
| R3 |
0.9973 |
0.9940 |
0.9854 |
|
| R2 |
0.9900 |
0.9900 |
0.9847 |
|
| R1 |
0.9867 |
0.9867 |
0.9841 |
0.9884 |
| PP |
0.9827 |
0.9827 |
0.9827 |
0.9835 |
| S1 |
0.9794 |
0.9794 |
0.9827 |
0.9811 |
| S2 |
0.9754 |
0.9754 |
0.9821 |
|
| S3 |
0.9681 |
0.9721 |
0.9814 |
|
| S4 |
0.9608 |
0.9648 |
0.9794 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9860 |
0.9787 |
0.0073 |
0.7% |
0.0040 |
0.4% |
64% |
False |
False |
99,453 |
| 10 |
0.9920 |
0.9787 |
0.0133 |
1.4% |
0.0044 |
0.5% |
35% |
False |
False |
105,382 |
| 20 |
0.9920 |
0.9687 |
0.0233 |
2.4% |
0.0050 |
0.5% |
63% |
False |
False |
110,708 |
| 40 |
0.9920 |
0.9598 |
0.0322 |
3.3% |
0.0053 |
0.5% |
73% |
False |
False |
110,082 |
| 60 |
0.9920 |
0.9598 |
0.0322 |
3.3% |
0.0058 |
0.6% |
73% |
False |
False |
106,968 |
| 80 |
0.9925 |
0.9598 |
0.0327 |
3.3% |
0.0061 |
0.6% |
72% |
False |
False |
80,505 |
| 100 |
0.9930 |
0.9512 |
0.0418 |
4.3% |
0.0065 |
0.7% |
77% |
False |
False |
64,444 |
| 120 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0062 |
0.6% |
78% |
False |
False |
53,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0003 |
|
2.618 |
0.9946 |
|
1.618 |
0.9911 |
|
1.000 |
0.9889 |
|
0.618 |
0.9876 |
|
HIGH |
0.9854 |
|
0.618 |
0.9841 |
|
0.500 |
0.9837 |
|
0.382 |
0.9832 |
|
LOW |
0.9819 |
|
0.618 |
0.9797 |
|
1.000 |
0.9784 |
|
1.618 |
0.9762 |
|
2.618 |
0.9727 |
|
4.250 |
0.9670 |
|
|
| Fisher Pivots for day following 30-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9837 |
0.9833 |
| PP |
0.9836 |
0.9832 |
| S1 |
0.9835 |
0.9831 |
|