CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 06-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2014 |
06-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9794 |
0.9795 |
0.0001 |
0.0% |
0.9796 |
| High |
0.9827 |
0.9860 |
0.0033 |
0.3% |
0.9808 |
| Low |
0.9794 |
0.9795 |
0.0001 |
0.0% |
0.9700 |
| Close |
0.9801 |
0.9853 |
0.0052 |
0.5% |
0.9790 |
| Range |
0.0033 |
0.0065 |
0.0032 |
97.0% |
0.0108 |
| ATR |
0.0049 |
0.0051 |
0.0001 |
2.2% |
0.0000 |
| Volume |
789 |
321 |
-468 |
-59.3% |
975 |
|
| Daily Pivots for day following 06-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0031 |
1.0007 |
0.9889 |
|
| R3 |
0.9966 |
0.9942 |
0.9871 |
|
| R2 |
0.9901 |
0.9901 |
0.9865 |
|
| R1 |
0.9877 |
0.9877 |
0.9859 |
0.9889 |
| PP |
0.9836 |
0.9836 |
0.9836 |
0.9842 |
| S1 |
0.9812 |
0.9812 |
0.9847 |
0.9824 |
| S2 |
0.9771 |
0.9771 |
0.9841 |
|
| S3 |
0.9706 |
0.9747 |
0.9835 |
|
| S4 |
0.9641 |
0.9682 |
0.9817 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0090 |
1.0048 |
0.9849 |
|
| R3 |
0.9982 |
0.9940 |
0.9820 |
|
| R2 |
0.9874 |
0.9874 |
0.9810 |
|
| R1 |
0.9832 |
0.9832 |
0.9800 |
0.9799 |
| PP |
0.9766 |
0.9766 |
0.9766 |
0.9750 |
| S1 |
0.9724 |
0.9724 |
0.9780 |
0.9691 |
| S2 |
0.9658 |
0.9658 |
0.9770 |
|
| S3 |
0.9550 |
0.9616 |
0.9760 |
|
| S4 |
0.9442 |
0.9508 |
0.9731 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9860 |
0.9700 |
0.0160 |
1.6% |
0.0055 |
0.6% |
96% |
True |
False |
320 |
| 10 |
0.9860 |
0.9700 |
0.0160 |
1.6% |
0.0050 |
0.5% |
96% |
True |
False |
239 |
| 20 |
0.9875 |
0.9700 |
0.0175 |
1.8% |
0.0050 |
0.5% |
87% |
False |
False |
226 |
| 40 |
0.9892 |
0.9595 |
0.0297 |
3.0% |
0.0048 |
0.5% |
87% |
False |
False |
147 |
| 60 |
0.9892 |
0.9595 |
0.0297 |
3.0% |
0.0041 |
0.4% |
87% |
False |
False |
100 |
| 80 |
0.9931 |
0.9575 |
0.0356 |
3.6% |
0.0036 |
0.4% |
78% |
False |
False |
75 |
| 100 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0030 |
0.3% |
81% |
False |
False |
61 |
| 120 |
1.0087 |
0.9515 |
0.0572 |
5.8% |
0.0026 |
0.3% |
59% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0136 |
|
2.618 |
1.0030 |
|
1.618 |
0.9965 |
|
1.000 |
0.9925 |
|
0.618 |
0.9900 |
|
HIGH |
0.9860 |
|
0.618 |
0.9835 |
|
0.500 |
0.9828 |
|
0.382 |
0.9820 |
|
LOW |
0.9795 |
|
0.618 |
0.9755 |
|
1.000 |
0.9730 |
|
1.618 |
0.9690 |
|
2.618 |
0.9625 |
|
4.250 |
0.9519 |
|
|
| Fisher Pivots for day following 06-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9845 |
0.9829 |
| PP |
0.9836 |
0.9804 |
| S1 |
0.9828 |
0.9780 |
|