CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 09-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2014 |
09-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9827 |
0.9845 |
0.0018 |
0.2% |
0.9794 |
| High |
0.9862 |
0.9850 |
-0.0012 |
-0.1% |
0.9865 |
| Low |
0.9819 |
0.9827 |
0.0008 |
0.1% |
0.9794 |
| Close |
0.9862 |
0.9832 |
-0.0030 |
-0.3% |
0.9832 |
| Range |
0.0043 |
0.0023 |
-0.0020 |
-46.5% |
0.0071 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
611 |
502 |
-109 |
-17.8% |
2,879 |
|
| Daily Pivots for day following 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9905 |
0.9892 |
0.9845 |
|
| R3 |
0.9882 |
0.9869 |
0.9838 |
|
| R2 |
0.9859 |
0.9859 |
0.9836 |
|
| R1 |
0.9846 |
0.9846 |
0.9834 |
0.9841 |
| PP |
0.9836 |
0.9836 |
0.9836 |
0.9834 |
| S1 |
0.9823 |
0.9823 |
0.9830 |
0.9818 |
| S2 |
0.9813 |
0.9813 |
0.9828 |
|
| S3 |
0.9790 |
0.9800 |
0.9826 |
|
| S4 |
0.9767 |
0.9777 |
0.9819 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0043 |
1.0009 |
0.9871 |
|
| R3 |
0.9972 |
0.9938 |
0.9852 |
|
| R2 |
0.9901 |
0.9901 |
0.9845 |
|
| R1 |
0.9867 |
0.9867 |
0.9839 |
0.9884 |
| PP |
0.9830 |
0.9830 |
0.9830 |
0.9839 |
| S1 |
0.9796 |
0.9796 |
0.9825 |
0.9813 |
| S2 |
0.9759 |
0.9759 |
0.9819 |
|
| S3 |
0.9688 |
0.9725 |
0.9812 |
|
| S4 |
0.9617 |
0.9654 |
0.9793 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9865 |
0.9794 |
0.0071 |
0.7% |
0.0043 |
0.4% |
54% |
False |
False |
575 |
| 10 |
0.9865 |
0.9700 |
0.0165 |
1.7% |
0.0047 |
0.5% |
80% |
False |
False |
385 |
| 20 |
0.9870 |
0.9700 |
0.0170 |
1.7% |
0.0043 |
0.4% |
78% |
False |
False |
281 |
| 40 |
0.9892 |
0.9595 |
0.0297 |
3.0% |
0.0049 |
0.5% |
80% |
False |
False |
189 |
| 60 |
0.9892 |
0.9595 |
0.0297 |
3.0% |
0.0043 |
0.4% |
80% |
False |
False |
129 |
| 80 |
0.9931 |
0.9575 |
0.0356 |
3.6% |
0.0037 |
0.4% |
72% |
False |
False |
97 |
| 100 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0031 |
0.3% |
76% |
False |
False |
78 |
| 120 |
1.0016 |
0.9515 |
0.0501 |
5.1% |
0.0027 |
0.3% |
63% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9948 |
|
2.618 |
0.9910 |
|
1.618 |
0.9887 |
|
1.000 |
0.9873 |
|
0.618 |
0.9864 |
|
HIGH |
0.9850 |
|
0.618 |
0.9841 |
|
0.500 |
0.9839 |
|
0.382 |
0.9836 |
|
LOW |
0.9827 |
|
0.618 |
0.9813 |
|
1.000 |
0.9804 |
|
1.618 |
0.9790 |
|
2.618 |
0.9767 |
|
4.250 |
0.9729 |
|
|
| Fisher Pivots for day following 09-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9839 |
0.9839 |
| PP |
0.9836 |
0.9836 |
| S1 |
0.9834 |
0.9834 |
|