CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 15-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9797 |
0.9837 |
0.0040 |
0.4% |
0.9794 |
| High |
0.9836 |
0.9880 |
0.0044 |
0.4% |
0.9865 |
| Low |
0.9791 |
0.9804 |
0.0013 |
0.1% |
0.9794 |
| Close |
0.9833 |
0.9857 |
0.0024 |
0.2% |
0.9832 |
| Range |
0.0045 |
0.0076 |
0.0031 |
68.9% |
0.0071 |
| ATR |
0.0047 |
0.0049 |
0.0002 |
4.4% |
0.0000 |
| Volume |
215 |
271 |
56 |
26.0% |
2,879 |
|
| Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0075 |
1.0042 |
0.9899 |
|
| R3 |
0.9999 |
0.9966 |
0.9878 |
|
| R2 |
0.9923 |
0.9923 |
0.9871 |
|
| R1 |
0.9890 |
0.9890 |
0.9864 |
0.9907 |
| PP |
0.9847 |
0.9847 |
0.9847 |
0.9855 |
| S1 |
0.9814 |
0.9814 |
0.9850 |
0.9831 |
| S2 |
0.9771 |
0.9771 |
0.9843 |
|
| S3 |
0.9695 |
0.9738 |
0.9836 |
|
| S4 |
0.9619 |
0.9662 |
0.9815 |
|
|
| 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 |
0.9880 |
0.9778 |
0.0102 |
1.0% |
0.0038 |
0.4% |
77% |
True |
False |
279 |
| 10 |
0.9880 |
0.9700 |
0.0180 |
1.8% |
0.0048 |
0.5% |
87% |
True |
False |
395 |
| 20 |
0.9880 |
0.9700 |
0.0180 |
1.8% |
0.0044 |
0.4% |
87% |
True |
False |
282 |
| 40 |
0.9880 |
0.9595 |
0.0285 |
2.9% |
0.0047 |
0.5% |
92% |
True |
False |
210 |
| 60 |
0.9892 |
0.9595 |
0.0297 |
3.0% |
0.0043 |
0.4% |
88% |
False |
False |
144 |
| 80 |
0.9931 |
0.9592 |
0.0339 |
3.4% |
0.0039 |
0.4% |
78% |
False |
False |
109 |
| 100 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0032 |
0.3% |
82% |
False |
False |
87 |
| 120 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0029 |
0.3% |
82% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0203 |
|
2.618 |
1.0079 |
|
1.618 |
1.0003 |
|
1.000 |
0.9956 |
|
0.618 |
0.9927 |
|
HIGH |
0.9880 |
|
0.618 |
0.9851 |
|
0.500 |
0.9842 |
|
0.382 |
0.9833 |
|
LOW |
0.9804 |
|
0.618 |
0.9757 |
|
1.000 |
0.9728 |
|
1.618 |
0.9681 |
|
2.618 |
0.9605 |
|
4.250 |
0.9481 |
|
|
| Fisher Pivots for day following 15-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9852 |
0.9848 |
| PP |
0.9847 |
0.9838 |
| S1 |
0.9842 |
0.9829 |
|