CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 28-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2014 |
28-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9812 |
0.9810 |
-0.0002 |
0.0% |
0.9860 |
| High |
0.9829 |
0.9845 |
0.0016 |
0.2% |
0.9925 |
| Low |
0.9795 |
0.9810 |
0.0015 |
0.2% |
0.9809 |
| Close |
0.9814 |
0.9825 |
0.0011 |
0.1% |
0.9813 |
| Range |
0.0034 |
0.0035 |
0.0001 |
2.9% |
0.0116 |
| ATR |
0.0046 |
0.0046 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
1,399 |
331 |
-1,068 |
-76.3% |
2,502 |
|
| Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9932 |
0.9913 |
0.9844 |
|
| R3 |
0.9897 |
0.9878 |
0.9835 |
|
| R2 |
0.9862 |
0.9862 |
0.9831 |
|
| R1 |
0.9843 |
0.9843 |
0.9828 |
0.9853 |
| PP |
0.9827 |
0.9827 |
0.9827 |
0.9831 |
| S1 |
0.9808 |
0.9808 |
0.9822 |
0.9818 |
| S2 |
0.9792 |
0.9792 |
0.9819 |
|
| S3 |
0.9757 |
0.9773 |
0.9815 |
|
| S4 |
0.9722 |
0.9738 |
0.9806 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0197 |
1.0121 |
0.9877 |
|
| R3 |
1.0081 |
1.0005 |
0.9845 |
|
| R2 |
0.9965 |
0.9965 |
0.9834 |
|
| R1 |
0.9889 |
0.9889 |
0.9824 |
0.9869 |
| PP |
0.9849 |
0.9849 |
0.9849 |
0.9839 |
| S1 |
0.9773 |
0.9773 |
0.9802 |
0.9753 |
| S2 |
0.9733 |
0.9733 |
0.9792 |
|
| S3 |
0.9617 |
0.9657 |
0.9781 |
|
| S4 |
0.9501 |
0.9541 |
0.9749 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9925 |
0.9795 |
0.0130 |
1.3% |
0.0045 |
0.5% |
23% |
False |
False |
577 |
| 10 |
0.9925 |
0.9791 |
0.0134 |
1.4% |
0.0045 |
0.5% |
25% |
False |
False |
507 |
| 20 |
0.9925 |
0.9700 |
0.0225 |
2.3% |
0.0045 |
0.5% |
56% |
False |
False |
442 |
| 40 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0046 |
0.5% |
70% |
False |
False |
307 |
| 60 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0045 |
0.5% |
70% |
False |
False |
220 |
| 80 |
0.9931 |
0.9595 |
0.0336 |
3.4% |
0.0040 |
0.4% |
68% |
False |
False |
166 |
| 100 |
0.9931 |
0.9555 |
0.0376 |
3.8% |
0.0035 |
0.4% |
72% |
False |
False |
133 |
| 120 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0031 |
0.3% |
75% |
False |
False |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9994 |
|
2.618 |
0.9937 |
|
1.618 |
0.9902 |
|
1.000 |
0.9880 |
|
0.618 |
0.9867 |
|
HIGH |
0.9845 |
|
0.618 |
0.9832 |
|
0.500 |
0.9828 |
|
0.382 |
0.9823 |
|
LOW |
0.9810 |
|
0.618 |
0.9788 |
|
1.000 |
0.9775 |
|
1.618 |
0.9753 |
|
2.618 |
0.9718 |
|
4.250 |
0.9661 |
|
|
| Fisher Pivots for day following 28-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9828 |
0.9823 |
| PP |
0.9827 |
0.9822 |
| S1 |
0.9826 |
0.9820 |
|