CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 29-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2014 |
29-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9810 |
0.9828 |
0.0018 |
0.2% |
0.9860 |
| High |
0.9845 |
0.9865 |
0.0020 |
0.2% |
0.9925 |
| Low |
0.9810 |
0.9825 |
0.0015 |
0.2% |
0.9809 |
| Close |
0.9825 |
0.9836 |
0.0011 |
0.1% |
0.9813 |
| Range |
0.0035 |
0.0040 |
0.0005 |
14.3% |
0.0116 |
| ATR |
0.0046 |
0.0045 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
331 |
1,987 |
1,656 |
500.3% |
2,502 |
|
| Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9962 |
0.9939 |
0.9858 |
|
| R3 |
0.9922 |
0.9899 |
0.9847 |
|
| R2 |
0.9882 |
0.9882 |
0.9843 |
|
| R1 |
0.9859 |
0.9859 |
0.9840 |
0.9871 |
| PP |
0.9842 |
0.9842 |
0.9842 |
0.9848 |
| S1 |
0.9819 |
0.9819 |
0.9832 |
0.9831 |
| S2 |
0.9802 |
0.9802 |
0.9829 |
|
| S3 |
0.9762 |
0.9779 |
0.9825 |
|
| S4 |
0.9722 |
0.9739 |
0.9814 |
|
|
| 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 |
0.9871 |
0.9795 |
0.0076 |
0.8% |
0.0037 |
0.4% |
54% |
False |
False |
928 |
| 10 |
0.9925 |
0.9795 |
0.0130 |
1.3% |
0.0045 |
0.5% |
32% |
False |
False |
684 |
| 20 |
0.9925 |
0.9700 |
0.0225 |
2.3% |
0.0044 |
0.4% |
60% |
False |
False |
537 |
| 40 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0046 |
0.5% |
73% |
False |
False |
353 |
| 60 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0045 |
0.5% |
73% |
False |
False |
253 |
| 80 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0041 |
0.4% |
73% |
False |
False |
191 |
| 100 |
0.9931 |
0.9555 |
0.0376 |
3.8% |
0.0035 |
0.4% |
75% |
False |
False |
153 |
| 120 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0031 |
0.3% |
77% |
False |
False |
127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0035 |
|
2.618 |
0.9970 |
|
1.618 |
0.9930 |
|
1.000 |
0.9905 |
|
0.618 |
0.9890 |
|
HIGH |
0.9865 |
|
0.618 |
0.9850 |
|
0.500 |
0.9845 |
|
0.382 |
0.9840 |
|
LOW |
0.9825 |
|
0.618 |
0.9800 |
|
1.000 |
0.9785 |
|
1.618 |
0.9760 |
|
2.618 |
0.9720 |
|
4.250 |
0.9655 |
|
|
| Fisher Pivots for day following 29-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9845 |
0.9834 |
| PP |
0.9842 |
0.9832 |
| S1 |
0.9839 |
0.9830 |
|