CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 07-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2014 |
07-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9860 |
0.9855 |
-0.0005 |
-0.1% |
0.9759 |
| High |
0.9860 |
0.9855 |
-0.0005 |
-0.1% |
0.9807 |
| Low |
0.9860 |
0.9839 |
-0.0021 |
-0.2% |
0.9735 |
| Close |
0.9860 |
0.9839 |
-0.0021 |
-0.2% |
0.9796 |
| Range |
0.0000 |
0.0016 |
0.0016 |
|
0.0072 |
| ATR |
0.0036 |
0.0035 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
19 |
|
| Daily Pivots for day following 07-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9892 |
0.9882 |
0.9848 |
|
| R3 |
0.9876 |
0.9866 |
0.9843 |
|
| R2 |
0.9860 |
0.9860 |
0.9842 |
|
| R1 |
0.9850 |
0.9850 |
0.9840 |
0.9847 |
| PP |
0.9844 |
0.9844 |
0.9844 |
0.9843 |
| S1 |
0.9834 |
0.9834 |
0.9838 |
0.9831 |
| S2 |
0.9828 |
0.9828 |
0.9836 |
|
| S3 |
0.9812 |
0.9818 |
0.9835 |
|
| S4 |
0.9796 |
0.9802 |
0.9830 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9995 |
0.9968 |
0.9836 |
|
| R3 |
0.9923 |
0.9896 |
0.9816 |
|
| R2 |
0.9851 |
0.9851 |
0.9809 |
|
| R1 |
0.9824 |
0.9824 |
0.9803 |
0.9838 |
| PP |
0.9779 |
0.9779 |
0.9779 |
0.9786 |
| S1 |
0.9752 |
0.9752 |
0.9789 |
0.9766 |
| S2 |
0.9707 |
0.9707 |
0.9783 |
|
| S3 |
0.9635 |
0.9680 |
0.9776 |
|
| S4 |
0.9563 |
0.9608 |
0.9756 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9860 |
0.9735 |
0.0125 |
1.3% |
0.0023 |
0.2% |
83% |
False |
False |
4 |
| 10 |
0.9860 |
0.9735 |
0.0125 |
1.3% |
0.0022 |
0.2% |
83% |
False |
False |
3 |
| 20 |
0.9872 |
0.9735 |
0.0137 |
1.4% |
0.0015 |
0.2% |
76% |
False |
False |
3 |
| 40 |
0.9892 |
0.9618 |
0.0274 |
2.8% |
0.0018 |
0.2% |
81% |
False |
False |
4 |
| 60 |
0.9892 |
0.9618 |
0.0274 |
2.8% |
0.0016 |
0.2% |
81% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9923 |
|
2.618 |
0.9897 |
|
1.618 |
0.9881 |
|
1.000 |
0.9871 |
|
0.618 |
0.9865 |
|
HIGH |
0.9855 |
|
0.618 |
0.9849 |
|
0.500 |
0.9847 |
|
0.382 |
0.9845 |
|
LOW |
0.9839 |
|
0.618 |
0.9829 |
|
1.000 |
0.9823 |
|
1.618 |
0.9813 |
|
2.618 |
0.9797 |
|
4.250 |
0.9771 |
|
|
| Fisher Pivots for day following 07-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9847 |
0.9835 |
| PP |
0.9844 |
0.9831 |
| S1 |
0.9842 |
0.9827 |
|