CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 13-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9806 |
0.9794 |
-0.0012 |
-0.1% |
0.9793 |
| High |
0.9806 |
0.9796 |
-0.0010 |
-0.1% |
0.9869 |
| Low |
0.9794 |
0.9790 |
-0.0004 |
0.0% |
0.9793 |
| Close |
0.9803 |
0.9790 |
-0.0013 |
-0.1% |
0.9839 |
| Range |
0.0012 |
0.0006 |
-0.0006 |
-50.0% |
0.0076 |
| ATR |
0.0035 |
0.0033 |
-0.0002 |
-4.5% |
0.0000 |
| Volume |
2 |
12 |
10 |
500.0% |
18 |
|
| Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9810 |
0.9806 |
0.9793 |
|
| R3 |
0.9804 |
0.9800 |
0.9792 |
|
| R2 |
0.9798 |
0.9798 |
0.9791 |
|
| R1 |
0.9794 |
0.9794 |
0.9791 |
0.9793 |
| PP |
0.9792 |
0.9792 |
0.9792 |
0.9792 |
| S1 |
0.9788 |
0.9788 |
0.9789 |
0.9787 |
| S2 |
0.9786 |
0.9786 |
0.9789 |
|
| S3 |
0.9780 |
0.9782 |
0.9788 |
|
| S4 |
0.9774 |
0.9776 |
0.9787 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0062 |
1.0026 |
0.9881 |
|
| R3 |
0.9986 |
0.9950 |
0.9860 |
|
| R2 |
0.9910 |
0.9910 |
0.9853 |
|
| R1 |
0.9874 |
0.9874 |
0.9846 |
0.9892 |
| PP |
0.9834 |
0.9834 |
0.9834 |
0.9843 |
| S1 |
0.9798 |
0.9798 |
0.9832 |
0.9816 |
| S2 |
0.9758 |
0.9758 |
0.9825 |
|
| S3 |
0.9682 |
0.9722 |
0.9818 |
|
| S4 |
0.9606 |
0.9646 |
0.9797 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9869 |
0.9790 |
0.0079 |
0.8% |
0.0007 |
0.1% |
0% |
False |
True |
4 |
| 10 |
0.9869 |
0.9735 |
0.0134 |
1.4% |
0.0017 |
0.2% |
41% |
False |
False |
4 |
| 20 |
0.9869 |
0.9735 |
0.0134 |
1.4% |
0.0014 |
0.1% |
41% |
False |
False |
3 |
| 40 |
0.9872 |
0.9618 |
0.0254 |
2.6% |
0.0016 |
0.2% |
68% |
False |
False |
4 |
| 60 |
0.9892 |
0.9618 |
0.0274 |
2.8% |
0.0016 |
0.2% |
63% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9822 |
|
2.618 |
0.9812 |
|
1.618 |
0.9806 |
|
1.000 |
0.9802 |
|
0.618 |
0.9800 |
|
HIGH |
0.9796 |
|
0.618 |
0.9794 |
|
0.500 |
0.9793 |
|
0.382 |
0.9792 |
|
LOW |
0.9790 |
|
0.618 |
0.9786 |
|
1.000 |
0.9784 |
|
1.618 |
0.9780 |
|
2.618 |
0.9774 |
|
4.250 |
0.9765 |
|
|
| Fisher Pivots for day following 13-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9793 |
0.9816 |
| PP |
0.9792 |
0.9807 |
| S1 |
0.9791 |
0.9799 |
|