CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 23-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9874 |
0.9835 |
-0.0039 |
-0.4% |
0.9879 |
| High |
0.9874 |
0.9849 |
-0.0025 |
-0.3% |
0.9930 |
| Low |
0.9837 |
0.9819 |
-0.0018 |
-0.2% |
0.9819 |
| Close |
0.9837 |
0.9820 |
-0.0017 |
-0.2% |
0.9820 |
| Range |
0.0037 |
0.0030 |
-0.0007 |
-18.9% |
0.0111 |
| ATR |
0.0035 |
0.0035 |
0.0000 |
-1.1% |
0.0000 |
| Volume |
13 |
9 |
-4 |
-30.8% |
63 |
|
| Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9919 |
0.9900 |
0.9837 |
|
| R3 |
0.9889 |
0.9870 |
0.9828 |
|
| R2 |
0.9859 |
0.9859 |
0.9826 |
|
| R1 |
0.9840 |
0.9840 |
0.9823 |
0.9835 |
| PP |
0.9829 |
0.9829 |
0.9829 |
0.9827 |
| S1 |
0.9810 |
0.9810 |
0.9817 |
0.9805 |
| S2 |
0.9799 |
0.9799 |
0.9815 |
|
| S3 |
0.9769 |
0.9780 |
0.9812 |
|
| S4 |
0.9739 |
0.9750 |
0.9804 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0189 |
1.0116 |
0.9881 |
|
| R3 |
1.0078 |
1.0005 |
0.9851 |
|
| R2 |
0.9967 |
0.9967 |
0.9840 |
|
| R1 |
0.9894 |
0.9894 |
0.9830 |
0.9875 |
| PP |
0.9856 |
0.9856 |
0.9856 |
0.9847 |
| S1 |
0.9783 |
0.9783 |
0.9810 |
0.9764 |
| S2 |
0.9745 |
0.9745 |
0.9800 |
|
| S3 |
0.9634 |
0.9672 |
0.9789 |
|
| S4 |
0.9523 |
0.9561 |
0.9759 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9930 |
0.9819 |
0.0111 |
1.1% |
0.0036 |
0.4% |
1% |
False |
True |
12 |
| 10 |
0.9930 |
0.9790 |
0.0140 |
1.4% |
0.0029 |
0.3% |
21% |
False |
False |
12 |
| 20 |
0.9930 |
0.9735 |
0.0195 |
2.0% |
0.0023 |
0.2% |
44% |
False |
False |
8 |
| 40 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0020 |
0.2% |
65% |
False |
False |
5 |
| 60 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0020 |
0.2% |
65% |
False |
False |
5 |
| 80 |
0.9941 |
0.9618 |
0.0323 |
3.3% |
0.0018 |
0.2% |
63% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9977 |
|
2.618 |
0.9928 |
|
1.618 |
0.9898 |
|
1.000 |
0.9879 |
|
0.618 |
0.9868 |
|
HIGH |
0.9849 |
|
0.618 |
0.9838 |
|
0.500 |
0.9834 |
|
0.382 |
0.9830 |
|
LOW |
0.9819 |
|
0.618 |
0.9800 |
|
1.000 |
0.9789 |
|
1.618 |
0.9770 |
|
2.618 |
0.9740 |
|
4.250 |
0.9692 |
|
|
| Fisher Pivots for day following 23-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9834 |
0.9875 |
| PP |
0.9829 |
0.9856 |
| S1 |
0.9825 |
0.9838 |
|