CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 08-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2014 |
08-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9834 |
0.9817 |
-0.0017 |
-0.2% |
0.9794 |
| High |
0.9861 |
0.9858 |
-0.0003 |
0.0% |
0.9804 |
| Low |
0.9806 |
0.9810 |
0.0004 |
0.0% |
0.9687 |
| Close |
0.9827 |
0.9856 |
0.0029 |
0.3% |
0.9784 |
| Range |
0.0055 |
0.0048 |
-0.0007 |
-12.7% |
0.0117 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
139,237 |
118,112 |
-21,125 |
-15.2% |
549,670 |
|
| Daily Pivots for day following 08-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9985 |
0.9969 |
0.9882 |
|
| R3 |
0.9937 |
0.9921 |
0.9869 |
|
| R2 |
0.9889 |
0.9889 |
0.9865 |
|
| R1 |
0.9873 |
0.9873 |
0.9860 |
0.9881 |
| PP |
0.9841 |
0.9841 |
0.9841 |
0.9846 |
| S1 |
0.9825 |
0.9825 |
0.9852 |
0.9833 |
| S2 |
0.9793 |
0.9793 |
0.9847 |
|
| S3 |
0.9745 |
0.9777 |
0.9843 |
|
| S4 |
0.9697 |
0.9729 |
0.9830 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0109 |
1.0064 |
0.9848 |
|
| R3 |
0.9992 |
0.9947 |
0.9816 |
|
| R2 |
0.9875 |
0.9875 |
0.9805 |
|
| R1 |
0.9830 |
0.9830 |
0.9795 |
0.9794 |
| PP |
0.9758 |
0.9758 |
0.9758 |
0.9741 |
| S1 |
0.9713 |
0.9713 |
0.9773 |
0.9677 |
| S2 |
0.9641 |
0.9641 |
0.9763 |
|
| S3 |
0.9524 |
0.9596 |
0.9752 |
|
| S4 |
0.9407 |
0.9479 |
0.9720 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9861 |
0.9687 |
0.0174 |
1.8% |
0.0063 |
0.6% |
97% |
False |
False |
122,871 |
| 10 |
0.9861 |
0.9687 |
0.0174 |
1.8% |
0.0055 |
0.6% |
97% |
False |
False |
108,412 |
| 20 |
0.9873 |
0.9687 |
0.0186 |
1.9% |
0.0053 |
0.5% |
91% |
False |
False |
106,620 |
| 40 |
0.9886 |
0.9598 |
0.0288 |
2.9% |
0.0061 |
0.6% |
90% |
False |
False |
115,874 |
| 60 |
0.9889 |
0.9598 |
0.0291 |
3.0% |
0.0063 |
0.6% |
89% |
False |
False |
80,650 |
| 80 |
0.9930 |
0.9548 |
0.0382 |
3.9% |
0.0069 |
0.7% |
81% |
False |
False |
60,549 |
| 100 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0065 |
0.7% |
83% |
False |
False |
48,459 |
| 120 |
1.0050 |
0.9495 |
0.0555 |
5.6% |
0.0060 |
0.6% |
65% |
False |
False |
40,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0062 |
|
2.618 |
0.9984 |
|
1.618 |
0.9936 |
|
1.000 |
0.9906 |
|
0.618 |
0.9888 |
|
HIGH |
0.9858 |
|
0.618 |
0.9840 |
|
0.500 |
0.9834 |
|
0.382 |
0.9828 |
|
LOW |
0.9810 |
|
0.618 |
0.9780 |
|
1.000 |
0.9762 |
|
1.618 |
0.9732 |
|
2.618 |
0.9684 |
|
4.250 |
0.9606 |
|
|
| Fisher Pivots for day following 08-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9849 |
0.9846 |
| PP |
0.9841 |
0.9835 |
| S1 |
0.9834 |
0.9825 |
|