CME Japanese Yen Future June 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 |
0.9821 |
0.9791 |
-0.0030 |
-0.3% |
0.9783 |
| High |
0.9824 |
0.9800 |
-0.0024 |
-0.2% |
0.9861 |
| Low |
0.9788 |
0.9771 |
-0.0017 |
-0.2% |
0.9782 |
| Close |
0.9790 |
0.9777 |
-0.0013 |
-0.1% |
0.9826 |
| Range |
0.0036 |
0.0029 |
-0.0007 |
-19.4% |
0.0079 |
| ATR |
0.0054 |
0.0052 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
81,025 |
93,645 |
12,620 |
15.6% |
517,364 |
|
| Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9870 |
0.9852 |
0.9793 |
|
| R3 |
0.9841 |
0.9823 |
0.9785 |
|
| R2 |
0.9812 |
0.9812 |
0.9782 |
|
| R1 |
0.9794 |
0.9794 |
0.9780 |
0.9789 |
| PP |
0.9783 |
0.9783 |
0.9783 |
0.9780 |
| S1 |
0.9765 |
0.9765 |
0.9774 |
0.9760 |
| S2 |
0.9754 |
0.9754 |
0.9772 |
|
| S3 |
0.9725 |
0.9736 |
0.9769 |
|
| S4 |
0.9696 |
0.9707 |
0.9761 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0060 |
1.0022 |
0.9869 |
|
| R3 |
0.9981 |
0.9943 |
0.9848 |
|
| R2 |
0.9902 |
0.9902 |
0.9840 |
|
| R1 |
0.9864 |
0.9864 |
0.9833 |
0.9883 |
| PP |
0.9823 |
0.9823 |
0.9823 |
0.9833 |
| S1 |
0.9785 |
0.9785 |
0.9819 |
0.9804 |
| S2 |
0.9744 |
0.9744 |
0.9812 |
|
| S3 |
0.9665 |
0.9706 |
0.9804 |
|
| S4 |
0.9586 |
0.9627 |
0.9783 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9861 |
0.9771 |
0.0090 |
0.9% |
0.0041 |
0.4% |
7% |
False |
True |
102,837 |
| 10 |
0.9861 |
0.9687 |
0.0174 |
1.8% |
0.0050 |
0.5% |
52% |
False |
False |
105,845 |
| 20 |
0.9861 |
0.9687 |
0.0174 |
1.8% |
0.0049 |
0.5% |
52% |
False |
False |
100,483 |
| 40 |
0.9881 |
0.9598 |
0.0283 |
2.9% |
0.0057 |
0.6% |
63% |
False |
False |
111,581 |
| 60 |
0.9889 |
0.9598 |
0.0291 |
3.0% |
0.0062 |
0.6% |
62% |
False |
False |
84,904 |
| 80 |
0.9930 |
0.9548 |
0.0382 |
3.9% |
0.0068 |
0.7% |
60% |
False |
False |
63,754 |
| 100 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0065 |
0.7% |
65% |
False |
False |
51,023 |
| 120 |
1.0050 |
0.9495 |
0.0555 |
5.7% |
0.0061 |
0.6% |
51% |
False |
False |
42,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9923 |
|
2.618 |
0.9876 |
|
1.618 |
0.9847 |
|
1.000 |
0.9829 |
|
0.618 |
0.9818 |
|
HIGH |
0.9800 |
|
0.618 |
0.9789 |
|
0.500 |
0.9786 |
|
0.382 |
0.9782 |
|
LOW |
0.9771 |
|
0.618 |
0.9753 |
|
1.000 |
0.9742 |
|
1.618 |
0.9724 |
|
2.618 |
0.9695 |
|
4.250 |
0.9648 |
|
|
| Fisher Pivots for day following 13-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9786 |
0.9814 |
| PP |
0.9783 |
0.9801 |
| S1 |
0.9780 |
0.9789 |
|