CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 20-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9854 |
0.9856 |
0.0002 |
0.0% |
0.9821 |
| High |
0.9893 |
0.9885 |
-0.0008 |
-0.1% |
0.9875 |
| Low |
0.9845 |
0.9844 |
-0.0001 |
0.0% |
0.9771 |
| Close |
0.9872 |
0.9876 |
0.0004 |
0.0% |
0.9853 |
| Range |
0.0048 |
0.0041 |
-0.0007 |
-14.6% |
0.0104 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
115,175 |
92,771 |
-22,404 |
-19.5% |
564,236 |
|
| Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9991 |
0.9975 |
0.9899 |
|
| R3 |
0.9950 |
0.9934 |
0.9887 |
|
| R2 |
0.9909 |
0.9909 |
0.9884 |
|
| R1 |
0.9893 |
0.9893 |
0.9880 |
0.9901 |
| PP |
0.9868 |
0.9868 |
0.9868 |
0.9873 |
| S1 |
0.9852 |
0.9852 |
0.9872 |
0.9860 |
| S2 |
0.9827 |
0.9827 |
0.9868 |
|
| S3 |
0.9786 |
0.9811 |
0.9865 |
|
| S4 |
0.9745 |
0.9770 |
0.9853 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0145 |
1.0103 |
0.9910 |
|
| R3 |
1.0041 |
0.9999 |
0.9882 |
|
| R2 |
0.9937 |
0.9937 |
0.9872 |
|
| R1 |
0.9895 |
0.9895 |
0.9863 |
0.9916 |
| PP |
0.9833 |
0.9833 |
0.9833 |
0.9844 |
| S1 |
0.9791 |
0.9791 |
0.9843 |
0.9812 |
| S2 |
0.9729 |
0.9729 |
0.9834 |
|
| S3 |
0.9625 |
0.9687 |
0.9824 |
|
| S4 |
0.9521 |
0.9583 |
0.9796 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9893 |
0.9777 |
0.0116 |
1.2% |
0.0051 |
0.5% |
85% |
False |
False |
119,502 |
| 10 |
0.9893 |
0.9771 |
0.0122 |
1.2% |
0.0046 |
0.5% |
86% |
False |
False |
111,170 |
| 20 |
0.9893 |
0.9687 |
0.0206 |
2.1% |
0.0051 |
0.5% |
92% |
False |
False |
108,181 |
| 40 |
0.9893 |
0.9598 |
0.0295 |
3.0% |
0.0056 |
0.6% |
94% |
False |
False |
111,893 |
| 60 |
0.9893 |
0.9598 |
0.0295 |
3.0% |
0.0060 |
0.6% |
94% |
False |
False |
94,804 |
| 80 |
0.9930 |
0.9598 |
0.0332 |
3.4% |
0.0065 |
0.7% |
84% |
False |
False |
71,211 |
| 100 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0065 |
0.7% |
88% |
False |
False |
56,994 |
| 120 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0062 |
0.6% |
88% |
False |
False |
47,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0059 |
|
2.618 |
0.9992 |
|
1.618 |
0.9951 |
|
1.000 |
0.9926 |
|
0.618 |
0.9910 |
|
HIGH |
0.9885 |
|
0.618 |
0.9869 |
|
0.500 |
0.9865 |
|
0.382 |
0.9860 |
|
LOW |
0.9844 |
|
0.618 |
0.9819 |
|
1.000 |
0.9803 |
|
1.618 |
0.9778 |
|
2.618 |
0.9737 |
|
4.250 |
0.9670 |
|
|
| Fisher Pivots for day following 20-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9872 |
0.9872 |
| PP |
0.9868 |
0.9869 |
| S1 |
0.9865 |
0.9865 |
|