CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 22-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9873 |
0.9862 |
-0.0011 |
-0.1% |
0.9821 |
| High |
0.9920 |
0.9867 |
-0.0053 |
-0.5% |
0.9875 |
| Low |
0.9840 |
0.9823 |
-0.0017 |
-0.2% |
0.9771 |
| Close |
0.9863 |
0.9824 |
-0.0039 |
-0.4% |
0.9853 |
| Range |
0.0080 |
0.0044 |
-0.0036 |
-45.0% |
0.0104 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
145,933 |
102,269 |
-43,664 |
-29.9% |
564,236 |
|
| Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9970 |
0.9941 |
0.9848 |
|
| R3 |
0.9926 |
0.9897 |
0.9836 |
|
| R2 |
0.9882 |
0.9882 |
0.9832 |
|
| R1 |
0.9853 |
0.9853 |
0.9828 |
0.9846 |
| PP |
0.9838 |
0.9838 |
0.9838 |
0.9834 |
| S1 |
0.9809 |
0.9809 |
0.9820 |
0.9802 |
| S2 |
0.9794 |
0.9794 |
0.9816 |
|
| S3 |
0.9750 |
0.9765 |
0.9812 |
|
| S4 |
0.9706 |
0.9721 |
0.9800 |
|
|
| 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 |
0.9920 |
0.9823 |
0.0097 |
1.0% |
0.0049 |
0.5% |
1% |
False |
True |
111,312 |
| 10 |
0.9920 |
0.9771 |
0.0149 |
1.5% |
0.0048 |
0.5% |
36% |
False |
False |
110,255 |
| 20 |
0.9920 |
0.9687 |
0.0233 |
2.4% |
0.0052 |
0.5% |
59% |
False |
False |
109,333 |
| 40 |
0.9920 |
0.9598 |
0.0322 |
3.3% |
0.0056 |
0.6% |
70% |
False |
False |
112,872 |
| 60 |
0.9920 |
0.9598 |
0.0322 |
3.3% |
0.0060 |
0.6% |
70% |
False |
False |
98,919 |
| 80 |
0.9930 |
0.9598 |
0.0332 |
3.4% |
0.0065 |
0.7% |
68% |
False |
False |
74,302 |
| 100 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0066 |
0.7% |
76% |
False |
False |
59,476 |
| 120 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0062 |
0.6% |
76% |
False |
False |
49,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0054 |
|
2.618 |
0.9982 |
|
1.618 |
0.9938 |
|
1.000 |
0.9911 |
|
0.618 |
0.9894 |
|
HIGH |
0.9867 |
|
0.618 |
0.9850 |
|
0.500 |
0.9845 |
|
0.382 |
0.9840 |
|
LOW |
0.9823 |
|
0.618 |
0.9796 |
|
1.000 |
0.9779 |
|
1.618 |
0.9752 |
|
2.618 |
0.9708 |
|
4.250 |
0.9636 |
|
|
| Fisher Pivots for day following 22-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9845 |
0.9872 |
| PP |
0.9838 |
0.9856 |
| S1 |
0.9831 |
0.9840 |
|