CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 27-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9830 |
0.9807 |
-0.0023 |
-0.2% |
0.9854 |
| High |
0.9844 |
0.9831 |
-0.0013 |
-0.1% |
0.9920 |
| Low |
0.9804 |
0.9787 |
-0.0017 |
-0.2% |
0.9804 |
| Close |
0.9807 |
0.9808 |
0.0001 |
0.0% |
0.9807 |
| Range |
0.0040 |
0.0044 |
0.0004 |
10.0% |
0.0116 |
| ATR |
0.0052 |
0.0052 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
84,342 |
111,680 |
27,338 |
32.4% |
540,490 |
|
| Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9941 |
0.9918 |
0.9832 |
|
| R3 |
0.9897 |
0.9874 |
0.9820 |
|
| R2 |
0.9853 |
0.9853 |
0.9816 |
|
| R1 |
0.9830 |
0.9830 |
0.9812 |
0.9842 |
| PP |
0.9809 |
0.9809 |
0.9809 |
0.9814 |
| S1 |
0.9786 |
0.9786 |
0.9804 |
0.9798 |
| S2 |
0.9765 |
0.9765 |
0.9800 |
|
| S3 |
0.9721 |
0.9742 |
0.9796 |
|
| S4 |
0.9677 |
0.9698 |
0.9784 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0192 |
1.0115 |
0.9871 |
|
| R3 |
1.0076 |
0.9999 |
0.9839 |
|
| R2 |
0.9960 |
0.9960 |
0.9828 |
|
| R1 |
0.9883 |
0.9883 |
0.9818 |
0.9864 |
| PP |
0.9844 |
0.9844 |
0.9844 |
0.9834 |
| S1 |
0.9767 |
0.9767 |
0.9796 |
0.9748 |
| S2 |
0.9728 |
0.9728 |
0.9786 |
|
| S3 |
0.9612 |
0.9651 |
0.9775 |
|
| S4 |
0.9496 |
0.9535 |
0.9743 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9920 |
0.9787 |
0.0133 |
1.4% |
0.0050 |
0.5% |
16% |
False |
True |
107,399 |
| 10 |
0.9920 |
0.9771 |
0.0149 |
1.5% |
0.0049 |
0.5% |
25% |
False |
False |
113,538 |
| 20 |
0.9920 |
0.9687 |
0.0233 |
2.4% |
0.0050 |
0.5% |
52% |
False |
False |
108,538 |
| 40 |
0.9920 |
0.9598 |
0.0322 |
3.3% |
0.0054 |
0.6% |
65% |
False |
False |
110,852 |
| 60 |
0.9920 |
0.9598 |
0.0322 |
3.3% |
0.0059 |
0.6% |
65% |
False |
False |
102,094 |
| 80 |
0.9930 |
0.9598 |
0.0332 |
3.4% |
0.0063 |
0.6% |
63% |
False |
False |
76,747 |
| 100 |
0.9930 |
0.9504 |
0.0426 |
4.3% |
0.0066 |
0.7% |
71% |
False |
False |
61,435 |
| 120 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0063 |
0.6% |
72% |
False |
False |
51,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0018 |
|
2.618 |
0.9946 |
|
1.618 |
0.9902 |
|
1.000 |
0.9875 |
|
0.618 |
0.9858 |
|
HIGH |
0.9831 |
|
0.618 |
0.9814 |
|
0.500 |
0.9809 |
|
0.382 |
0.9804 |
|
LOW |
0.9787 |
|
0.618 |
0.9760 |
|
1.000 |
0.9743 |
|
1.618 |
0.9716 |
|
2.618 |
0.9672 |
|
4.250 |
0.9600 |
|
|
| Fisher Pivots for day following 27-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9809 |
0.9827 |
| PP |
0.9809 |
0.9821 |
| S1 |
0.9808 |
0.9814 |
|