CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 29-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2014 |
29-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9804 |
0.9823 |
0.0019 |
0.2% |
0.9854 |
| High |
0.9840 |
0.9860 |
0.0020 |
0.2% |
0.9920 |
| Low |
0.9801 |
0.9819 |
0.0018 |
0.2% |
0.9804 |
| Close |
0.9819 |
0.9830 |
0.0011 |
0.1% |
0.9807 |
| Range |
0.0039 |
0.0041 |
0.0002 |
5.1% |
0.0116 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
93,324 |
110,827 |
17,503 |
18.8% |
540,490 |
|
| Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9959 |
0.9936 |
0.9853 |
|
| R3 |
0.9918 |
0.9895 |
0.9841 |
|
| R2 |
0.9877 |
0.9877 |
0.9838 |
|
| R1 |
0.9854 |
0.9854 |
0.9834 |
0.9866 |
| PP |
0.9836 |
0.9836 |
0.9836 |
0.9842 |
| S1 |
0.9813 |
0.9813 |
0.9826 |
0.9825 |
| S2 |
0.9795 |
0.9795 |
0.9822 |
|
| S3 |
0.9754 |
0.9772 |
0.9819 |
|
| S4 |
0.9713 |
0.9731 |
0.9807 |
|
|
| 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 |
0.9867 |
0.9787 |
0.0080 |
0.8% |
0.0042 |
0.4% |
54% |
False |
False |
100,488 |
| 10 |
0.9920 |
0.9787 |
0.0133 |
1.4% |
0.0049 |
0.5% |
32% |
False |
False |
114,361 |
| 20 |
0.9920 |
0.9687 |
0.0233 |
2.4% |
0.0049 |
0.5% |
61% |
False |
False |
108,706 |
| 40 |
0.9920 |
0.9598 |
0.0322 |
3.3% |
0.0053 |
0.5% |
72% |
False |
False |
110,069 |
| 60 |
0.9920 |
0.9598 |
0.0322 |
3.3% |
0.0058 |
0.6% |
72% |
False |
False |
105,406 |
| 80 |
0.9930 |
0.9598 |
0.0332 |
3.4% |
0.0062 |
0.6% |
70% |
False |
False |
79,296 |
| 100 |
0.9930 |
0.9512 |
0.0418 |
4.3% |
0.0065 |
0.7% |
76% |
False |
False |
63,474 |
| 120 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0062 |
0.6% |
77% |
False |
False |
52,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0034 |
|
2.618 |
0.9967 |
|
1.618 |
0.9926 |
|
1.000 |
0.9901 |
|
0.618 |
0.9885 |
|
HIGH |
0.9860 |
|
0.618 |
0.9844 |
|
0.500 |
0.9840 |
|
0.382 |
0.9835 |
|
LOW |
0.9819 |
|
0.618 |
0.9794 |
|
1.000 |
0.9778 |
|
1.618 |
0.9753 |
|
2.618 |
0.9712 |
|
4.250 |
0.9645 |
|
|
| Fisher Pivots for day following 29-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9840 |
0.9828 |
| PP |
0.9836 |
0.9826 |
| S1 |
0.9833 |
0.9824 |
|