CME Japanese Yen Future September 2014
Trading Metrics calculated at close of trading on 05-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2014 |
05-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9779 |
0.9794 |
0.0015 |
0.2% |
0.9796 |
High |
0.9797 |
0.9827 |
0.0030 |
0.3% |
0.9808 |
Low |
0.9700 |
0.9794 |
0.0094 |
1.0% |
0.9700 |
Close |
0.9790 |
0.9801 |
0.0011 |
0.1% |
0.9790 |
Range |
0.0097 |
0.0033 |
-0.0064 |
-66.0% |
0.0108 |
ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
180 |
789 |
609 |
338.3% |
975 |
|
Daily Pivots for day following 05-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9906 |
0.9887 |
0.9819 |
|
R3 |
0.9873 |
0.9854 |
0.9810 |
|
R2 |
0.9840 |
0.9840 |
0.9807 |
|
R1 |
0.9821 |
0.9821 |
0.9804 |
0.9831 |
PP |
0.9807 |
0.9807 |
0.9807 |
0.9812 |
S1 |
0.9788 |
0.9788 |
0.9798 |
0.9798 |
S2 |
0.9774 |
0.9774 |
0.9795 |
|
S3 |
0.9741 |
0.9755 |
0.9792 |
|
S4 |
0.9708 |
0.9722 |
0.9783 |
|
|
Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0090 |
1.0048 |
0.9849 |
|
R3 |
0.9982 |
0.9940 |
0.9820 |
|
R2 |
0.9874 |
0.9874 |
0.9810 |
|
R1 |
0.9832 |
0.9832 |
0.9800 |
0.9799 |
PP |
0.9766 |
0.9766 |
0.9766 |
0.9750 |
S1 |
0.9724 |
0.9724 |
0.9780 |
0.9691 |
S2 |
0.9658 |
0.9658 |
0.9770 |
|
S3 |
0.9550 |
0.9616 |
0.9760 |
|
S4 |
0.9442 |
0.9508 |
0.9731 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9827 |
0.9700 |
0.0127 |
1.3% |
0.0047 |
0.5% |
80% |
True |
False |
308 |
10 |
0.9827 |
0.9700 |
0.0127 |
1.3% |
0.0045 |
0.5% |
80% |
True |
False |
209 |
20 |
0.9875 |
0.9685 |
0.0190 |
1.9% |
0.0048 |
0.5% |
61% |
False |
False |
214 |
40 |
0.9892 |
0.9595 |
0.0297 |
3.0% |
0.0048 |
0.5% |
69% |
False |
False |
139 |
60 |
0.9892 |
0.9595 |
0.0297 |
3.0% |
0.0041 |
0.4% |
69% |
False |
False |
95 |
80 |
0.9931 |
0.9560 |
0.0371 |
3.8% |
0.0035 |
0.4% |
65% |
False |
False |
71 |
100 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0030 |
0.3% |
69% |
False |
False |
57 |
120 |
1.0101 |
0.9515 |
0.0586 |
6.0% |
0.0026 |
0.3% |
49% |
False |
False |
48 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9967 |
2.618 |
0.9913 |
1.618 |
0.9880 |
1.000 |
0.9860 |
0.618 |
0.9847 |
HIGH |
0.9827 |
0.618 |
0.9814 |
0.500 |
0.9811 |
0.382 |
0.9807 |
LOW |
0.9794 |
0.618 |
0.9774 |
1.000 |
0.9761 |
1.618 |
0.9741 |
2.618 |
0.9708 |
4.250 |
0.9654 |
|
|
Fisher Pivots for day following 05-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9811 |
0.9789 |
PP |
0.9807 |
0.9776 |
S1 |
0.9804 |
0.9764 |
|