CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 12-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2014 |
12-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9845 |
0.9810 |
-0.0035 |
-0.4% |
0.9794 |
| High |
0.9850 |
0.9818 |
-0.0032 |
-0.3% |
0.9865 |
| Low |
0.9827 |
0.9796 |
-0.0031 |
-0.3% |
0.9794 |
| Close |
0.9832 |
0.9796 |
-0.0036 |
-0.4% |
0.9832 |
| Range |
0.0023 |
0.0022 |
-0.0001 |
-4.3% |
0.0071 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
502 |
314 |
-188 |
-37.5% |
2,879 |
|
| Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9869 |
0.9855 |
0.9808 |
|
| R3 |
0.9847 |
0.9833 |
0.9802 |
|
| R2 |
0.9825 |
0.9825 |
0.9800 |
|
| R1 |
0.9811 |
0.9811 |
0.9798 |
0.9807 |
| PP |
0.9803 |
0.9803 |
0.9803 |
0.9802 |
| S1 |
0.9789 |
0.9789 |
0.9794 |
0.9785 |
| S2 |
0.9781 |
0.9781 |
0.9792 |
|
| S3 |
0.9759 |
0.9767 |
0.9790 |
|
| S4 |
0.9737 |
0.9745 |
0.9784 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0043 |
1.0009 |
0.9871 |
|
| R3 |
0.9972 |
0.9938 |
0.9852 |
|
| R2 |
0.9901 |
0.9901 |
0.9845 |
|
| R1 |
0.9867 |
0.9867 |
0.9839 |
0.9884 |
| PP |
0.9830 |
0.9830 |
0.9830 |
0.9839 |
| S1 |
0.9796 |
0.9796 |
0.9825 |
0.9813 |
| S2 |
0.9759 |
0.9759 |
0.9819 |
|
| S3 |
0.9688 |
0.9725 |
0.9812 |
|
| S4 |
0.9617 |
0.9654 |
0.9793 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9865 |
0.9795 |
0.0070 |
0.7% |
0.0041 |
0.4% |
1% |
False |
False |
480 |
| 10 |
0.9865 |
0.9700 |
0.0165 |
1.7% |
0.0044 |
0.5% |
58% |
False |
False |
394 |
| 20 |
0.9865 |
0.9700 |
0.0165 |
1.7% |
0.0043 |
0.4% |
58% |
False |
False |
287 |
| 40 |
0.9875 |
0.9595 |
0.0280 |
2.9% |
0.0048 |
0.5% |
72% |
False |
False |
196 |
| 60 |
0.9892 |
0.9595 |
0.0297 |
3.0% |
0.0043 |
0.4% |
68% |
False |
False |
135 |
| 80 |
0.9931 |
0.9592 |
0.0339 |
3.5% |
0.0037 |
0.4% |
60% |
False |
False |
101 |
| 100 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0031 |
0.3% |
68% |
False |
False |
81 |
| 120 |
1.0016 |
0.9515 |
0.0501 |
5.1% |
0.0027 |
0.3% |
56% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9912 |
|
2.618 |
0.9876 |
|
1.618 |
0.9854 |
|
1.000 |
0.9840 |
|
0.618 |
0.9832 |
|
HIGH |
0.9818 |
|
0.618 |
0.9810 |
|
0.500 |
0.9807 |
|
0.382 |
0.9804 |
|
LOW |
0.9796 |
|
0.618 |
0.9782 |
|
1.000 |
0.9774 |
|
1.618 |
0.9760 |
|
2.618 |
0.9738 |
|
4.250 |
0.9703 |
|
|
| Fisher Pivots for day following 12-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9807 |
0.9829 |
| PP |
0.9803 |
0.9818 |
| S1 |
0.9800 |
0.9807 |
|