CME Japanese Yen Future September 2014
Trading Metrics calculated at close of trading on 13-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9810 |
0.9795 |
-0.0015 |
-0.2% |
0.9794 |
High |
0.9818 |
0.9803 |
-0.0015 |
-0.2% |
0.9865 |
Low |
0.9796 |
0.9778 |
-0.0018 |
-0.2% |
0.9794 |
Close |
0.9796 |
0.9783 |
-0.0013 |
-0.1% |
0.9832 |
Range |
0.0022 |
0.0025 |
0.0003 |
13.6% |
0.0071 |
ATR |
0.0048 |
0.0047 |
-0.0002 |
-3.4% |
0.0000 |
Volume |
314 |
93 |
-221 |
-70.4% |
2,879 |
|
Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9863 |
0.9848 |
0.9797 |
|
R3 |
0.9838 |
0.9823 |
0.9790 |
|
R2 |
0.9813 |
0.9813 |
0.9788 |
|
R1 |
0.9798 |
0.9798 |
0.9785 |
0.9793 |
PP |
0.9788 |
0.9788 |
0.9788 |
0.9786 |
S1 |
0.9773 |
0.9773 |
0.9781 |
0.9768 |
S2 |
0.9763 |
0.9763 |
0.9778 |
|
S3 |
0.9738 |
0.9748 |
0.9776 |
|
S4 |
0.9713 |
0.9723 |
0.9769 |
|
|
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 |
0.9778 |
0.0087 |
0.9% |
0.0033 |
0.3% |
6% |
False |
True |
435 |
10 |
0.9865 |
0.9700 |
0.0165 |
1.7% |
0.0044 |
0.4% |
50% |
False |
False |
377 |
20 |
0.9865 |
0.9700 |
0.0165 |
1.7% |
0.0041 |
0.4% |
50% |
False |
False |
287 |
40 |
0.9875 |
0.9595 |
0.0280 |
2.9% |
0.0047 |
0.5% |
67% |
False |
False |
198 |
60 |
0.9892 |
0.9595 |
0.0297 |
3.0% |
0.0043 |
0.4% |
63% |
False |
False |
136 |
80 |
0.9931 |
0.9592 |
0.0339 |
3.5% |
0.0037 |
0.4% |
56% |
False |
False |
102 |
100 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0031 |
0.3% |
64% |
False |
False |
82 |
120 |
1.0012 |
0.9515 |
0.0497 |
5.1% |
0.0028 |
0.3% |
54% |
False |
False |
69 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9909 |
2.618 |
0.9868 |
1.618 |
0.9843 |
1.000 |
0.9828 |
0.618 |
0.9818 |
HIGH |
0.9803 |
0.618 |
0.9793 |
0.500 |
0.9791 |
0.382 |
0.9788 |
LOW |
0.9778 |
0.618 |
0.9763 |
1.000 |
0.9753 |
1.618 |
0.9738 |
2.618 |
0.9713 |
4.250 |
0.9672 |
|
|
Fisher Pivots for day following 13-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9791 |
0.9814 |
PP |
0.9788 |
0.9804 |
S1 |
0.9786 |
0.9793 |
|