CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 16-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9837 |
0.9857 |
0.0020 |
0.2% |
0.9810 |
| High |
0.9880 |
0.9870 |
-0.0010 |
-0.1% |
0.9880 |
| Low |
0.9804 |
0.9846 |
0.0042 |
0.4% |
0.9778 |
| Close |
0.9857 |
0.9859 |
0.0002 |
0.0% |
0.9859 |
| Range |
0.0076 |
0.0024 |
-0.0052 |
-68.4% |
0.0102 |
| ATR |
0.0049 |
0.0047 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
271 |
355 |
84 |
31.0% |
1,248 |
|
| Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9930 |
0.9919 |
0.9872 |
|
| R3 |
0.9906 |
0.9895 |
0.9866 |
|
| R2 |
0.9882 |
0.9882 |
0.9863 |
|
| R1 |
0.9871 |
0.9871 |
0.9861 |
0.9877 |
| PP |
0.9858 |
0.9858 |
0.9858 |
0.9861 |
| S1 |
0.9847 |
0.9847 |
0.9857 |
0.9853 |
| S2 |
0.9834 |
0.9834 |
0.9855 |
|
| S3 |
0.9810 |
0.9823 |
0.9852 |
|
| S4 |
0.9786 |
0.9799 |
0.9846 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0145 |
1.0104 |
0.9915 |
|
| R3 |
1.0043 |
1.0002 |
0.9887 |
|
| R2 |
0.9941 |
0.9941 |
0.9878 |
|
| R1 |
0.9900 |
0.9900 |
0.9868 |
0.9921 |
| PP |
0.9839 |
0.9839 |
0.9839 |
0.9849 |
| S1 |
0.9798 |
0.9798 |
0.9850 |
0.9819 |
| S2 |
0.9737 |
0.9737 |
0.9840 |
|
| S3 |
0.9635 |
0.9696 |
0.9831 |
|
| S4 |
0.9533 |
0.9594 |
0.9803 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9880 |
0.9778 |
0.0102 |
1.0% |
0.0038 |
0.4% |
79% |
False |
False |
249 |
| 10 |
0.9880 |
0.9778 |
0.0102 |
1.0% |
0.0041 |
0.4% |
79% |
False |
False |
412 |
| 20 |
0.9880 |
0.9700 |
0.0180 |
1.8% |
0.0043 |
0.4% |
88% |
False |
False |
276 |
| 40 |
0.9880 |
0.9595 |
0.0285 |
2.9% |
0.0046 |
0.5% |
93% |
False |
False |
217 |
| 60 |
0.9892 |
0.9595 |
0.0297 |
3.0% |
0.0043 |
0.4% |
89% |
False |
False |
150 |
| 80 |
0.9931 |
0.9595 |
0.0336 |
3.4% |
0.0039 |
0.4% |
79% |
False |
False |
113 |
| 100 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0033 |
0.3% |
83% |
False |
False |
91 |
| 120 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0029 |
0.3% |
83% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9972 |
|
2.618 |
0.9933 |
|
1.618 |
0.9909 |
|
1.000 |
0.9894 |
|
0.618 |
0.9885 |
|
HIGH |
0.9870 |
|
0.618 |
0.9861 |
|
0.500 |
0.9858 |
|
0.382 |
0.9855 |
|
LOW |
0.9846 |
|
0.618 |
0.9831 |
|
1.000 |
0.9822 |
|
1.618 |
0.9807 |
|
2.618 |
0.9783 |
|
4.250 |
0.9744 |
|
|
| Fisher Pivots for day following 16-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9859 |
0.9851 |
| PP |
0.9858 |
0.9843 |
| S1 |
0.9858 |
0.9836 |
|