CME Japanese Yen Future September 2014
Trading Metrics calculated at close of trading on 19-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2014 |
19-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9857 |
0.9860 |
0.0003 |
0.0% |
0.9810 |
High |
0.9870 |
0.9899 |
0.0029 |
0.3% |
0.9880 |
Low |
0.9846 |
0.9853 |
0.0007 |
0.1% |
0.9778 |
Close |
0.9859 |
0.9878 |
0.0019 |
0.2% |
0.9859 |
Range |
0.0024 |
0.0046 |
0.0022 |
91.7% |
0.0102 |
ATR |
0.0047 |
0.0047 |
0.0000 |
-0.2% |
0.0000 |
Volume |
355 |
821 |
466 |
131.3% |
1,248 |
|
Daily Pivots for day following 19-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0015 |
0.9992 |
0.9903 |
|
R3 |
0.9969 |
0.9946 |
0.9891 |
|
R2 |
0.9923 |
0.9923 |
0.9886 |
|
R1 |
0.9900 |
0.9900 |
0.9882 |
0.9912 |
PP |
0.9877 |
0.9877 |
0.9877 |
0.9882 |
S1 |
0.9854 |
0.9854 |
0.9874 |
0.9866 |
S2 |
0.9831 |
0.9831 |
0.9870 |
|
S3 |
0.9785 |
0.9808 |
0.9865 |
|
S4 |
0.9739 |
0.9762 |
0.9853 |
|
|
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 |
0.9899 |
0.9778 |
0.0121 |
1.2% |
0.0043 |
0.4% |
83% |
True |
False |
351 |
10 |
0.9899 |
0.9778 |
0.0121 |
1.2% |
0.0042 |
0.4% |
83% |
True |
False |
415 |
20 |
0.9899 |
0.9700 |
0.0199 |
2.0% |
0.0044 |
0.4% |
89% |
True |
False |
312 |
40 |
0.9899 |
0.9595 |
0.0304 |
3.1% |
0.0047 |
0.5% |
93% |
True |
False |
235 |
60 |
0.9899 |
0.9595 |
0.0304 |
3.1% |
0.0043 |
0.4% |
93% |
True |
False |
163 |
80 |
0.9931 |
0.9595 |
0.0336 |
3.4% |
0.0039 |
0.4% |
84% |
False |
False |
123 |
100 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0033 |
0.3% |
87% |
False |
False |
99 |
120 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0029 |
0.3% |
87% |
False |
False |
83 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0095 |
2.618 |
1.0019 |
1.618 |
0.9973 |
1.000 |
0.9945 |
0.618 |
0.9927 |
HIGH |
0.9899 |
0.618 |
0.9881 |
0.500 |
0.9876 |
0.382 |
0.9871 |
LOW |
0.9853 |
0.618 |
0.9825 |
1.000 |
0.9807 |
1.618 |
0.9779 |
2.618 |
0.9733 |
4.250 |
0.9658 |
|
|
Fisher Pivots for day following 19-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9877 |
0.9869 |
PP |
0.9877 |
0.9860 |
S1 |
0.9876 |
0.9852 |
|