CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 20-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9860 |
0.9863 |
0.0003 |
0.0% |
0.9810 |
| High |
0.9899 |
0.9890 |
-0.0009 |
-0.1% |
0.9880 |
| Low |
0.9853 |
0.9851 |
-0.0002 |
0.0% |
0.9778 |
| Close |
0.9878 |
0.9882 |
0.0004 |
0.0% |
0.9859 |
| Range |
0.0046 |
0.0039 |
-0.0007 |
-15.2% |
0.0102 |
| ATR |
0.0047 |
0.0047 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
821 |
524 |
-297 |
-36.2% |
1,248 |
|
| Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9991 |
0.9976 |
0.9903 |
|
| R3 |
0.9952 |
0.9937 |
0.9893 |
|
| R2 |
0.9913 |
0.9913 |
0.9889 |
|
| R1 |
0.9898 |
0.9898 |
0.9886 |
0.9906 |
| PP |
0.9874 |
0.9874 |
0.9874 |
0.9878 |
| S1 |
0.9859 |
0.9859 |
0.9878 |
0.9867 |
| S2 |
0.9835 |
0.9835 |
0.9875 |
|
| S3 |
0.9796 |
0.9820 |
0.9871 |
|
| S4 |
0.9757 |
0.9781 |
0.9861 |
|
|
| 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 |
0.9791 |
0.0108 |
1.1% |
0.0046 |
0.5% |
84% |
False |
False |
437 |
| 10 |
0.9899 |
0.9778 |
0.0121 |
1.2% |
0.0040 |
0.4% |
86% |
False |
False |
436 |
| 20 |
0.9899 |
0.9700 |
0.0199 |
2.0% |
0.0045 |
0.5% |
91% |
False |
False |
337 |
| 40 |
0.9899 |
0.9595 |
0.0304 |
3.1% |
0.0047 |
0.5% |
94% |
False |
False |
247 |
| 60 |
0.9899 |
0.9595 |
0.0304 |
3.1% |
0.0043 |
0.4% |
94% |
False |
False |
172 |
| 80 |
0.9931 |
0.9595 |
0.0336 |
3.4% |
0.0040 |
0.4% |
85% |
False |
False |
130 |
| 100 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0033 |
0.3% |
88% |
False |
False |
104 |
| 120 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0030 |
0.3% |
88% |
False |
False |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0056 |
|
2.618 |
0.9992 |
|
1.618 |
0.9953 |
|
1.000 |
0.9929 |
|
0.618 |
0.9914 |
|
HIGH |
0.9890 |
|
0.618 |
0.9875 |
|
0.500 |
0.9871 |
|
0.382 |
0.9866 |
|
LOW |
0.9851 |
|
0.618 |
0.9827 |
|
1.000 |
0.9812 |
|
1.618 |
0.9788 |
|
2.618 |
0.9749 |
|
4.250 |
0.9685 |
|
|
| Fisher Pivots for day following 20-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9878 |
0.9879 |
| PP |
0.9874 |
0.9876 |
| S1 |
0.9871 |
0.9873 |
|