CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 22-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9886 |
0.9867 |
-0.0019 |
-0.2% |
0.9810 |
| High |
0.9925 |
0.9871 |
-0.0054 |
-0.5% |
0.9880 |
| Low |
0.9848 |
0.9829 |
-0.0019 |
-0.2% |
0.9778 |
| Close |
0.9869 |
0.9830 |
-0.0039 |
-0.4% |
0.9859 |
| Range |
0.0077 |
0.0042 |
-0.0035 |
-45.5% |
0.0102 |
| ATR |
0.0049 |
0.0048 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
234 |
666 |
432 |
184.6% |
1,248 |
|
| Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9969 |
0.9942 |
0.9853 |
|
| R3 |
0.9927 |
0.9900 |
0.9842 |
|
| R2 |
0.9885 |
0.9885 |
0.9838 |
|
| R1 |
0.9858 |
0.9858 |
0.9834 |
0.9851 |
| PP |
0.9843 |
0.9843 |
0.9843 |
0.9840 |
| S1 |
0.9816 |
0.9816 |
0.9826 |
0.9809 |
| S2 |
0.9801 |
0.9801 |
0.9822 |
|
| S3 |
0.9759 |
0.9774 |
0.9818 |
|
| S4 |
0.9717 |
0.9732 |
0.9807 |
|
|
| 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 |
0.9925 |
0.9829 |
0.0096 |
1.0% |
0.0046 |
0.5% |
1% |
False |
True |
520 |
| 10 |
0.9925 |
0.9778 |
0.0147 |
1.5% |
0.0042 |
0.4% |
35% |
False |
False |
399 |
| 20 |
0.9925 |
0.9700 |
0.0225 |
2.3% |
0.0046 |
0.5% |
58% |
False |
False |
373 |
| 40 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0048 |
0.5% |
71% |
False |
False |
265 |
| 60 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0045 |
0.5% |
71% |
False |
False |
187 |
| 80 |
0.9931 |
0.9595 |
0.0336 |
3.4% |
0.0041 |
0.4% |
70% |
False |
False |
141 |
| 100 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0034 |
0.3% |
76% |
False |
False |
113 |
| 120 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0031 |
0.3% |
76% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0050 |
|
2.618 |
0.9981 |
|
1.618 |
0.9939 |
|
1.000 |
0.9913 |
|
0.618 |
0.9897 |
|
HIGH |
0.9871 |
|
0.618 |
0.9855 |
|
0.500 |
0.9850 |
|
0.382 |
0.9845 |
|
LOW |
0.9829 |
|
0.618 |
0.9803 |
|
1.000 |
0.9787 |
|
1.618 |
0.9761 |
|
2.618 |
0.9719 |
|
4.250 |
0.9651 |
|
|
| Fisher Pivots for day following 22-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9850 |
0.9877 |
| PP |
0.9843 |
0.9861 |
| S1 |
0.9837 |
0.9846 |
|