CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 23-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9867 |
0.9826 |
-0.0041 |
-0.4% |
0.9860 |
| High |
0.9871 |
0.9844 |
-0.0027 |
-0.3% |
0.9925 |
| Low |
0.9829 |
0.9809 |
-0.0020 |
-0.2% |
0.9809 |
| Close |
0.9830 |
0.9813 |
-0.0017 |
-0.2% |
0.9813 |
| Range |
0.0042 |
0.0035 |
-0.0007 |
-16.7% |
0.0116 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
666 |
257 |
-409 |
-61.4% |
2,502 |
|
| Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9927 |
0.9905 |
0.9832 |
|
| R3 |
0.9892 |
0.9870 |
0.9823 |
|
| R2 |
0.9857 |
0.9857 |
0.9819 |
|
| R1 |
0.9835 |
0.9835 |
0.9816 |
0.9829 |
| PP |
0.9822 |
0.9822 |
0.9822 |
0.9819 |
| S1 |
0.9800 |
0.9800 |
0.9810 |
0.9794 |
| S2 |
0.9787 |
0.9787 |
0.9807 |
|
| S3 |
0.9752 |
0.9765 |
0.9803 |
|
| S4 |
0.9717 |
0.9730 |
0.9794 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0197 |
1.0121 |
0.9877 |
|
| R3 |
1.0081 |
1.0005 |
0.9845 |
|
| R2 |
0.9965 |
0.9965 |
0.9834 |
|
| R1 |
0.9889 |
0.9889 |
0.9824 |
0.9869 |
| PP |
0.9849 |
0.9849 |
0.9849 |
0.9839 |
| S1 |
0.9773 |
0.9773 |
0.9802 |
0.9753 |
| S2 |
0.9733 |
0.9733 |
0.9792 |
|
| S3 |
0.9617 |
0.9657 |
0.9781 |
|
| S4 |
0.9501 |
0.9541 |
0.9749 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9925 |
0.9809 |
0.0116 |
1.2% |
0.0048 |
0.5% |
3% |
False |
True |
500 |
| 10 |
0.9925 |
0.9778 |
0.0147 |
1.5% |
0.0043 |
0.4% |
24% |
False |
False |
375 |
| 20 |
0.9925 |
0.9700 |
0.0225 |
2.3% |
0.0045 |
0.5% |
50% |
False |
False |
380 |
| 40 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0047 |
0.5% |
66% |
False |
False |
271 |
| 60 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0045 |
0.5% |
66% |
False |
False |
191 |
| 80 |
0.9931 |
0.9595 |
0.0336 |
3.4% |
0.0040 |
0.4% |
65% |
False |
False |
144 |
| 100 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0035 |
0.4% |
72% |
False |
False |
115 |
| 120 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0031 |
0.3% |
72% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9993 |
|
2.618 |
0.9936 |
|
1.618 |
0.9901 |
|
1.000 |
0.9879 |
|
0.618 |
0.9866 |
|
HIGH |
0.9844 |
|
0.618 |
0.9831 |
|
0.500 |
0.9827 |
|
0.382 |
0.9822 |
|
LOW |
0.9809 |
|
0.618 |
0.9787 |
|
1.000 |
0.9774 |
|
1.618 |
0.9752 |
|
2.618 |
0.9717 |
|
4.250 |
0.9660 |
|
|
| Fisher Pivots for day following 23-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9827 |
0.9867 |
| PP |
0.9822 |
0.9849 |
| S1 |
0.9818 |
0.9831 |
|