CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 27-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9826 |
0.9812 |
-0.0014 |
-0.1% |
0.9860 |
| High |
0.9844 |
0.9829 |
-0.0015 |
-0.2% |
0.9925 |
| Low |
0.9809 |
0.9795 |
-0.0014 |
-0.1% |
0.9809 |
| Close |
0.9813 |
0.9814 |
0.0001 |
0.0% |
0.9813 |
| Range |
0.0035 |
0.0034 |
-0.0001 |
-2.9% |
0.0116 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
257 |
1,399 |
1,142 |
444.4% |
2,502 |
|
| Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9915 |
0.9898 |
0.9833 |
|
| R3 |
0.9881 |
0.9864 |
0.9823 |
|
| R2 |
0.9847 |
0.9847 |
0.9820 |
|
| R1 |
0.9830 |
0.9830 |
0.9817 |
0.9839 |
| PP |
0.9813 |
0.9813 |
0.9813 |
0.9817 |
| S1 |
0.9796 |
0.9796 |
0.9811 |
0.9805 |
| S2 |
0.9779 |
0.9779 |
0.9808 |
|
| S3 |
0.9745 |
0.9762 |
0.9805 |
|
| S4 |
0.9711 |
0.9728 |
0.9795 |
|
|
| 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 |
0.9795 |
0.0130 |
1.3% |
0.0045 |
0.5% |
15% |
False |
True |
616 |
| 10 |
0.9925 |
0.9778 |
0.0147 |
1.5% |
0.0044 |
0.5% |
24% |
False |
False |
483 |
| 20 |
0.9925 |
0.9700 |
0.0225 |
2.3% |
0.0044 |
0.5% |
51% |
False |
False |
439 |
| 40 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0046 |
0.5% |
66% |
False |
False |
304 |
| 60 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0045 |
0.5% |
66% |
False |
False |
215 |
| 80 |
0.9931 |
0.9595 |
0.0336 |
3.4% |
0.0040 |
0.4% |
65% |
False |
False |
162 |
| 100 |
0.9931 |
0.9555 |
0.0376 |
3.8% |
0.0035 |
0.4% |
69% |
False |
False |
129 |
| 120 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0031 |
0.3% |
72% |
False |
False |
108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9974 |
|
2.618 |
0.9918 |
|
1.618 |
0.9884 |
|
1.000 |
0.9863 |
|
0.618 |
0.9850 |
|
HIGH |
0.9829 |
|
0.618 |
0.9816 |
|
0.500 |
0.9812 |
|
0.382 |
0.9808 |
|
LOW |
0.9795 |
|
0.618 |
0.9774 |
|
1.000 |
0.9761 |
|
1.618 |
0.9740 |
|
2.618 |
0.9706 |
|
4.250 |
0.9651 |
|
|
| Fisher Pivots for day following 27-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9813 |
0.9833 |
| PP |
0.9813 |
0.9827 |
| S1 |
0.9812 |
0.9820 |
|