CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 15-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9804 |
0.9848 |
0.0044 |
0.4% |
0.9793 |
| High |
0.9842 |
0.9891 |
0.0049 |
0.5% |
0.9869 |
| Low |
0.9804 |
0.9839 |
0.0035 |
0.4% |
0.9793 |
| Close |
0.9840 |
0.9864 |
0.0024 |
0.2% |
0.9839 |
| Range |
0.0038 |
0.0052 |
0.0014 |
36.8% |
0.0076 |
| ATR |
0.0035 |
0.0036 |
0.0001 |
3.6% |
0.0000 |
| Volume |
6 |
12 |
6 |
100.0% |
18 |
|
| Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0021 |
0.9994 |
0.9893 |
|
| R3 |
0.9969 |
0.9942 |
0.9878 |
|
| R2 |
0.9917 |
0.9917 |
0.9874 |
|
| R1 |
0.9890 |
0.9890 |
0.9869 |
0.9904 |
| PP |
0.9865 |
0.9865 |
0.9865 |
0.9871 |
| S1 |
0.9838 |
0.9838 |
0.9859 |
0.9852 |
| S2 |
0.9813 |
0.9813 |
0.9854 |
|
| S3 |
0.9761 |
0.9786 |
0.9850 |
|
| S4 |
0.9709 |
0.9734 |
0.9835 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0062 |
1.0026 |
0.9881 |
|
| R3 |
0.9986 |
0.9950 |
0.9860 |
|
| R2 |
0.9910 |
0.9910 |
0.9853 |
|
| R1 |
0.9874 |
0.9874 |
0.9846 |
0.9892 |
| PP |
0.9834 |
0.9834 |
0.9834 |
0.9843 |
| S1 |
0.9798 |
0.9798 |
0.9832 |
0.9816 |
| S2 |
0.9758 |
0.9758 |
0.9825 |
|
| S3 |
0.9682 |
0.9722 |
0.9818 |
|
| S4 |
0.9606 |
0.9646 |
0.9797 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9891 |
0.9790 |
0.0101 |
1.0% |
0.0022 |
0.2% |
73% |
True |
False |
7 |
| 10 |
0.9891 |
0.9735 |
0.0156 |
1.6% |
0.0022 |
0.2% |
83% |
True |
False |
5 |
| 20 |
0.9891 |
0.9735 |
0.0156 |
1.6% |
0.0018 |
0.2% |
83% |
True |
False |
4 |
| 40 |
0.9891 |
0.9618 |
0.0273 |
2.8% |
0.0016 |
0.2% |
90% |
True |
False |
4 |
| 60 |
0.9892 |
0.9618 |
0.0274 |
2.8% |
0.0017 |
0.2% |
90% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0112 |
|
2.618 |
1.0027 |
|
1.618 |
0.9975 |
|
1.000 |
0.9943 |
|
0.618 |
0.9923 |
|
HIGH |
0.9891 |
|
0.618 |
0.9871 |
|
0.500 |
0.9865 |
|
0.382 |
0.9859 |
|
LOW |
0.9839 |
|
0.618 |
0.9807 |
|
1.000 |
0.9787 |
|
1.618 |
0.9755 |
|
2.618 |
0.9703 |
|
4.250 |
0.9618 |
|
|
| Fisher Pivots for day following 15-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9865 |
0.9856 |
| PP |
0.9865 |
0.9848 |
| S1 |
0.9864 |
0.9841 |
|