CME Japanese Yen Future December 2014
Trading Metrics calculated at close of trading on 16-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9848 |
0.9867 |
0.0019 |
0.2% |
0.9806 |
High |
0.9891 |
0.9867 |
-0.0024 |
-0.2% |
0.9891 |
Low |
0.9839 |
0.9867 |
0.0028 |
0.3% |
0.9790 |
Close |
0.9864 |
0.9867 |
0.0003 |
0.0% |
0.9867 |
Range |
0.0052 |
0.0000 |
-0.0052 |
-100.0% |
0.0101 |
ATR |
0.0036 |
0.0033 |
-0.0002 |
-6.5% |
0.0000 |
Volume |
12 |
32 |
20 |
166.7% |
64 |
|
Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9867 |
0.9867 |
0.9867 |
|
R3 |
0.9867 |
0.9867 |
0.9867 |
|
R2 |
0.9867 |
0.9867 |
0.9867 |
|
R1 |
0.9867 |
0.9867 |
0.9867 |
0.9867 |
PP |
0.9867 |
0.9867 |
0.9867 |
0.9867 |
S1 |
0.9867 |
0.9867 |
0.9867 |
0.9867 |
S2 |
0.9867 |
0.9867 |
0.9867 |
|
S3 |
0.9867 |
0.9867 |
0.9867 |
|
S4 |
0.9867 |
0.9867 |
0.9867 |
|
|
Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0152 |
1.0111 |
0.9923 |
|
R3 |
1.0051 |
1.0010 |
0.9895 |
|
R2 |
0.9950 |
0.9950 |
0.9886 |
|
R1 |
0.9909 |
0.9909 |
0.9876 |
0.9930 |
PP |
0.9849 |
0.9849 |
0.9849 |
0.9860 |
S1 |
0.9808 |
0.9808 |
0.9858 |
0.9829 |
S2 |
0.9748 |
0.9748 |
0.9848 |
|
S3 |
0.9647 |
0.9707 |
0.9839 |
|
S4 |
0.9546 |
0.9606 |
0.9811 |
|
|
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% |
76% |
False |
False |
12 |
10 |
0.9891 |
0.9790 |
0.0101 |
1.0% |
0.0016 |
0.2% |
76% |
False |
False |
8 |
20 |
0.9891 |
0.9735 |
0.0156 |
1.6% |
0.0017 |
0.2% |
85% |
False |
False |
5 |
40 |
0.9891 |
0.9618 |
0.0273 |
2.8% |
0.0016 |
0.2% |
91% |
False |
False |
5 |
60 |
0.9892 |
0.9618 |
0.0274 |
2.8% |
0.0017 |
0.2% |
91% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9867 |
2.618 |
0.9867 |
1.618 |
0.9867 |
1.000 |
0.9867 |
0.618 |
0.9867 |
HIGH |
0.9867 |
0.618 |
0.9867 |
0.500 |
0.9867 |
0.382 |
0.9867 |
LOW |
0.9867 |
0.618 |
0.9867 |
1.000 |
0.9867 |
1.618 |
0.9867 |
2.618 |
0.9867 |
4.250 |
0.9867 |
|
|
Fisher Pivots for day following 16-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9867 |
0.9861 |
PP |
0.9867 |
0.9854 |
S1 |
0.9867 |
0.9848 |
|