CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 19-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2014 |
19-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9867 |
0.9879 |
0.0012 |
0.1% |
0.9806 |
| High |
0.9867 |
0.9903 |
0.0036 |
0.4% |
0.9891 |
| Low |
0.9867 |
0.9879 |
0.0012 |
0.1% |
0.9790 |
| Close |
0.9867 |
0.9885 |
0.0018 |
0.2% |
0.9867 |
| Range |
0.0000 |
0.0024 |
0.0024 |
|
0.0101 |
| ATR |
0.0033 |
0.0034 |
0.0000 |
0.5% |
0.0000 |
| Volume |
32 |
32 |
0 |
0.0% |
64 |
|
| Daily Pivots for day following 19-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9961 |
0.9947 |
0.9898 |
|
| R3 |
0.9937 |
0.9923 |
0.9892 |
|
| R2 |
0.9913 |
0.9913 |
0.9889 |
|
| R1 |
0.9899 |
0.9899 |
0.9887 |
0.9906 |
| PP |
0.9889 |
0.9889 |
0.9889 |
0.9893 |
| S1 |
0.9875 |
0.9875 |
0.9883 |
0.9882 |
| S2 |
0.9865 |
0.9865 |
0.9881 |
|
| S3 |
0.9841 |
0.9851 |
0.9878 |
|
| S4 |
0.9817 |
0.9827 |
0.9872 |
|
|
| 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 |
0.9903 |
0.9790 |
0.0113 |
1.1% |
0.0024 |
0.2% |
84% |
True |
False |
18 |
| 10 |
0.9903 |
0.9790 |
0.0113 |
1.1% |
0.0015 |
0.2% |
84% |
True |
False |
10 |
| 20 |
0.9903 |
0.9735 |
0.0168 |
1.7% |
0.0018 |
0.2% |
89% |
True |
False |
7 |
| 40 |
0.9903 |
0.9618 |
0.0285 |
2.9% |
0.0017 |
0.2% |
94% |
True |
False |
5 |
| 60 |
0.9903 |
0.9618 |
0.0285 |
2.9% |
0.0017 |
0.2% |
94% |
True |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0005 |
|
2.618 |
0.9966 |
|
1.618 |
0.9942 |
|
1.000 |
0.9927 |
|
0.618 |
0.9918 |
|
HIGH |
0.9903 |
|
0.618 |
0.9894 |
|
0.500 |
0.9891 |
|
0.382 |
0.9888 |
|
LOW |
0.9879 |
|
0.618 |
0.9864 |
|
1.000 |
0.9855 |
|
1.618 |
0.9840 |
|
2.618 |
0.9816 |
|
4.250 |
0.9777 |
|
|
| Fisher Pivots for day following 19-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9891 |
0.9880 |
| PP |
0.9889 |
0.9876 |
| S1 |
0.9887 |
0.9871 |
|