CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 20-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9879 |
0.9857 |
-0.0022 |
-0.2% |
0.9806 |
| High |
0.9903 |
0.9889 |
-0.0014 |
-0.1% |
0.9891 |
| Low |
0.9879 |
0.9856 |
-0.0023 |
-0.2% |
0.9790 |
| Close |
0.9885 |
0.9889 |
0.0004 |
0.0% |
0.9867 |
| Range |
0.0024 |
0.0033 |
0.0009 |
37.5% |
0.0101 |
| ATR |
0.0034 |
0.0034 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
32 |
3 |
-29 |
-90.6% |
64 |
|
| Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9977 |
0.9966 |
0.9907 |
|
| R3 |
0.9944 |
0.9933 |
0.9898 |
|
| R2 |
0.9911 |
0.9911 |
0.9895 |
|
| R1 |
0.9900 |
0.9900 |
0.9892 |
0.9906 |
| PP |
0.9878 |
0.9878 |
0.9878 |
0.9881 |
| S1 |
0.9867 |
0.9867 |
0.9886 |
0.9873 |
| S2 |
0.9845 |
0.9845 |
0.9883 |
|
| S3 |
0.9812 |
0.9834 |
0.9880 |
|
| S4 |
0.9779 |
0.9801 |
0.9871 |
|
|
| 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 |
0.9804 |
0.0099 |
1.0% |
0.0029 |
0.3% |
86% |
False |
False |
17 |
| 10 |
0.9903 |
0.9790 |
0.0113 |
1.1% |
0.0018 |
0.2% |
88% |
False |
False |
10 |
| 20 |
0.9903 |
0.9735 |
0.0168 |
1.7% |
0.0020 |
0.2% |
92% |
False |
False |
7 |
| 40 |
0.9903 |
0.9618 |
0.0285 |
2.9% |
0.0017 |
0.2% |
95% |
False |
False |
5 |
| 60 |
0.9903 |
0.9618 |
0.0285 |
2.9% |
0.0018 |
0.2% |
95% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0029 |
|
2.618 |
0.9975 |
|
1.618 |
0.9942 |
|
1.000 |
0.9922 |
|
0.618 |
0.9909 |
|
HIGH |
0.9889 |
|
0.618 |
0.9876 |
|
0.500 |
0.9873 |
|
0.382 |
0.9869 |
|
LOW |
0.9856 |
|
0.618 |
0.9836 |
|
1.000 |
0.9823 |
|
1.618 |
0.9803 |
|
2.618 |
0.9770 |
|
4.250 |
0.9716 |
|
|
| Fisher Pivots for day following 20-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9884 |
0.9886 |
| PP |
0.9878 |
0.9883 |
| S1 |
0.9873 |
0.9880 |
|