CME Japanese Yen Future December 2014
Trading Metrics calculated at close of trading on 21-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9857 |
0.9879 |
0.0022 |
0.2% |
0.9806 |
High |
0.9889 |
0.9930 |
0.0041 |
0.4% |
0.9891 |
Low |
0.9856 |
0.9876 |
0.0020 |
0.2% |
0.9790 |
Close |
0.9889 |
0.9876 |
-0.0013 |
-0.1% |
0.9867 |
Range |
0.0033 |
0.0054 |
0.0021 |
63.6% |
0.0101 |
ATR |
0.0034 |
0.0035 |
0.0001 |
4.3% |
0.0000 |
Volume |
3 |
6 |
3 |
100.0% |
64 |
|
Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0056 |
1.0020 |
0.9906 |
|
R3 |
1.0002 |
0.9966 |
0.9891 |
|
R2 |
0.9948 |
0.9948 |
0.9886 |
|
R1 |
0.9912 |
0.9912 |
0.9881 |
0.9903 |
PP |
0.9894 |
0.9894 |
0.9894 |
0.9890 |
S1 |
0.9858 |
0.9858 |
0.9871 |
0.9849 |
S2 |
0.9840 |
0.9840 |
0.9866 |
|
S3 |
0.9786 |
0.9804 |
0.9861 |
|
S4 |
0.9732 |
0.9750 |
0.9846 |
|
|
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 |
0.9930 |
0.9839 |
0.0091 |
0.9% |
0.0033 |
0.3% |
41% |
True |
False |
17 |
10 |
0.9930 |
0.9790 |
0.0140 |
1.4% |
0.0022 |
0.2% |
61% |
True |
False |
11 |
20 |
0.9930 |
0.9735 |
0.0195 |
2.0% |
0.0022 |
0.2% |
72% |
True |
False |
7 |
40 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0018 |
0.2% |
83% |
True |
False |
5 |
60 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0019 |
0.2% |
83% |
True |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0160 |
2.618 |
1.0071 |
1.618 |
1.0017 |
1.000 |
0.9984 |
0.618 |
0.9963 |
HIGH |
0.9930 |
0.618 |
0.9909 |
0.500 |
0.9903 |
0.382 |
0.9897 |
LOW |
0.9876 |
0.618 |
0.9843 |
1.000 |
0.9822 |
1.618 |
0.9789 |
2.618 |
0.9735 |
4.250 |
0.9647 |
|
|
Fisher Pivots for day following 21-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9903 |
0.9893 |
PP |
0.9894 |
0.9887 |
S1 |
0.9885 |
0.9882 |
|