CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 22-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9879 |
0.9874 |
-0.0005 |
-0.1% |
0.9806 |
| High |
0.9930 |
0.9874 |
-0.0056 |
-0.6% |
0.9891 |
| Low |
0.9876 |
0.9837 |
-0.0039 |
-0.4% |
0.9790 |
| Close |
0.9876 |
0.9837 |
-0.0039 |
-0.4% |
0.9867 |
| Range |
0.0054 |
0.0037 |
-0.0017 |
-31.5% |
0.0101 |
| ATR |
0.0035 |
0.0035 |
0.0000 |
0.8% |
0.0000 |
| Volume |
6 |
13 |
7 |
116.7% |
64 |
|
| Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9960 |
0.9936 |
0.9857 |
|
| R3 |
0.9923 |
0.9899 |
0.9847 |
|
| R2 |
0.9886 |
0.9886 |
0.9844 |
|
| R1 |
0.9862 |
0.9862 |
0.9840 |
0.9856 |
| PP |
0.9849 |
0.9849 |
0.9849 |
0.9846 |
| S1 |
0.9825 |
0.9825 |
0.9834 |
0.9819 |
| S2 |
0.9812 |
0.9812 |
0.9830 |
|
| S3 |
0.9775 |
0.9788 |
0.9827 |
|
| S4 |
0.9738 |
0.9751 |
0.9817 |
|
|
| 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 |
0.9837 |
0.0093 |
0.9% |
0.0030 |
0.3% |
0% |
False |
True |
17 |
| 10 |
0.9930 |
0.9790 |
0.0140 |
1.4% |
0.0026 |
0.3% |
34% |
False |
False |
12 |
| 20 |
0.9930 |
0.9735 |
0.0195 |
2.0% |
0.0023 |
0.2% |
52% |
False |
False |
7 |
| 40 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0019 |
0.2% |
70% |
False |
False |
5 |
| 60 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0019 |
0.2% |
70% |
False |
False |
5 |
| 80 |
0.9941 |
0.9618 |
0.0323 |
3.3% |
0.0019 |
0.2% |
68% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0031 |
|
2.618 |
0.9971 |
|
1.618 |
0.9934 |
|
1.000 |
0.9911 |
|
0.618 |
0.9897 |
|
HIGH |
0.9874 |
|
0.618 |
0.9860 |
|
0.500 |
0.9856 |
|
0.382 |
0.9851 |
|
LOW |
0.9837 |
|
0.618 |
0.9814 |
|
1.000 |
0.9800 |
|
1.618 |
0.9777 |
|
2.618 |
0.9740 |
|
4.250 |
0.9680 |
|
|
| Fisher Pivots for day following 22-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9856 |
0.9884 |
| PP |
0.9849 |
0.9868 |
| S1 |
0.9843 |
0.9853 |
|