CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 28-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2014 |
28-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9821 |
0.9838 |
0.0017 |
0.2% |
0.9879 |
| High |
0.9846 |
0.9838 |
-0.0008 |
-0.1% |
0.9930 |
| Low |
0.9808 |
0.9832 |
0.0024 |
0.2% |
0.9819 |
| Close |
0.9821 |
0.9832 |
0.0011 |
0.1% |
0.9820 |
| Range |
0.0038 |
0.0006 |
-0.0032 |
-84.2% |
0.0111 |
| ATR |
0.0035 |
0.0034 |
-0.0001 |
-3.7% |
0.0000 |
| Volume |
7 |
52 |
45 |
642.9% |
63 |
|
| Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9852 |
0.9848 |
0.9835 |
|
| R3 |
0.9846 |
0.9842 |
0.9834 |
|
| R2 |
0.9840 |
0.9840 |
0.9833 |
|
| R1 |
0.9836 |
0.9836 |
0.9833 |
0.9835 |
| PP |
0.9834 |
0.9834 |
0.9834 |
0.9834 |
| S1 |
0.9830 |
0.9830 |
0.9831 |
0.9829 |
| S2 |
0.9828 |
0.9828 |
0.9831 |
|
| S3 |
0.9822 |
0.9824 |
0.9830 |
|
| S4 |
0.9816 |
0.9818 |
0.9829 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0189 |
1.0116 |
0.9881 |
|
| R3 |
1.0078 |
1.0005 |
0.9851 |
|
| R2 |
0.9967 |
0.9967 |
0.9840 |
|
| R1 |
0.9894 |
0.9894 |
0.9830 |
0.9875 |
| PP |
0.9856 |
0.9856 |
0.9856 |
0.9847 |
| S1 |
0.9783 |
0.9783 |
0.9810 |
0.9764 |
| S2 |
0.9745 |
0.9745 |
0.9800 |
|
| S3 |
0.9634 |
0.9672 |
0.9789 |
|
| S4 |
0.9523 |
0.9561 |
0.9759 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9930 |
0.9808 |
0.0122 |
1.2% |
0.0033 |
0.3% |
20% |
False |
False |
17 |
| 10 |
0.9930 |
0.9804 |
0.0126 |
1.3% |
0.0031 |
0.3% |
22% |
False |
False |
17 |
| 20 |
0.9930 |
0.9735 |
0.0195 |
2.0% |
0.0024 |
0.2% |
50% |
False |
False |
10 |
| 40 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0021 |
0.2% |
69% |
False |
False |
7 |
| 60 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0020 |
0.2% |
69% |
False |
False |
6 |
| 80 |
0.9941 |
0.9618 |
0.0323 |
3.3% |
0.0019 |
0.2% |
66% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9864 |
|
2.618 |
0.9854 |
|
1.618 |
0.9848 |
|
1.000 |
0.9844 |
|
0.618 |
0.9842 |
|
HIGH |
0.9838 |
|
0.618 |
0.9836 |
|
0.500 |
0.9835 |
|
0.382 |
0.9834 |
|
LOW |
0.9832 |
|
0.618 |
0.9828 |
|
1.000 |
0.9826 |
|
1.618 |
0.9822 |
|
2.618 |
0.9816 |
|
4.250 |
0.9807 |
|
|
| Fisher Pivots for day following 28-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9835 |
0.9831 |
| PP |
0.9834 |
0.9830 |
| S1 |
0.9833 |
0.9829 |
|