CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 29-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2014 |
29-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9838 |
0.9845 |
0.0007 |
0.1% |
0.9879 |
| High |
0.9838 |
0.9863 |
0.0025 |
0.3% |
0.9930 |
| Low |
0.9832 |
0.9843 |
0.0011 |
0.1% |
0.9819 |
| Close |
0.9832 |
0.9843 |
0.0011 |
0.1% |
0.9820 |
| Range |
0.0006 |
0.0020 |
0.0014 |
233.3% |
0.0111 |
| ATR |
0.0034 |
0.0034 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
52 |
1 |
-51 |
-98.1% |
63 |
|
| Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9910 |
0.9896 |
0.9854 |
|
| R3 |
0.9890 |
0.9876 |
0.9849 |
|
| R2 |
0.9870 |
0.9870 |
0.9847 |
|
| R1 |
0.9856 |
0.9856 |
0.9845 |
0.9853 |
| PP |
0.9850 |
0.9850 |
0.9850 |
0.9848 |
| S1 |
0.9836 |
0.9836 |
0.9841 |
0.9833 |
| S2 |
0.9830 |
0.9830 |
0.9839 |
|
| S3 |
0.9810 |
0.9816 |
0.9838 |
|
| S4 |
0.9790 |
0.9796 |
0.9832 |
|
|
| 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 |
0.9874 |
0.9808 |
0.0066 |
0.7% |
0.0026 |
0.3% |
53% |
False |
False |
16 |
| 10 |
0.9930 |
0.9808 |
0.0122 |
1.2% |
0.0029 |
0.3% |
29% |
False |
False |
16 |
| 20 |
0.9930 |
0.9735 |
0.0195 |
2.0% |
0.0023 |
0.2% |
55% |
False |
False |
10 |
| 40 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0020 |
0.2% |
72% |
False |
False |
7 |
| 60 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0021 |
0.2% |
72% |
False |
False |
6 |
| 80 |
0.9930 |
0.9618 |
0.0312 |
3.2% |
0.0018 |
0.2% |
72% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9948 |
|
2.618 |
0.9915 |
|
1.618 |
0.9895 |
|
1.000 |
0.9883 |
|
0.618 |
0.9875 |
|
HIGH |
0.9863 |
|
0.618 |
0.9855 |
|
0.500 |
0.9853 |
|
0.382 |
0.9851 |
|
LOW |
0.9843 |
|
0.618 |
0.9831 |
|
1.000 |
0.9823 |
|
1.618 |
0.9811 |
|
2.618 |
0.9791 |
|
4.250 |
0.9758 |
|
|
| Fisher Pivots for day following 29-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9853 |
0.9841 |
| PP |
0.9850 |
0.9838 |
| S1 |
0.9846 |
0.9836 |
|