CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 02-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9790 |
0.9756 |
-0.0034 |
-0.3% |
0.9875 |
| High |
0.9811 |
0.9784 |
-0.0027 |
-0.3% |
0.9889 |
| Low |
0.9746 |
0.9697 |
-0.0049 |
-0.5% |
0.9746 |
| Close |
0.9761 |
0.9700 |
-0.0061 |
-0.6% |
0.9761 |
| Range |
0.0065 |
0.0087 |
0.0022 |
33.8% |
0.0143 |
| ATR |
0.0074 |
0.0075 |
0.0001 |
1.3% |
0.0000 |
| Volume |
108,364 |
120,075 |
11,711 |
10.8% |
398,072 |
|
| Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9988 |
0.9931 |
0.9748 |
|
| R3 |
0.9901 |
0.9844 |
0.9724 |
|
| R2 |
0.9814 |
0.9814 |
0.9716 |
|
| R1 |
0.9757 |
0.9757 |
0.9708 |
0.9742 |
| PP |
0.9727 |
0.9727 |
0.9727 |
0.9720 |
| S1 |
0.9670 |
0.9670 |
0.9692 |
0.9655 |
| S2 |
0.9640 |
0.9640 |
0.9684 |
|
| S3 |
0.9553 |
0.9583 |
0.9676 |
|
| S4 |
0.9466 |
0.9496 |
0.9652 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0228 |
1.0137 |
0.9840 |
|
| R3 |
1.0085 |
0.9994 |
0.9800 |
|
| R2 |
0.9942 |
0.9942 |
0.9787 |
|
| R1 |
0.9851 |
0.9851 |
0.9774 |
0.9825 |
| PP |
0.9799 |
0.9799 |
0.9799 |
0.9786 |
| S1 |
0.9708 |
0.9708 |
0.9748 |
0.9682 |
| S2 |
0.9656 |
0.9656 |
0.9735 |
|
| S3 |
0.9513 |
0.9565 |
0.9722 |
|
| S4 |
0.9370 |
0.9422 |
0.9682 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9889 |
0.9697 |
0.0192 |
2.0% |
0.0075 |
0.8% |
2% |
False |
True |
103,629 |
| 10 |
1.0045 |
0.9697 |
0.0348 |
3.6% |
0.0071 |
0.7% |
1% |
False |
True |
108,346 |
| 20 |
1.0246 |
0.9697 |
0.0549 |
5.7% |
0.0074 |
0.8% |
1% |
False |
True |
117,280 |
| 40 |
1.0357 |
0.9697 |
0.0660 |
6.8% |
0.0074 |
0.8% |
0% |
False |
True |
112,170 |
| 60 |
1.0357 |
0.9697 |
0.0660 |
6.8% |
0.0079 |
0.8% |
0% |
False |
True |
111,470 |
| 80 |
1.0423 |
0.9697 |
0.0726 |
7.5% |
0.0084 |
0.9% |
0% |
False |
True |
84,066 |
| 100 |
1.0442 |
0.9697 |
0.0745 |
7.7% |
0.0087 |
0.9% |
0% |
False |
True |
67,292 |
| 120 |
1.0670 |
0.9697 |
0.0973 |
10.0% |
0.0093 |
1.0% |
0% |
False |
True |
56,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0154 |
|
2.618 |
1.0012 |
|
1.618 |
0.9925 |
|
1.000 |
0.9871 |
|
0.618 |
0.9838 |
|
HIGH |
0.9784 |
|
0.618 |
0.9751 |
|
0.500 |
0.9741 |
|
0.382 |
0.9730 |
|
LOW |
0.9697 |
|
0.618 |
0.9643 |
|
1.000 |
0.9610 |
|
1.618 |
0.9556 |
|
2.618 |
0.9469 |
|
4.250 |
0.9327 |
|
|
| Fisher Pivots for day following 02-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9741 |
0.9791 |
| PP |
0.9727 |
0.9760 |
| S1 |
0.9714 |
0.9730 |
|