CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 03-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9756 |
0.9714 |
-0.0042 |
-0.4% |
0.9875 |
| High |
0.9784 |
0.9807 |
0.0023 |
0.2% |
0.9889 |
| Low |
0.9697 |
0.9674 |
-0.0023 |
-0.2% |
0.9746 |
| Close |
0.9700 |
0.9770 |
0.0070 |
0.7% |
0.9761 |
| Range |
0.0087 |
0.0133 |
0.0046 |
52.9% |
0.0143 |
| ATR |
0.0075 |
0.0079 |
0.0004 |
5.6% |
0.0000 |
| Volume |
120,075 |
157,120 |
37,045 |
30.9% |
398,072 |
|
| Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0149 |
1.0093 |
0.9843 |
|
| R3 |
1.0016 |
0.9960 |
0.9807 |
|
| R2 |
0.9883 |
0.9883 |
0.9794 |
|
| R1 |
0.9827 |
0.9827 |
0.9782 |
0.9855 |
| PP |
0.9750 |
0.9750 |
0.9750 |
0.9765 |
| S1 |
0.9694 |
0.9694 |
0.9758 |
0.9722 |
| S2 |
0.9617 |
0.9617 |
0.9746 |
|
| S3 |
0.9484 |
0.9561 |
0.9733 |
|
| S4 |
0.9351 |
0.9428 |
0.9697 |
|
|
| 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 |
0.9674 |
0.0215 |
2.2% |
0.0087 |
0.9% |
45% |
False |
True |
115,740 |
| 10 |
1.0045 |
0.9674 |
0.0371 |
3.8% |
0.0078 |
0.8% |
26% |
False |
True |
115,053 |
| 20 |
1.0246 |
0.9674 |
0.0572 |
5.9% |
0.0079 |
0.8% |
17% |
False |
True |
121,970 |
| 40 |
1.0357 |
0.9674 |
0.0683 |
7.0% |
0.0076 |
0.8% |
14% |
False |
True |
113,497 |
| 60 |
1.0357 |
0.9674 |
0.0683 |
7.0% |
0.0080 |
0.8% |
14% |
False |
True |
113,703 |
| 80 |
1.0423 |
0.9674 |
0.0749 |
7.7% |
0.0084 |
0.9% |
13% |
False |
True |
86,027 |
| 100 |
1.0442 |
0.9674 |
0.0768 |
7.9% |
0.0088 |
0.9% |
13% |
False |
True |
68,861 |
| 120 |
1.0636 |
0.9674 |
0.0962 |
9.8% |
0.0092 |
0.9% |
10% |
False |
True |
57,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0372 |
|
2.618 |
1.0155 |
|
1.618 |
1.0022 |
|
1.000 |
0.9940 |
|
0.618 |
0.9889 |
|
HIGH |
0.9807 |
|
0.618 |
0.9756 |
|
0.500 |
0.9741 |
|
0.382 |
0.9725 |
|
LOW |
0.9674 |
|
0.618 |
0.9592 |
|
1.000 |
0.9541 |
|
1.618 |
0.9459 |
|
2.618 |
0.9326 |
|
4.250 |
0.9109 |
|
|
| Fisher Pivots for day following 03-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9760 |
0.9761 |
| PP |
0.9750 |
0.9752 |
| S1 |
0.9741 |
0.9743 |
|