CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 04-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2013 |
04-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9714 |
0.9763 |
0.0049 |
0.5% |
0.9875 |
| High |
0.9807 |
0.9823 |
0.0016 |
0.2% |
0.9889 |
| Low |
0.9674 |
0.9725 |
0.0051 |
0.5% |
0.9746 |
| Close |
0.9770 |
0.9791 |
0.0021 |
0.2% |
0.9761 |
| Range |
0.0133 |
0.0098 |
-0.0035 |
-26.3% |
0.0143 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
1.7% |
0.0000 |
| Volume |
157,120 |
176,403 |
19,283 |
12.3% |
398,072 |
|
| Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0074 |
1.0030 |
0.9845 |
|
| R3 |
0.9976 |
0.9932 |
0.9818 |
|
| R2 |
0.9878 |
0.9878 |
0.9809 |
|
| R1 |
0.9834 |
0.9834 |
0.9800 |
0.9856 |
| PP |
0.9780 |
0.9780 |
0.9780 |
0.9791 |
| S1 |
0.9736 |
0.9736 |
0.9782 |
0.9758 |
| S2 |
0.9682 |
0.9682 |
0.9773 |
|
| S3 |
0.9584 |
0.9638 |
0.9764 |
|
| S4 |
0.9486 |
0.9540 |
0.9737 |
|
|
| 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 |
0.9884 |
0.9674 |
0.0210 |
2.1% |
0.0096 |
1.0% |
56% |
False |
False |
132,340 |
| 10 |
1.0023 |
0.9674 |
0.0349 |
3.6% |
0.0081 |
0.8% |
34% |
False |
False |
122,063 |
| 20 |
1.0246 |
0.9674 |
0.0572 |
5.8% |
0.0081 |
0.8% |
20% |
False |
False |
125,493 |
| 40 |
1.0333 |
0.9674 |
0.0659 |
6.7% |
0.0076 |
0.8% |
18% |
False |
False |
115,085 |
| 60 |
1.0357 |
0.9674 |
0.0683 |
7.0% |
0.0080 |
0.8% |
17% |
False |
False |
115,693 |
| 80 |
1.0357 |
0.9674 |
0.0683 |
7.0% |
0.0084 |
0.9% |
17% |
False |
False |
88,228 |
| 100 |
1.0442 |
0.9674 |
0.0768 |
7.8% |
0.0087 |
0.9% |
15% |
False |
False |
70,625 |
| 120 |
1.0629 |
0.9674 |
0.0955 |
9.8% |
0.0092 |
0.9% |
12% |
False |
False |
58,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0240 |
|
2.618 |
1.0080 |
|
1.618 |
0.9982 |
|
1.000 |
0.9921 |
|
0.618 |
0.9884 |
|
HIGH |
0.9823 |
|
0.618 |
0.9786 |
|
0.500 |
0.9774 |
|
0.382 |
0.9762 |
|
LOW |
0.9725 |
|
0.618 |
0.9664 |
|
1.000 |
0.9627 |
|
1.618 |
0.9566 |
|
2.618 |
0.9468 |
|
4.250 |
0.9309 |
|
|
| Fisher Pivots for day following 04-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9785 |
0.9777 |
| PP |
0.9780 |
0.9763 |
| S1 |
0.9774 |
0.9749 |
|