CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 09-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9824 |
0.9700 |
-0.0124 |
-1.3% |
0.9756 |
| High |
0.9839 |
0.9720 |
-0.0119 |
-1.2% |
0.9841 |
| Low |
0.9712 |
0.9678 |
-0.0034 |
-0.4% |
0.9674 |
| Close |
0.9717 |
0.9687 |
-0.0030 |
-0.3% |
0.9717 |
| Range |
0.0127 |
0.0042 |
-0.0085 |
-66.9% |
0.0167 |
| ATR |
0.0084 |
0.0081 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
178,994 |
98,588 |
-80,406 |
-44.9% |
774,105 |
|
| Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9821 |
0.9796 |
0.9710 |
|
| R3 |
0.9779 |
0.9754 |
0.9699 |
|
| R2 |
0.9737 |
0.9737 |
0.9695 |
|
| R1 |
0.9712 |
0.9712 |
0.9691 |
0.9704 |
| PP |
0.9695 |
0.9695 |
0.9695 |
0.9691 |
| S1 |
0.9670 |
0.9670 |
0.9683 |
0.9662 |
| S2 |
0.9653 |
0.9653 |
0.9679 |
|
| S3 |
0.9611 |
0.9628 |
0.9675 |
|
| S4 |
0.9569 |
0.9586 |
0.9664 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0245 |
1.0148 |
0.9809 |
|
| R3 |
1.0078 |
0.9981 |
0.9763 |
|
| R2 |
0.9911 |
0.9911 |
0.9748 |
|
| R1 |
0.9814 |
0.9814 |
0.9732 |
0.9779 |
| PP |
0.9744 |
0.9744 |
0.9744 |
0.9727 |
| S1 |
0.9647 |
0.9647 |
0.9702 |
0.9612 |
| S2 |
0.9577 |
0.9577 |
0.9686 |
|
| S3 |
0.9410 |
0.9480 |
0.9671 |
|
| S4 |
0.9243 |
0.9313 |
0.9625 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9841 |
0.9674 |
0.0167 |
1.7% |
0.0096 |
1.0% |
8% |
False |
False |
150,523 |
| 10 |
0.9889 |
0.9674 |
0.0215 |
2.2% |
0.0086 |
0.9% |
6% |
False |
False |
127,076 |
| 20 |
1.0110 |
0.9674 |
0.0436 |
4.5% |
0.0076 |
0.8% |
3% |
False |
False |
119,316 |
| 40 |
1.0318 |
0.9674 |
0.0644 |
6.6% |
0.0076 |
0.8% |
2% |
False |
False |
117,019 |
| 60 |
1.0357 |
0.9674 |
0.0683 |
7.1% |
0.0080 |
0.8% |
2% |
False |
False |
117,528 |
| 80 |
1.0357 |
0.9674 |
0.0683 |
7.1% |
0.0083 |
0.9% |
2% |
False |
False |
93,455 |
| 100 |
1.0442 |
0.9674 |
0.0768 |
7.9% |
0.0087 |
0.9% |
2% |
False |
False |
74,810 |
| 120 |
1.0442 |
0.9674 |
0.0768 |
7.9% |
0.0090 |
0.9% |
2% |
False |
False |
62,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9899 |
|
2.618 |
0.9830 |
|
1.618 |
0.9788 |
|
1.000 |
0.9762 |
|
0.618 |
0.9746 |
|
HIGH |
0.9720 |
|
0.618 |
0.9704 |
|
0.500 |
0.9699 |
|
0.382 |
0.9694 |
|
LOW |
0.9678 |
|
0.618 |
0.9652 |
|
1.000 |
0.9636 |
|
1.618 |
0.9610 |
|
2.618 |
0.9568 |
|
4.250 |
0.9500 |
|
|
| Fisher Pivots for day following 09-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9699 |
0.9760 |
| PP |
0.9695 |
0.9735 |
| S1 |
0.9691 |
0.9711 |
|