CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 10-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9700 |
0.9681 |
-0.0019 |
-0.2% |
0.9756 |
| High |
0.9720 |
0.9749 |
0.0029 |
0.3% |
0.9841 |
| Low |
0.9678 |
0.9672 |
-0.0006 |
-0.1% |
0.9674 |
| Close |
0.9687 |
0.9735 |
0.0048 |
0.5% |
0.9717 |
| Range |
0.0042 |
0.0077 |
0.0035 |
83.3% |
0.0167 |
| ATR |
0.0081 |
0.0080 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
98,588 |
151,683 |
53,095 |
53.9% |
774,105 |
|
| Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9950 |
0.9919 |
0.9777 |
|
| R3 |
0.9873 |
0.9842 |
0.9756 |
|
| R2 |
0.9796 |
0.9796 |
0.9749 |
|
| R1 |
0.9765 |
0.9765 |
0.9742 |
0.9781 |
| PP |
0.9719 |
0.9719 |
0.9719 |
0.9726 |
| S1 |
0.9688 |
0.9688 |
0.9728 |
0.9704 |
| S2 |
0.9642 |
0.9642 |
0.9721 |
|
| S3 |
0.9565 |
0.9611 |
0.9714 |
|
| S4 |
0.9488 |
0.9534 |
0.9693 |
|
|
| 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 |
0.9672 |
0.0169 |
1.7% |
0.0085 |
0.9% |
37% |
False |
True |
149,436 |
| 10 |
0.9889 |
0.9672 |
0.0217 |
2.2% |
0.0086 |
0.9% |
29% |
False |
True |
132,588 |
| 20 |
1.0098 |
0.9672 |
0.0426 |
4.4% |
0.0078 |
0.8% |
15% |
False |
True |
124,052 |
| 40 |
1.0318 |
0.9672 |
0.0646 |
6.6% |
0.0077 |
0.8% |
10% |
False |
True |
119,608 |
| 60 |
1.0357 |
0.9672 |
0.0685 |
7.0% |
0.0080 |
0.8% |
9% |
False |
True |
118,480 |
| 80 |
1.0357 |
0.9672 |
0.0685 |
7.0% |
0.0083 |
0.9% |
9% |
False |
True |
95,341 |
| 100 |
1.0442 |
0.9672 |
0.0770 |
7.9% |
0.0087 |
0.9% |
8% |
False |
True |
76,326 |
| 120 |
1.0442 |
0.9672 |
0.0770 |
7.9% |
0.0089 |
0.9% |
8% |
False |
True |
63,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0076 |
|
2.618 |
0.9951 |
|
1.618 |
0.9874 |
|
1.000 |
0.9826 |
|
0.618 |
0.9797 |
|
HIGH |
0.9749 |
|
0.618 |
0.9720 |
|
0.500 |
0.9711 |
|
0.382 |
0.9701 |
|
LOW |
0.9672 |
|
0.618 |
0.9624 |
|
1.000 |
0.9595 |
|
1.618 |
0.9547 |
|
2.618 |
0.9470 |
|
4.250 |
0.9345 |
|
|
| Fisher Pivots for day following 10-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9727 |
0.9756 |
| PP |
0.9719 |
0.9749 |
| S1 |
0.9711 |
0.9742 |
|