CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 11-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9681 |
0.9722 |
0.0041 |
0.4% |
0.9756 |
| High |
0.9749 |
0.9791 |
0.0042 |
0.4% |
0.9841 |
| Low |
0.9672 |
0.9714 |
0.0042 |
0.4% |
0.9674 |
| Close |
0.9735 |
0.9748 |
0.0013 |
0.1% |
0.9717 |
| Range |
0.0077 |
0.0077 |
0.0000 |
0.0% |
0.0167 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
151,683 |
216,333 |
64,650 |
42.6% |
774,105 |
|
| Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9982 |
0.9942 |
0.9790 |
|
| R3 |
0.9905 |
0.9865 |
0.9769 |
|
| R2 |
0.9828 |
0.9828 |
0.9762 |
|
| R1 |
0.9788 |
0.9788 |
0.9755 |
0.9808 |
| PP |
0.9751 |
0.9751 |
0.9751 |
0.9761 |
| S1 |
0.9711 |
0.9711 |
0.9741 |
0.9731 |
| S2 |
0.9674 |
0.9674 |
0.9734 |
|
| S3 |
0.9597 |
0.9634 |
0.9727 |
|
| S4 |
0.9520 |
0.9557 |
0.9706 |
|
|
| 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% |
0.0080 |
0.8% |
45% |
False |
False |
157,422 |
| 10 |
0.9884 |
0.9672 |
0.0212 |
2.2% |
0.0088 |
0.9% |
36% |
False |
False |
144,881 |
| 20 |
1.0098 |
0.9672 |
0.0426 |
4.4% |
0.0078 |
0.8% |
18% |
False |
False |
128,583 |
| 40 |
1.0318 |
0.9672 |
0.0646 |
6.6% |
0.0077 |
0.8% |
12% |
False |
False |
122,349 |
| 60 |
1.0357 |
0.9672 |
0.0685 |
7.0% |
0.0081 |
0.8% |
11% |
False |
False |
120,828 |
| 80 |
1.0357 |
0.9672 |
0.0685 |
7.0% |
0.0083 |
0.9% |
11% |
False |
False |
98,039 |
| 100 |
1.0442 |
0.9672 |
0.0770 |
7.9% |
0.0087 |
0.9% |
10% |
False |
False |
78,489 |
| 120 |
1.0442 |
0.9672 |
0.0770 |
7.9% |
0.0089 |
0.9% |
10% |
False |
False |
65,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0118 |
|
2.618 |
0.9993 |
|
1.618 |
0.9916 |
|
1.000 |
0.9868 |
|
0.618 |
0.9839 |
|
HIGH |
0.9791 |
|
0.618 |
0.9762 |
|
0.500 |
0.9753 |
|
0.382 |
0.9743 |
|
LOW |
0.9714 |
|
0.618 |
0.9666 |
|
1.000 |
0.9637 |
|
1.618 |
0.9589 |
|
2.618 |
0.9512 |
|
4.250 |
0.9387 |
|
|
| Fisher Pivots for day following 11-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9753 |
0.9743 |
| PP |
0.9751 |
0.9737 |
| S1 |
0.9750 |
0.9732 |
|