CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 13-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9758 |
0.9655 |
-0.0103 |
-1.1% |
0.9700 |
| High |
0.9765 |
0.9710 |
-0.0055 |
-0.6% |
0.9791 |
| Low |
0.9666 |
0.9623 |
-0.0043 |
-0.4% |
0.9623 |
| Close |
0.9684 |
0.9691 |
0.0007 |
0.1% |
0.9691 |
| Range |
0.0099 |
0.0087 |
-0.0012 |
-12.1% |
0.0168 |
| ATR |
0.0081 |
0.0082 |
0.0000 |
0.5% |
0.0000 |
| Volume |
183,251 |
48,871 |
-134,380 |
-73.3% |
698,726 |
|
| Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9936 |
0.9900 |
0.9739 |
|
| R3 |
0.9849 |
0.9813 |
0.9715 |
|
| R2 |
0.9762 |
0.9762 |
0.9707 |
|
| R1 |
0.9726 |
0.9726 |
0.9699 |
0.9744 |
| PP |
0.9675 |
0.9675 |
0.9675 |
0.9684 |
| S1 |
0.9639 |
0.9639 |
0.9683 |
0.9657 |
| S2 |
0.9588 |
0.9588 |
0.9675 |
|
| S3 |
0.9501 |
0.9552 |
0.9667 |
|
| S4 |
0.9414 |
0.9465 |
0.9643 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0206 |
1.0116 |
0.9783 |
|
| R3 |
1.0038 |
0.9948 |
0.9737 |
|
| R2 |
0.9870 |
0.9870 |
0.9722 |
|
| R1 |
0.9780 |
0.9780 |
0.9706 |
0.9741 |
| PP |
0.9702 |
0.9702 |
0.9702 |
0.9682 |
| S1 |
0.9612 |
0.9612 |
0.9676 |
0.9573 |
| S2 |
0.9534 |
0.9534 |
0.9660 |
|
| S3 |
0.9366 |
0.9444 |
0.9645 |
|
| S4 |
0.9198 |
0.9276 |
0.9599 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9791 |
0.9623 |
0.0168 |
1.7% |
0.0076 |
0.8% |
40% |
False |
True |
139,745 |
| 10 |
0.9841 |
0.9623 |
0.0218 |
2.2% |
0.0091 |
0.9% |
31% |
False |
True |
147,283 |
| 20 |
1.0045 |
0.9623 |
0.0422 |
4.4% |
0.0079 |
0.8% |
16% |
False |
True |
126,905 |
| 40 |
1.0318 |
0.9623 |
0.0695 |
7.2% |
0.0076 |
0.8% |
10% |
False |
True |
121,245 |
| 60 |
1.0357 |
0.9623 |
0.0734 |
7.6% |
0.0078 |
0.8% |
9% |
False |
True |
119,260 |
| 80 |
1.0357 |
0.9623 |
0.0734 |
7.6% |
0.0083 |
0.9% |
9% |
False |
True |
100,926 |
| 100 |
1.0442 |
0.9623 |
0.0819 |
8.5% |
0.0087 |
0.9% |
8% |
False |
True |
80,807 |
| 120 |
1.0442 |
0.9623 |
0.0819 |
8.5% |
0.0089 |
0.9% |
8% |
False |
True |
67,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0080 |
|
2.618 |
0.9938 |
|
1.618 |
0.9851 |
|
1.000 |
0.9797 |
|
0.618 |
0.9764 |
|
HIGH |
0.9710 |
|
0.618 |
0.9677 |
|
0.500 |
0.9667 |
|
0.382 |
0.9656 |
|
LOW |
0.9623 |
|
0.618 |
0.9569 |
|
1.000 |
0.9536 |
|
1.618 |
0.9482 |
|
2.618 |
0.9395 |
|
4.250 |
0.9253 |
|
|
| Fisher Pivots for day following 13-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9683 |
0.9707 |
| PP |
0.9675 |
0.9702 |
| S1 |
0.9667 |
0.9696 |
|