CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 02-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9791 |
0.9757 |
-0.0034 |
-0.3% |
0.9877 |
| High |
0.9816 |
0.9787 |
-0.0029 |
-0.3% |
0.9891 |
| Low |
0.9753 |
0.9704 |
-0.0049 |
-0.5% |
0.9753 |
| Close |
0.9767 |
0.9706 |
-0.0061 |
-0.6% |
0.9767 |
| Range |
0.0063 |
0.0083 |
0.0020 |
31.7% |
0.0138 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
1.5% |
0.0000 |
| Volume |
1,011 |
4,848 |
3,837 |
379.5% |
8,696 |
|
| Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9981 |
0.9927 |
0.9752 |
|
| R3 |
0.9898 |
0.9844 |
0.9729 |
|
| R2 |
0.9815 |
0.9815 |
0.9721 |
|
| R1 |
0.9761 |
0.9761 |
0.9714 |
0.9747 |
| PP |
0.9732 |
0.9732 |
0.9732 |
0.9725 |
| S1 |
0.9678 |
0.9678 |
0.9698 |
0.9664 |
| S2 |
0.9649 |
0.9649 |
0.9691 |
|
| S3 |
0.9566 |
0.9595 |
0.9683 |
|
| S4 |
0.9483 |
0.9512 |
0.9660 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0218 |
1.0130 |
0.9843 |
|
| R3 |
1.0080 |
0.9992 |
0.9805 |
|
| R2 |
0.9942 |
0.9942 |
0.9792 |
|
| R1 |
0.9854 |
0.9854 |
0.9780 |
0.9829 |
| PP |
0.9804 |
0.9804 |
0.9804 |
0.9791 |
| S1 |
0.9716 |
0.9716 |
0.9754 |
0.9691 |
| S2 |
0.9666 |
0.9666 |
0.9742 |
|
| S3 |
0.9528 |
0.9578 |
0.9729 |
|
| S4 |
0.9390 |
0.9440 |
0.9691 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9891 |
0.9704 |
0.0187 |
1.9% |
0.0074 |
0.8% |
1% |
False |
True |
2,708 |
| 10 |
1.0050 |
0.9704 |
0.0346 |
3.6% |
0.0067 |
0.7% |
1% |
False |
True |
1,602 |
| 20 |
1.0250 |
0.9704 |
0.0546 |
5.6% |
0.0069 |
0.7% |
0% |
False |
True |
968 |
| 40 |
1.0358 |
0.9704 |
0.0654 |
6.7% |
0.0064 |
0.7% |
0% |
False |
True |
535 |
| 60 |
1.0358 |
0.9704 |
0.0654 |
6.7% |
0.0064 |
0.7% |
0% |
False |
True |
385 |
| 80 |
1.0398 |
0.9704 |
0.0694 |
7.2% |
0.0053 |
0.6% |
0% |
False |
True |
290 |
| 100 |
1.0398 |
0.9704 |
0.0694 |
7.2% |
0.0046 |
0.5% |
0% |
False |
True |
232 |
| 120 |
1.0643 |
0.9704 |
0.0939 |
9.7% |
0.0045 |
0.5% |
0% |
False |
True |
196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0140 |
|
2.618 |
1.0004 |
|
1.618 |
0.9921 |
|
1.000 |
0.9870 |
|
0.618 |
0.9838 |
|
HIGH |
0.9787 |
|
0.618 |
0.9755 |
|
0.500 |
0.9746 |
|
0.382 |
0.9736 |
|
LOW |
0.9704 |
|
0.618 |
0.9653 |
|
1.000 |
0.9621 |
|
1.618 |
0.9570 |
|
2.618 |
0.9487 |
|
4.250 |
0.9351 |
|
|
| Fisher Pivots for day following 02-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9746 |
0.9794 |
| PP |
0.9732 |
0.9764 |
| S1 |
0.9719 |
0.9735 |
|