CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 03-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9757 |
0.9719 |
-0.0038 |
-0.4% |
0.9877 |
| High |
0.9787 |
0.9813 |
0.0026 |
0.3% |
0.9891 |
| Low |
0.9704 |
0.9680 |
-0.0024 |
-0.2% |
0.9753 |
| Close |
0.9706 |
0.9776 |
0.0070 |
0.7% |
0.9767 |
| Range |
0.0083 |
0.0133 |
0.0050 |
60.2% |
0.0138 |
| ATR |
0.0070 |
0.0074 |
0.0005 |
6.5% |
0.0000 |
| Volume |
4,848 |
3,925 |
-923 |
-19.0% |
8,696 |
|
| Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0155 |
1.0099 |
0.9849 |
|
| R3 |
1.0022 |
0.9966 |
0.9813 |
|
| R2 |
0.9889 |
0.9889 |
0.9800 |
|
| R1 |
0.9833 |
0.9833 |
0.9788 |
0.9861 |
| PP |
0.9756 |
0.9756 |
0.9756 |
0.9771 |
| S1 |
0.9700 |
0.9700 |
0.9764 |
0.9728 |
| S2 |
0.9623 |
0.9623 |
0.9752 |
|
| S3 |
0.9490 |
0.9567 |
0.9739 |
|
| S4 |
0.9357 |
0.9434 |
0.9703 |
|
|
| 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 |
0.9890 |
0.9680 |
0.0210 |
2.1% |
0.0086 |
0.9% |
46% |
False |
True |
2,370 |
| 10 |
1.0050 |
0.9680 |
0.0370 |
3.8% |
0.0075 |
0.8% |
26% |
False |
True |
1,965 |
| 20 |
1.0250 |
0.9680 |
0.0570 |
5.8% |
0.0074 |
0.8% |
17% |
False |
True |
1,160 |
| 40 |
1.0358 |
0.9680 |
0.0678 |
6.9% |
0.0065 |
0.7% |
14% |
False |
True |
631 |
| 60 |
1.0358 |
0.9680 |
0.0678 |
6.9% |
0.0067 |
0.7% |
14% |
False |
True |
450 |
| 80 |
1.0361 |
0.9680 |
0.0681 |
7.0% |
0.0055 |
0.6% |
14% |
False |
True |
338 |
| 100 |
1.0398 |
0.9680 |
0.0718 |
7.3% |
0.0048 |
0.5% |
13% |
False |
True |
272 |
| 120 |
1.0632 |
0.9680 |
0.0952 |
9.7% |
0.0045 |
0.5% |
10% |
False |
True |
228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0378 |
|
2.618 |
1.0161 |
|
1.618 |
1.0028 |
|
1.000 |
0.9946 |
|
0.618 |
0.9895 |
|
HIGH |
0.9813 |
|
0.618 |
0.9762 |
|
0.500 |
0.9747 |
|
0.382 |
0.9731 |
|
LOW |
0.9680 |
|
0.618 |
0.9598 |
|
1.000 |
0.9547 |
|
1.618 |
0.9465 |
|
2.618 |
0.9332 |
|
4.250 |
0.9115 |
|
|
| Fisher Pivots for day following 03-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9766 |
0.9767 |
| PP |
0.9756 |
0.9757 |
| S1 |
0.9747 |
0.9748 |
|