CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 04-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2013 |
04-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9719 |
0.9771 |
0.0052 |
0.5% |
0.9877 |
| High |
0.9813 |
0.9828 |
0.0015 |
0.2% |
0.9891 |
| Low |
0.9680 |
0.9731 |
0.0051 |
0.5% |
0.9753 |
| Close |
0.9776 |
0.9797 |
0.0021 |
0.2% |
0.9767 |
| Range |
0.0133 |
0.0097 |
-0.0036 |
-27.1% |
0.0138 |
| ATR |
0.0074 |
0.0076 |
0.0002 |
2.2% |
0.0000 |
| Volume |
3,925 |
5,940 |
2,015 |
51.3% |
8,696 |
|
| Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0076 |
1.0034 |
0.9850 |
|
| R3 |
0.9979 |
0.9937 |
0.9824 |
|
| R2 |
0.9882 |
0.9882 |
0.9815 |
|
| R1 |
0.9840 |
0.9840 |
0.9806 |
0.9861 |
| PP |
0.9785 |
0.9785 |
0.9785 |
0.9796 |
| S1 |
0.9743 |
0.9743 |
0.9788 |
0.9764 |
| S2 |
0.9688 |
0.9688 |
0.9779 |
|
| S3 |
0.9591 |
0.9646 |
0.9770 |
|
| S4 |
0.9494 |
0.9549 |
0.9744 |
|
|
| 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 |
0.9883 |
0.9680 |
0.0203 |
2.1% |
0.0096 |
1.0% |
58% |
False |
False |
3,328 |
| 10 |
1.0023 |
0.9680 |
0.0343 |
3.5% |
0.0078 |
0.8% |
34% |
False |
False |
2,527 |
| 20 |
1.0250 |
0.9680 |
0.0570 |
5.8% |
0.0077 |
0.8% |
21% |
False |
False |
1,452 |
| 40 |
1.0318 |
0.9680 |
0.0638 |
6.5% |
0.0066 |
0.7% |
18% |
False |
False |
776 |
| 60 |
1.0358 |
0.9680 |
0.0678 |
6.9% |
0.0067 |
0.7% |
17% |
False |
False |
549 |
| 80 |
1.0358 |
0.9680 |
0.0678 |
6.9% |
0.0056 |
0.6% |
17% |
False |
False |
413 |
| 100 |
1.0398 |
0.9680 |
0.0718 |
7.3% |
0.0048 |
0.5% |
16% |
False |
False |
331 |
| 120 |
1.0565 |
0.9680 |
0.0885 |
9.0% |
0.0045 |
0.5% |
13% |
False |
False |
277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0240 |
|
2.618 |
1.0082 |
|
1.618 |
0.9985 |
|
1.000 |
0.9925 |
|
0.618 |
0.9888 |
|
HIGH |
0.9828 |
|
0.618 |
0.9791 |
|
0.500 |
0.9780 |
|
0.382 |
0.9768 |
|
LOW |
0.9731 |
|
0.618 |
0.9671 |
|
1.000 |
0.9634 |
|
1.618 |
0.9574 |
|
2.618 |
0.9477 |
|
4.250 |
0.9319 |
|
|
| Fisher Pivots for day following 04-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9791 |
0.9783 |
| PP |
0.9785 |
0.9768 |
| S1 |
0.9780 |
0.9754 |
|