CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 05-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9771 |
0.9779 |
0.0008 |
0.1% |
0.9877 |
| High |
0.9828 |
0.9845 |
0.0017 |
0.2% |
0.9891 |
| Low |
0.9731 |
0.9770 |
0.0039 |
0.4% |
0.9753 |
| Close |
0.9797 |
0.9840 |
0.0043 |
0.4% |
0.9767 |
| Range |
0.0097 |
0.0075 |
-0.0022 |
-22.7% |
0.0138 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
5,940 |
6,823 |
883 |
14.9% |
8,696 |
|
| Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0043 |
1.0017 |
0.9881 |
|
| R3 |
0.9968 |
0.9942 |
0.9861 |
|
| R2 |
0.9893 |
0.9893 |
0.9854 |
|
| R1 |
0.9867 |
0.9867 |
0.9847 |
0.9880 |
| PP |
0.9818 |
0.9818 |
0.9818 |
0.9825 |
| S1 |
0.9792 |
0.9792 |
0.9833 |
0.9805 |
| S2 |
0.9743 |
0.9743 |
0.9826 |
|
| S3 |
0.9668 |
0.9717 |
0.9819 |
|
| S4 |
0.9593 |
0.9642 |
0.9799 |
|
|
| 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 |
0.9845 |
0.9680 |
0.0165 |
1.7% |
0.0090 |
0.9% |
97% |
True |
False |
4,509 |
| 10 |
0.9974 |
0.9680 |
0.0294 |
3.0% |
0.0081 |
0.8% |
54% |
False |
False |
3,147 |
| 20 |
1.0250 |
0.9680 |
0.0570 |
5.8% |
0.0079 |
0.8% |
28% |
False |
False |
1,779 |
| 40 |
1.0318 |
0.9680 |
0.0638 |
6.5% |
0.0067 |
0.7% |
25% |
False |
False |
939 |
| 60 |
1.0358 |
0.9680 |
0.0678 |
6.9% |
0.0067 |
0.7% |
24% |
False |
False |
662 |
| 80 |
1.0358 |
0.9680 |
0.0678 |
6.9% |
0.0057 |
0.6% |
24% |
False |
False |
498 |
| 100 |
1.0398 |
0.9680 |
0.0718 |
7.3% |
0.0049 |
0.5% |
22% |
False |
False |
399 |
| 120 |
1.0518 |
0.9680 |
0.0838 |
8.5% |
0.0046 |
0.5% |
19% |
False |
False |
334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0164 |
|
2.618 |
1.0041 |
|
1.618 |
0.9966 |
|
1.000 |
0.9920 |
|
0.618 |
0.9891 |
|
HIGH |
0.9845 |
|
0.618 |
0.9816 |
|
0.500 |
0.9808 |
|
0.382 |
0.9799 |
|
LOW |
0.9770 |
|
0.618 |
0.9724 |
|
1.000 |
0.9695 |
|
1.618 |
0.9649 |
|
2.618 |
0.9574 |
|
4.250 |
0.9451 |
|
|
| Fisher Pivots for day following 05-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9829 |
0.9814 |
| PP |
0.9818 |
0.9788 |
| S1 |
0.9808 |
0.9763 |
|