CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 09-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9830 |
0.9705 |
-0.0125 |
-1.3% |
0.9757 |
| High |
0.9843 |
0.9725 |
-0.0118 |
-1.2% |
0.9845 |
| Low |
0.9720 |
0.9685 |
-0.0035 |
-0.4% |
0.9680 |
| Close |
0.9723 |
0.9693 |
-0.0030 |
-0.3% |
0.9723 |
| Range |
0.0123 |
0.0040 |
-0.0083 |
-67.5% |
0.0165 |
| ATR |
0.0079 |
0.0076 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
36,201 |
14,906 |
-21,295 |
-58.8% |
57,737 |
|
| Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9821 |
0.9797 |
0.9715 |
|
| R3 |
0.9781 |
0.9757 |
0.9704 |
|
| R2 |
0.9741 |
0.9741 |
0.9700 |
|
| R1 |
0.9717 |
0.9717 |
0.9697 |
0.9709 |
| PP |
0.9701 |
0.9701 |
0.9701 |
0.9697 |
| S1 |
0.9677 |
0.9677 |
0.9689 |
0.9669 |
| S2 |
0.9661 |
0.9661 |
0.9686 |
|
| S3 |
0.9621 |
0.9637 |
0.9682 |
|
| S4 |
0.9581 |
0.9597 |
0.9671 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0244 |
1.0149 |
0.9814 |
|
| R3 |
1.0079 |
0.9984 |
0.9768 |
|
| R2 |
0.9914 |
0.9914 |
0.9753 |
|
| R1 |
0.9819 |
0.9819 |
0.9738 |
0.9784 |
| PP |
0.9749 |
0.9749 |
0.9749 |
0.9732 |
| S1 |
0.9654 |
0.9654 |
0.9708 |
0.9619 |
| S2 |
0.9584 |
0.9584 |
0.9693 |
|
| S3 |
0.9419 |
0.9489 |
0.9678 |
|
| S4 |
0.9254 |
0.9324 |
0.9632 |
|
|
| 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% |
0.0094 |
1.0% |
8% |
False |
False |
13,559 |
| 10 |
0.9891 |
0.9680 |
0.0211 |
2.2% |
0.0084 |
0.9% |
6% |
False |
False |
8,133 |
| 20 |
1.0115 |
0.9680 |
0.0435 |
4.5% |
0.0072 |
0.7% |
3% |
False |
False |
4,291 |
| 40 |
1.0318 |
0.9680 |
0.0638 |
6.6% |
0.0067 |
0.7% |
2% |
False |
False |
2,208 |
| 60 |
1.0358 |
0.9680 |
0.0678 |
7.0% |
0.0068 |
0.7% |
2% |
False |
False |
1,513 |
| 80 |
1.0358 |
0.9680 |
0.0678 |
7.0% |
0.0059 |
0.6% |
2% |
False |
False |
1,137 |
| 100 |
1.0398 |
0.9680 |
0.0718 |
7.4% |
0.0049 |
0.5% |
2% |
False |
False |
910 |
| 120 |
1.0398 |
0.9680 |
0.0718 |
7.4% |
0.0046 |
0.5% |
2% |
False |
False |
760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9895 |
|
2.618 |
0.9830 |
|
1.618 |
0.9790 |
|
1.000 |
0.9765 |
|
0.618 |
0.9750 |
|
HIGH |
0.9725 |
|
0.618 |
0.9710 |
|
0.500 |
0.9705 |
|
0.382 |
0.9700 |
|
LOW |
0.9685 |
|
0.618 |
0.9660 |
|
1.000 |
0.9645 |
|
1.618 |
0.9620 |
|
2.618 |
0.9580 |
|
4.250 |
0.9515 |
|
|
| Fisher Pivots for day following 09-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9705 |
0.9765 |
| PP |
0.9701 |
0.9741 |
| S1 |
0.9697 |
0.9717 |
|