CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 10-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9705 |
0.9687 |
-0.0018 |
-0.2% |
0.9757 |
| High |
0.9725 |
0.9754 |
0.0029 |
0.3% |
0.9845 |
| Low |
0.9685 |
0.9678 |
-0.0007 |
-0.1% |
0.9680 |
| Close |
0.9693 |
0.9741 |
0.0048 |
0.5% |
0.9723 |
| Range |
0.0040 |
0.0076 |
0.0036 |
90.0% |
0.0165 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
0.0% |
0.0000 |
| Volume |
14,906 |
47,946 |
33,040 |
221.7% |
57,737 |
|
| Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9952 |
0.9923 |
0.9783 |
|
| R3 |
0.9876 |
0.9847 |
0.9762 |
|
| R2 |
0.9800 |
0.9800 |
0.9755 |
|
| R1 |
0.9771 |
0.9771 |
0.9748 |
0.9786 |
| PP |
0.9724 |
0.9724 |
0.9724 |
0.9732 |
| S1 |
0.9695 |
0.9695 |
0.9734 |
0.9710 |
| S2 |
0.9648 |
0.9648 |
0.9727 |
|
| S3 |
0.9572 |
0.9619 |
0.9720 |
|
| S4 |
0.9496 |
0.9543 |
0.9699 |
|
|
| 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 |
0.9678 |
0.0167 |
1.7% |
0.0082 |
0.8% |
38% |
False |
True |
22,363 |
| 10 |
0.9890 |
0.9678 |
0.0212 |
2.2% |
0.0084 |
0.9% |
30% |
False |
True |
12,366 |
| 20 |
1.0106 |
0.9678 |
0.0428 |
4.4% |
0.0074 |
0.8% |
15% |
False |
True |
6,657 |
| 40 |
1.0318 |
0.9678 |
0.0640 |
6.6% |
0.0068 |
0.7% |
10% |
False |
True |
3,404 |
| 60 |
1.0358 |
0.9678 |
0.0680 |
7.0% |
0.0069 |
0.7% |
9% |
False |
True |
2,312 |
| 80 |
1.0358 |
0.9678 |
0.0680 |
7.0% |
0.0060 |
0.6% |
9% |
False |
True |
1,736 |
| 100 |
1.0398 |
0.9678 |
0.0720 |
7.4% |
0.0050 |
0.5% |
9% |
False |
True |
1,390 |
| 120 |
1.0398 |
0.9678 |
0.0720 |
7.4% |
0.0046 |
0.5% |
9% |
False |
True |
1,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0077 |
|
2.618 |
0.9953 |
|
1.618 |
0.9877 |
|
1.000 |
0.9830 |
|
0.618 |
0.9801 |
|
HIGH |
0.9754 |
|
0.618 |
0.9725 |
|
0.500 |
0.9716 |
|
0.382 |
0.9707 |
|
LOW |
0.9678 |
|
0.618 |
0.9631 |
|
1.000 |
0.9602 |
|
1.618 |
0.9555 |
|
2.618 |
0.9479 |
|
4.250 |
0.9355 |
|
|
| Fisher Pivots for day following 10-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9733 |
0.9761 |
| PP |
0.9724 |
0.9754 |
| S1 |
0.9716 |
0.9748 |
|