CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 11-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9687 |
0.9726 |
0.0039 |
0.4% |
0.9757 |
| High |
0.9754 |
0.9796 |
0.0042 |
0.4% |
0.9845 |
| Low |
0.9678 |
0.9720 |
0.0042 |
0.4% |
0.9680 |
| Close |
0.9741 |
0.9754 |
0.0013 |
0.1% |
0.9723 |
| Range |
0.0076 |
0.0076 |
0.0000 |
0.0% |
0.0165 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
0.0% |
0.0000 |
| Volume |
47,946 |
101,494 |
53,548 |
111.7% |
57,737 |
|
| Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9985 |
0.9945 |
0.9796 |
|
| R3 |
0.9909 |
0.9869 |
0.9775 |
|
| R2 |
0.9833 |
0.9833 |
0.9768 |
|
| R1 |
0.9793 |
0.9793 |
0.9761 |
0.9813 |
| PP |
0.9757 |
0.9757 |
0.9757 |
0.9767 |
| S1 |
0.9717 |
0.9717 |
0.9747 |
0.9737 |
| S2 |
0.9681 |
0.9681 |
0.9740 |
|
| S3 |
0.9605 |
0.9641 |
0.9733 |
|
| S4 |
0.9529 |
0.9565 |
0.9712 |
|
|
| 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% |
0.0078 |
0.8% |
46% |
False |
False |
41,474 |
| 10 |
0.9883 |
0.9678 |
0.0205 |
2.1% |
0.0087 |
0.9% |
37% |
False |
False |
22,401 |
| 20 |
1.0106 |
0.9678 |
0.0428 |
4.4% |
0.0075 |
0.8% |
18% |
False |
False |
11,723 |
| 40 |
1.0318 |
0.9678 |
0.0640 |
6.6% |
0.0069 |
0.7% |
12% |
False |
False |
5,940 |
| 60 |
1.0358 |
0.9678 |
0.0680 |
7.0% |
0.0070 |
0.7% |
11% |
False |
False |
4,004 |
| 80 |
1.0358 |
0.9678 |
0.0680 |
7.0% |
0.0061 |
0.6% |
11% |
False |
False |
3,005 |
| 100 |
1.0398 |
0.9678 |
0.0720 |
7.4% |
0.0051 |
0.5% |
11% |
False |
False |
2,405 |
| 120 |
1.0398 |
0.9678 |
0.0720 |
7.4% |
0.0047 |
0.5% |
11% |
False |
False |
2,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0119 |
|
2.618 |
0.9995 |
|
1.618 |
0.9919 |
|
1.000 |
0.9872 |
|
0.618 |
0.9843 |
|
HIGH |
0.9796 |
|
0.618 |
0.9767 |
|
0.500 |
0.9758 |
|
0.382 |
0.9749 |
|
LOW |
0.9720 |
|
0.618 |
0.9673 |
|
1.000 |
0.9644 |
|
1.618 |
0.9597 |
|
2.618 |
0.9521 |
|
4.250 |
0.9397 |
|
|
| Fisher Pivots for day following 11-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9758 |
0.9748 |
| PP |
0.9757 |
0.9743 |
| S1 |
0.9755 |
0.9737 |
|