CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 12-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9726 |
0.9764 |
0.0038 |
0.4% |
0.9757 |
| High |
0.9796 |
0.9770 |
-0.0026 |
-0.3% |
0.9845 |
| Low |
0.9720 |
0.9672 |
-0.0048 |
-0.5% |
0.9680 |
| Close |
0.9754 |
0.9689 |
-0.0065 |
-0.7% |
0.9723 |
| Range |
0.0076 |
0.0098 |
0.0022 |
28.9% |
0.0165 |
| ATR |
0.0076 |
0.0078 |
0.0002 |
2.0% |
0.0000 |
| Volume |
101,494 |
132,634 |
31,140 |
30.7% |
57,737 |
|
| Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0004 |
0.9945 |
0.9743 |
|
| R3 |
0.9906 |
0.9847 |
0.9716 |
|
| R2 |
0.9808 |
0.9808 |
0.9707 |
|
| R1 |
0.9749 |
0.9749 |
0.9698 |
0.9730 |
| PP |
0.9710 |
0.9710 |
0.9710 |
0.9701 |
| S1 |
0.9651 |
0.9651 |
0.9680 |
0.9632 |
| S2 |
0.9612 |
0.9612 |
0.9671 |
|
| S3 |
0.9514 |
0.9553 |
0.9662 |
|
| S4 |
0.9416 |
0.9455 |
0.9635 |
|
|
| 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 |
0.9843 |
0.9672 |
0.0171 |
1.8% |
0.0083 |
0.9% |
10% |
False |
True |
66,636 |
| 10 |
0.9845 |
0.9672 |
0.0173 |
1.8% |
0.0086 |
0.9% |
10% |
False |
True |
35,572 |
| 20 |
1.0093 |
0.9672 |
0.0421 |
4.3% |
0.0076 |
0.8% |
4% |
False |
True |
18,340 |
| 40 |
1.0318 |
0.9672 |
0.0646 |
6.7% |
0.0069 |
0.7% |
3% |
False |
True |
9,253 |
| 60 |
1.0358 |
0.9672 |
0.0686 |
7.1% |
0.0069 |
0.7% |
2% |
False |
True |
6,214 |
| 80 |
1.0358 |
0.9672 |
0.0686 |
7.1% |
0.0062 |
0.6% |
2% |
False |
True |
4,663 |
| 100 |
1.0398 |
0.9672 |
0.0726 |
7.5% |
0.0052 |
0.5% |
2% |
False |
True |
3,731 |
| 120 |
1.0398 |
0.9672 |
0.0726 |
7.5% |
0.0047 |
0.5% |
2% |
False |
True |
3,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0187 |
|
2.618 |
1.0027 |
|
1.618 |
0.9929 |
|
1.000 |
0.9868 |
|
0.618 |
0.9831 |
|
HIGH |
0.9770 |
|
0.618 |
0.9733 |
|
0.500 |
0.9721 |
|
0.382 |
0.9709 |
|
LOW |
0.9672 |
|
0.618 |
0.9611 |
|
1.000 |
0.9574 |
|
1.618 |
0.9513 |
|
2.618 |
0.9415 |
|
4.250 |
0.9256 |
|
|
| Fisher Pivots for day following 12-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9721 |
0.9734 |
| PP |
0.9710 |
0.9719 |
| S1 |
0.9700 |
0.9704 |
|