CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 13-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9764 |
0.9662 |
-0.0102 |
-1.0% |
0.9705 |
| High |
0.9770 |
0.9716 |
-0.0054 |
-0.6% |
0.9796 |
| Low |
0.9672 |
0.9628 |
-0.0044 |
-0.5% |
0.9628 |
| Close |
0.9689 |
0.9696 |
0.0007 |
0.1% |
0.9696 |
| Range |
0.0098 |
0.0088 |
-0.0010 |
-10.2% |
0.0168 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
0.9% |
0.0000 |
| Volume |
132,634 |
162,332 |
29,698 |
22.4% |
459,312 |
|
| Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9944 |
0.9908 |
0.9744 |
|
| R3 |
0.9856 |
0.9820 |
0.9720 |
|
| R2 |
0.9768 |
0.9768 |
0.9712 |
|
| R1 |
0.9732 |
0.9732 |
0.9704 |
0.9750 |
| PP |
0.9680 |
0.9680 |
0.9680 |
0.9689 |
| S1 |
0.9644 |
0.9644 |
0.9688 |
0.9662 |
| S2 |
0.9592 |
0.9592 |
0.9680 |
|
| S3 |
0.9504 |
0.9556 |
0.9672 |
|
| S4 |
0.9416 |
0.9468 |
0.9648 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0211 |
1.0121 |
0.9788 |
|
| R3 |
1.0043 |
0.9953 |
0.9742 |
|
| R2 |
0.9875 |
0.9875 |
0.9727 |
|
| R1 |
0.9785 |
0.9785 |
0.9711 |
0.9746 |
| PP |
0.9707 |
0.9707 |
0.9707 |
0.9687 |
| S1 |
0.9617 |
0.9617 |
0.9681 |
0.9578 |
| S2 |
0.9539 |
0.9539 |
0.9665 |
|
| S3 |
0.9371 |
0.9449 |
0.9650 |
|
| S4 |
0.9203 |
0.9281 |
0.9604 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9796 |
0.9628 |
0.0168 |
1.7% |
0.0076 |
0.8% |
40% |
False |
True |
91,862 |
| 10 |
0.9845 |
0.9628 |
0.0217 |
2.2% |
0.0089 |
0.9% |
31% |
False |
True |
51,704 |
| 20 |
1.0050 |
0.9628 |
0.0422 |
4.4% |
0.0076 |
0.8% |
16% |
False |
True |
26,444 |
| 40 |
1.0318 |
0.9628 |
0.0690 |
7.1% |
0.0068 |
0.7% |
10% |
False |
True |
13,307 |
| 60 |
1.0358 |
0.9628 |
0.0730 |
7.5% |
0.0068 |
0.7% |
9% |
False |
True |
8,918 |
| 80 |
1.0358 |
0.9628 |
0.0730 |
7.5% |
0.0063 |
0.6% |
9% |
False |
True |
6,692 |
| 100 |
1.0398 |
0.9628 |
0.0770 |
7.9% |
0.0052 |
0.5% |
9% |
False |
True |
5,354 |
| 120 |
1.0398 |
0.9628 |
0.0770 |
7.9% |
0.0047 |
0.5% |
9% |
False |
True |
4,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0090 |
|
2.618 |
0.9946 |
|
1.618 |
0.9858 |
|
1.000 |
0.9804 |
|
0.618 |
0.9770 |
|
HIGH |
0.9716 |
|
0.618 |
0.9682 |
|
0.500 |
0.9672 |
|
0.382 |
0.9662 |
|
LOW |
0.9628 |
|
0.618 |
0.9574 |
|
1.000 |
0.9540 |
|
1.618 |
0.9486 |
|
2.618 |
0.9398 |
|
4.250 |
0.9254 |
|
|
| Fisher Pivots for day following 13-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9688 |
0.9712 |
| PP |
0.9680 |
0.9707 |
| S1 |
0.9672 |
0.9701 |
|