CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 16-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9662 |
0.9701 |
0.0039 |
0.4% |
0.9705 |
| High |
0.9716 |
0.9748 |
0.0032 |
0.3% |
0.9796 |
| Low |
0.9628 |
0.9688 |
0.0060 |
0.6% |
0.9628 |
| Close |
0.9696 |
0.9715 |
0.0019 |
0.2% |
0.9696 |
| Range |
0.0088 |
0.0060 |
-0.0028 |
-31.8% |
0.0168 |
| ATR |
0.0079 |
0.0077 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
162,332 |
108,705 |
-53,627 |
-33.0% |
459,312 |
|
| Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9897 |
0.9866 |
0.9748 |
|
| R3 |
0.9837 |
0.9806 |
0.9732 |
|
| R2 |
0.9777 |
0.9777 |
0.9726 |
|
| R1 |
0.9746 |
0.9746 |
0.9721 |
0.9762 |
| PP |
0.9717 |
0.9717 |
0.9717 |
0.9725 |
| S1 |
0.9686 |
0.9686 |
0.9710 |
0.9702 |
| S2 |
0.9657 |
0.9657 |
0.9704 |
|
| S3 |
0.9597 |
0.9626 |
0.9699 |
|
| S4 |
0.9537 |
0.9566 |
0.9682 |
|
|
| 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% |
0.0080 |
0.8% |
52% |
False |
False |
110,622 |
| 10 |
0.9845 |
0.9628 |
0.0217 |
2.2% |
0.0087 |
0.9% |
40% |
False |
False |
62,090 |
| 20 |
1.0050 |
0.9628 |
0.0422 |
4.3% |
0.0077 |
0.8% |
21% |
False |
False |
31,846 |
| 40 |
1.0318 |
0.9628 |
0.0690 |
7.1% |
0.0068 |
0.7% |
13% |
False |
False |
16,021 |
| 60 |
1.0358 |
0.9628 |
0.0730 |
7.5% |
0.0068 |
0.7% |
12% |
False |
False |
10,719 |
| 80 |
1.0358 |
0.9628 |
0.0730 |
7.5% |
0.0063 |
0.7% |
12% |
False |
False |
8,051 |
| 100 |
1.0398 |
0.9628 |
0.0770 |
7.9% |
0.0053 |
0.5% |
11% |
False |
False |
6,441 |
| 120 |
1.0398 |
0.9628 |
0.0770 |
7.9% |
0.0048 |
0.5% |
11% |
False |
False |
5,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0003 |
|
2.618 |
0.9905 |
|
1.618 |
0.9845 |
|
1.000 |
0.9808 |
|
0.618 |
0.9785 |
|
HIGH |
0.9748 |
|
0.618 |
0.9725 |
|
0.500 |
0.9718 |
|
0.382 |
0.9711 |
|
LOW |
0.9688 |
|
0.618 |
0.9651 |
|
1.000 |
0.9628 |
|
1.618 |
0.9591 |
|
2.618 |
0.9531 |
|
4.250 |
0.9433 |
|
|
| Fisher Pivots for day following 16-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9718 |
0.9710 |
| PP |
0.9717 |
0.9704 |
| S1 |
0.9716 |
0.9699 |
|