CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 18-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9707 |
0.9752 |
0.0045 |
0.5% |
0.9705 |
| High |
0.9762 |
0.9793 |
0.0031 |
0.3% |
0.9796 |
| Low |
0.9702 |
0.9587 |
-0.0115 |
-1.2% |
0.9628 |
| Close |
0.9745 |
0.9666 |
-0.0079 |
-0.8% |
0.9696 |
| Range |
0.0060 |
0.0206 |
0.0146 |
243.3% |
0.0168 |
| ATR |
0.0076 |
0.0085 |
0.0009 |
12.2% |
0.0000 |
| Volume |
88,490 |
172,238 |
83,748 |
94.6% |
459,312 |
|
| Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0300 |
1.0189 |
0.9779 |
|
| R3 |
1.0094 |
0.9983 |
0.9723 |
|
| R2 |
0.9888 |
0.9888 |
0.9704 |
|
| R1 |
0.9777 |
0.9777 |
0.9685 |
0.9730 |
| PP |
0.9682 |
0.9682 |
0.9682 |
0.9658 |
| S1 |
0.9571 |
0.9571 |
0.9647 |
0.9524 |
| S2 |
0.9476 |
0.9476 |
0.9628 |
|
| S3 |
0.9270 |
0.9365 |
0.9609 |
|
| S4 |
0.9064 |
0.9159 |
0.9553 |
|
|
| 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 |
0.9793 |
0.9587 |
0.0206 |
2.1% |
0.0102 |
1.1% |
38% |
True |
True |
132,879 |
| 10 |
0.9845 |
0.9587 |
0.0258 |
2.7% |
0.0090 |
0.9% |
31% |
False |
True |
87,176 |
| 20 |
1.0023 |
0.9587 |
0.0436 |
4.5% |
0.0084 |
0.9% |
18% |
False |
True |
44,852 |
| 40 |
1.0318 |
0.9587 |
0.0731 |
7.6% |
0.0073 |
0.8% |
11% |
False |
True |
22,537 |
| 60 |
1.0358 |
0.9587 |
0.0771 |
8.0% |
0.0071 |
0.7% |
10% |
False |
True |
15,062 |
| 80 |
1.0358 |
0.9587 |
0.0771 |
8.0% |
0.0067 |
0.7% |
10% |
False |
True |
11,310 |
| 100 |
1.0398 |
0.9587 |
0.0811 |
8.4% |
0.0055 |
0.6% |
10% |
False |
True |
9,048 |
| 120 |
1.0398 |
0.9587 |
0.0811 |
8.4% |
0.0049 |
0.5% |
10% |
False |
True |
7,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0669 |
|
2.618 |
1.0332 |
|
1.618 |
1.0126 |
|
1.000 |
0.9999 |
|
0.618 |
0.9920 |
|
HIGH |
0.9793 |
|
0.618 |
0.9714 |
|
0.500 |
0.9690 |
|
0.382 |
0.9666 |
|
LOW |
0.9587 |
|
0.618 |
0.9460 |
|
1.000 |
0.9381 |
|
1.618 |
0.9254 |
|
2.618 |
0.9048 |
|
4.250 |
0.8712 |
|
|
| Fisher Pivots for day following 18-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9690 |
0.9690 |
| PP |
0.9682 |
0.9682 |
| S1 |
0.9674 |
0.9674 |
|