CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 19-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9752 |
0.9595 |
-0.0157 |
-1.6% |
0.9705 |
| High |
0.9793 |
0.9666 |
-0.0127 |
-1.3% |
0.9796 |
| Low |
0.9587 |
0.9585 |
-0.0002 |
0.0% |
0.9628 |
| Close |
0.9666 |
0.9605 |
-0.0061 |
-0.6% |
0.9696 |
| Range |
0.0206 |
0.0081 |
-0.0125 |
-60.7% |
0.0168 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
172,238 |
109,900 |
-62,338 |
-36.2% |
459,312 |
|
| Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9862 |
0.9814 |
0.9650 |
|
| R3 |
0.9781 |
0.9733 |
0.9627 |
|
| R2 |
0.9700 |
0.9700 |
0.9620 |
|
| R1 |
0.9652 |
0.9652 |
0.9612 |
0.9676 |
| PP |
0.9619 |
0.9619 |
0.9619 |
0.9631 |
| S1 |
0.9571 |
0.9571 |
0.9598 |
0.9595 |
| S2 |
0.9538 |
0.9538 |
0.9590 |
|
| S3 |
0.9457 |
0.9490 |
0.9583 |
|
| S4 |
0.9376 |
0.9409 |
0.9560 |
|
|
| 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 |
0.9585 |
0.0208 |
2.2% |
0.0099 |
1.0% |
10% |
False |
True |
128,333 |
| 10 |
0.9843 |
0.9585 |
0.0258 |
2.7% |
0.0091 |
0.9% |
8% |
False |
True |
97,484 |
| 20 |
0.9974 |
0.9585 |
0.0389 |
4.0% |
0.0086 |
0.9% |
5% |
False |
True |
50,316 |
| 40 |
1.0318 |
0.9585 |
0.0733 |
7.6% |
0.0073 |
0.8% |
3% |
False |
True |
25,282 |
| 60 |
1.0358 |
0.9585 |
0.0773 |
8.0% |
0.0071 |
0.7% |
3% |
False |
True |
16,892 |
| 80 |
1.0358 |
0.9585 |
0.0773 |
8.0% |
0.0066 |
0.7% |
3% |
False |
True |
12,683 |
| 100 |
1.0398 |
0.9585 |
0.0813 |
8.5% |
0.0056 |
0.6% |
2% |
False |
True |
10,147 |
| 120 |
1.0398 |
0.9585 |
0.0813 |
8.5% |
0.0050 |
0.5% |
2% |
False |
True |
8,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0010 |
|
2.618 |
0.9878 |
|
1.618 |
0.9797 |
|
1.000 |
0.9747 |
|
0.618 |
0.9716 |
|
HIGH |
0.9666 |
|
0.618 |
0.9635 |
|
0.500 |
0.9626 |
|
0.382 |
0.9616 |
|
LOW |
0.9585 |
|
0.618 |
0.9535 |
|
1.000 |
0.9504 |
|
1.618 |
0.9454 |
|
2.618 |
0.9373 |
|
4.250 |
0.9241 |
|
|
| Fisher Pivots for day following 19-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9626 |
0.9689 |
| PP |
0.9619 |
0.9661 |
| S1 |
0.9612 |
0.9633 |
|