CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 20-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2013 |
20-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9595 |
0.9597 |
0.0002 |
0.0% |
0.9701 |
| High |
0.9666 |
0.9633 |
-0.0033 |
-0.3% |
0.9793 |
| Low |
0.9585 |
0.9560 |
-0.0025 |
-0.3% |
0.9560 |
| Close |
0.9605 |
0.9616 |
0.0011 |
0.1% |
0.9616 |
| Range |
0.0081 |
0.0073 |
-0.0008 |
-9.9% |
0.0233 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
109,900 |
126,179 |
16,279 |
14.8% |
605,512 |
|
| Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9822 |
0.9792 |
0.9656 |
|
| R3 |
0.9749 |
0.9719 |
0.9636 |
|
| R2 |
0.9676 |
0.9676 |
0.9629 |
|
| R1 |
0.9646 |
0.9646 |
0.9623 |
0.9661 |
| PP |
0.9603 |
0.9603 |
0.9603 |
0.9611 |
| S1 |
0.9573 |
0.9573 |
0.9609 |
0.9588 |
| S2 |
0.9530 |
0.9530 |
0.9603 |
|
| S3 |
0.9457 |
0.9500 |
0.9596 |
|
| S4 |
0.9384 |
0.9427 |
0.9576 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0355 |
1.0219 |
0.9744 |
|
| R3 |
1.0122 |
0.9986 |
0.9680 |
|
| R2 |
0.9889 |
0.9889 |
0.9659 |
|
| R1 |
0.9753 |
0.9753 |
0.9637 |
0.9705 |
| PP |
0.9656 |
0.9656 |
0.9656 |
0.9632 |
| S1 |
0.9520 |
0.9520 |
0.9595 |
0.9472 |
| S2 |
0.9423 |
0.9423 |
0.9573 |
|
| S3 |
0.9190 |
0.9287 |
0.9552 |
|
| S4 |
0.8957 |
0.9054 |
0.9488 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9793 |
0.9560 |
0.0233 |
2.4% |
0.0096 |
1.0% |
24% |
False |
True |
121,102 |
| 10 |
0.9796 |
0.9560 |
0.0236 |
2.5% |
0.0086 |
0.9% |
24% |
False |
True |
106,482 |
| 20 |
0.9910 |
0.9560 |
0.0350 |
3.6% |
0.0085 |
0.9% |
16% |
False |
True |
56,596 |
| 40 |
1.0318 |
0.9560 |
0.0758 |
7.9% |
0.0074 |
0.8% |
7% |
False |
True |
28,435 |
| 60 |
1.0358 |
0.9560 |
0.0798 |
8.3% |
0.0072 |
0.7% |
7% |
False |
True |
18,994 |
| 80 |
1.0358 |
0.9560 |
0.0798 |
8.3% |
0.0067 |
0.7% |
7% |
False |
True |
14,260 |
| 100 |
1.0398 |
0.9560 |
0.0838 |
8.7% |
0.0056 |
0.6% |
7% |
False |
True |
11,409 |
| 120 |
1.0398 |
0.9560 |
0.0838 |
8.7% |
0.0050 |
0.5% |
7% |
False |
True |
9,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9943 |
|
2.618 |
0.9824 |
|
1.618 |
0.9751 |
|
1.000 |
0.9706 |
|
0.618 |
0.9678 |
|
HIGH |
0.9633 |
|
0.618 |
0.9605 |
|
0.500 |
0.9597 |
|
0.382 |
0.9588 |
|
LOW |
0.9560 |
|
0.618 |
0.9515 |
|
1.000 |
0.9487 |
|
1.618 |
0.9442 |
|
2.618 |
0.9369 |
|
4.250 |
0.9250 |
|
|
| Fisher Pivots for day following 20-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9610 |
0.9677 |
| PP |
0.9603 |
0.9656 |
| S1 |
0.9597 |
0.9636 |
|