CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 23-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2013 |
23-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9597 |
0.9612 |
0.0015 |
0.2% |
0.9701 |
| High |
0.9633 |
0.9641 |
0.0008 |
0.1% |
0.9793 |
| Low |
0.9560 |
0.9608 |
0.0048 |
0.5% |
0.9560 |
| Close |
0.9616 |
0.9611 |
-0.0005 |
-0.1% |
0.9616 |
| Range |
0.0073 |
0.0033 |
-0.0040 |
-54.8% |
0.0233 |
| ATR |
0.0084 |
0.0081 |
-0.0004 |
-4.3% |
0.0000 |
| Volume |
126,179 |
40,274 |
-85,905 |
-68.1% |
605,512 |
|
| Daily Pivots for day following 23-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9719 |
0.9698 |
0.9629 |
|
| R3 |
0.9686 |
0.9665 |
0.9620 |
|
| R2 |
0.9653 |
0.9653 |
0.9617 |
|
| R1 |
0.9632 |
0.9632 |
0.9614 |
0.9626 |
| PP |
0.9620 |
0.9620 |
0.9620 |
0.9617 |
| S1 |
0.9599 |
0.9599 |
0.9608 |
0.9593 |
| S2 |
0.9587 |
0.9587 |
0.9605 |
|
| S3 |
0.9554 |
0.9566 |
0.9602 |
|
| S4 |
0.9521 |
0.9533 |
0.9593 |
|
|
| 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% |
0.0091 |
0.9% |
22% |
False |
False |
107,416 |
| 10 |
0.9796 |
0.9560 |
0.0236 |
2.5% |
0.0085 |
0.9% |
22% |
False |
False |
109,019 |
| 20 |
0.9891 |
0.9560 |
0.0331 |
3.4% |
0.0084 |
0.9% |
15% |
False |
False |
58,576 |
| 40 |
1.0267 |
0.9560 |
0.0707 |
7.4% |
0.0074 |
0.8% |
7% |
False |
False |
29,441 |
| 60 |
1.0358 |
0.9560 |
0.0798 |
8.3% |
0.0071 |
0.7% |
6% |
False |
False |
19,664 |
| 80 |
1.0358 |
0.9560 |
0.0798 |
8.3% |
0.0066 |
0.7% |
6% |
False |
False |
14,764 |
| 100 |
1.0398 |
0.9560 |
0.0838 |
8.7% |
0.0057 |
0.6% |
6% |
False |
False |
11,812 |
| 120 |
1.0398 |
0.9560 |
0.0838 |
8.7% |
0.0051 |
0.5% |
6% |
False |
False |
9,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9781 |
|
2.618 |
0.9727 |
|
1.618 |
0.9694 |
|
1.000 |
0.9674 |
|
0.618 |
0.9661 |
|
HIGH |
0.9641 |
|
0.618 |
0.9628 |
|
0.500 |
0.9625 |
|
0.382 |
0.9621 |
|
LOW |
0.9608 |
|
0.618 |
0.9588 |
|
1.000 |
0.9575 |
|
1.618 |
0.9555 |
|
2.618 |
0.9522 |
|
4.250 |
0.9468 |
|
|
| Fisher Pivots for day following 23-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9625 |
0.9613 |
| PP |
0.9620 |
0.9612 |
| S1 |
0.9616 |
0.9612 |
|