CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 26-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2013 |
26-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9603 |
0.9550 |
-0.0053 |
-0.6% |
0.9701 |
| High |
0.9608 |
0.9595 |
-0.0013 |
-0.1% |
0.9793 |
| Low |
0.9582 |
0.9543 |
-0.0039 |
-0.4% |
0.9560 |
| Close |
0.9595 |
0.9553 |
-0.0042 |
-0.4% |
0.9616 |
| Range |
0.0026 |
0.0052 |
0.0026 |
100.0% |
0.0233 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
32,616 |
19,556 |
-13,060 |
-40.0% |
605,512 |
|
| Daily Pivots for day following 26-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9720 |
0.9688 |
0.9582 |
|
| R3 |
0.9668 |
0.9636 |
0.9567 |
|
| R2 |
0.9616 |
0.9616 |
0.9563 |
|
| R1 |
0.9584 |
0.9584 |
0.9558 |
0.9600 |
| PP |
0.9564 |
0.9564 |
0.9564 |
0.9572 |
| S1 |
0.9532 |
0.9532 |
0.9548 |
0.9548 |
| S2 |
0.9512 |
0.9512 |
0.9543 |
|
| S3 |
0.9460 |
0.9480 |
0.9539 |
|
| S4 |
0.9408 |
0.9428 |
0.9524 |
|
|
| 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 |
0.9666 |
0.9543 |
0.0123 |
1.3% |
0.0053 |
0.6% |
8% |
False |
True |
65,705 |
| 10 |
0.9793 |
0.9543 |
0.0250 |
2.6% |
0.0078 |
0.8% |
4% |
False |
True |
99,292 |
| 20 |
0.9883 |
0.9543 |
0.0340 |
3.6% |
0.0082 |
0.9% |
3% |
False |
True |
60,846 |
| 40 |
1.0250 |
0.9543 |
0.0707 |
7.4% |
0.0074 |
0.8% |
1% |
False |
True |
30,742 |
| 60 |
1.0358 |
0.9543 |
0.0815 |
8.5% |
0.0069 |
0.7% |
1% |
False |
True |
20,531 |
| 80 |
1.0358 |
0.9543 |
0.0815 |
8.5% |
0.0067 |
0.7% |
1% |
False |
True |
15,416 |
| 100 |
1.0398 |
0.9543 |
0.0855 |
9.0% |
0.0057 |
0.6% |
1% |
False |
True |
12,333 |
| 120 |
1.0398 |
0.9543 |
0.0855 |
9.0% |
0.0050 |
0.5% |
1% |
False |
True |
10,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9816 |
|
2.618 |
0.9731 |
|
1.618 |
0.9679 |
|
1.000 |
0.9647 |
|
0.618 |
0.9627 |
|
HIGH |
0.9595 |
|
0.618 |
0.9575 |
|
0.500 |
0.9569 |
|
0.382 |
0.9563 |
|
LOW |
0.9543 |
|
0.618 |
0.9511 |
|
1.000 |
0.9491 |
|
1.618 |
0.9459 |
|
2.618 |
0.9407 |
|
4.250 |
0.9322 |
|
|
| Fisher Pivots for day following 26-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9569 |
0.9592 |
| PP |
0.9564 |
0.9579 |
| S1 |
0.9558 |
0.9566 |
|