CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 27-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9550 |
0.9547 |
-0.0003 |
0.0% |
0.9612 |
| High |
0.9595 |
0.9559 |
-0.0036 |
-0.4% |
0.9641 |
| Low |
0.9543 |
0.9508 |
-0.0035 |
-0.4% |
0.9508 |
| Close |
0.9553 |
0.9515 |
-0.0038 |
-0.4% |
0.9515 |
| Range |
0.0052 |
0.0051 |
-0.0001 |
-1.9% |
0.0133 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
19,556 |
73,901 |
54,345 |
277.9% |
166,347 |
|
| Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9680 |
0.9649 |
0.9543 |
|
| R3 |
0.9629 |
0.9598 |
0.9529 |
|
| R2 |
0.9578 |
0.9578 |
0.9524 |
|
| R1 |
0.9547 |
0.9547 |
0.9520 |
0.9537 |
| PP |
0.9527 |
0.9527 |
0.9527 |
0.9523 |
| S1 |
0.9496 |
0.9496 |
0.9510 |
0.9486 |
| S2 |
0.9476 |
0.9476 |
0.9506 |
|
| S3 |
0.9425 |
0.9445 |
0.9501 |
|
| S4 |
0.9374 |
0.9394 |
0.9487 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9954 |
0.9867 |
0.9588 |
|
| R3 |
0.9821 |
0.9734 |
0.9552 |
|
| R2 |
0.9688 |
0.9688 |
0.9539 |
|
| R1 |
0.9601 |
0.9601 |
0.9527 |
0.9578 |
| PP |
0.9555 |
0.9555 |
0.9555 |
0.9543 |
| S1 |
0.9468 |
0.9468 |
0.9503 |
0.9445 |
| S2 |
0.9422 |
0.9422 |
0.9491 |
|
| S3 |
0.9289 |
0.9335 |
0.9478 |
|
| S4 |
0.9156 |
0.9202 |
0.9442 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9641 |
0.9508 |
0.0133 |
1.4% |
0.0047 |
0.5% |
5% |
False |
True |
58,505 |
| 10 |
0.9793 |
0.9508 |
0.0285 |
3.0% |
0.0073 |
0.8% |
2% |
False |
True |
93,419 |
| 20 |
0.9845 |
0.9508 |
0.0337 |
3.5% |
0.0080 |
0.8% |
2% |
False |
True |
64,495 |
| 40 |
1.0250 |
0.9508 |
0.0742 |
7.8% |
0.0074 |
0.8% |
1% |
False |
True |
32,589 |
| 60 |
1.0358 |
0.9508 |
0.0850 |
8.9% |
0.0069 |
0.7% |
1% |
False |
True |
21,760 |
| 80 |
1.0358 |
0.9508 |
0.0850 |
8.9% |
0.0067 |
0.7% |
1% |
False |
True |
16,340 |
| 100 |
1.0398 |
0.9508 |
0.0890 |
9.4% |
0.0058 |
0.6% |
1% |
False |
True |
13,072 |
| 120 |
1.0398 |
0.9508 |
0.0890 |
9.4% |
0.0051 |
0.5% |
1% |
False |
True |
10,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9776 |
|
2.618 |
0.9693 |
|
1.618 |
0.9642 |
|
1.000 |
0.9610 |
|
0.618 |
0.9591 |
|
HIGH |
0.9559 |
|
0.618 |
0.9540 |
|
0.500 |
0.9534 |
|
0.382 |
0.9527 |
|
LOW |
0.9508 |
|
0.618 |
0.9476 |
|
1.000 |
0.9457 |
|
1.618 |
0.9425 |
|
2.618 |
0.9374 |
|
4.250 |
0.9291 |
|
|
| Fisher Pivots for day following 27-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9534 |
0.9558 |
| PP |
0.9527 |
0.9544 |
| S1 |
0.9521 |
0.9529 |
|