CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 30-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2013 |
30-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9547 |
0.9502 |
-0.0045 |
-0.5% |
0.9612 |
| High |
0.9559 |
0.9530 |
-0.0029 |
-0.3% |
0.9641 |
| Low |
0.9508 |
0.9489 |
-0.0019 |
-0.2% |
0.9508 |
| Close |
0.9515 |
0.9518 |
0.0003 |
0.0% |
0.9515 |
| Range |
0.0051 |
0.0041 |
-0.0010 |
-19.6% |
0.0133 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
73,901 |
56,245 |
-17,656 |
-23.9% |
166,347 |
|
| Daily Pivots for day following 30-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9635 |
0.9618 |
0.9541 |
|
| R3 |
0.9594 |
0.9577 |
0.9529 |
|
| R2 |
0.9553 |
0.9553 |
0.9526 |
|
| R1 |
0.9536 |
0.9536 |
0.9522 |
0.9545 |
| PP |
0.9512 |
0.9512 |
0.9512 |
0.9517 |
| S1 |
0.9495 |
0.9495 |
0.9514 |
0.9504 |
| S2 |
0.9471 |
0.9471 |
0.9510 |
|
| S3 |
0.9430 |
0.9454 |
0.9507 |
|
| S4 |
0.9389 |
0.9413 |
0.9495 |
|
|
| 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 |
0.9489 |
0.0152 |
1.6% |
0.0041 |
0.4% |
19% |
False |
True |
44,518 |
| 10 |
0.9793 |
0.9489 |
0.0304 |
3.2% |
0.0068 |
0.7% |
10% |
False |
True |
82,810 |
| 20 |
0.9845 |
0.9489 |
0.0356 |
3.7% |
0.0079 |
0.8% |
8% |
False |
True |
67,257 |
| 40 |
1.0250 |
0.9489 |
0.0761 |
8.0% |
0.0074 |
0.8% |
4% |
False |
True |
33,994 |
| 60 |
1.0358 |
0.9489 |
0.0869 |
9.1% |
0.0068 |
0.7% |
3% |
False |
True |
22,696 |
| 80 |
1.0358 |
0.9489 |
0.0869 |
9.1% |
0.0068 |
0.7% |
3% |
False |
True |
17,042 |
| 100 |
1.0398 |
0.9489 |
0.0909 |
9.6% |
0.0058 |
0.6% |
3% |
False |
True |
13,635 |
| 120 |
1.0398 |
0.9489 |
0.0909 |
9.6% |
0.0051 |
0.5% |
3% |
False |
True |
11,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9704 |
|
2.618 |
0.9637 |
|
1.618 |
0.9596 |
|
1.000 |
0.9571 |
|
0.618 |
0.9555 |
|
HIGH |
0.9530 |
|
0.618 |
0.9514 |
|
0.500 |
0.9510 |
|
0.382 |
0.9505 |
|
LOW |
0.9489 |
|
0.618 |
0.9464 |
|
1.000 |
0.9448 |
|
1.618 |
0.9423 |
|
2.618 |
0.9382 |
|
4.250 |
0.9315 |
|
|
| Fisher Pivots for day following 30-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9515 |
0.9542 |
| PP |
0.9512 |
0.9534 |
| S1 |
0.9510 |
0.9526 |
|