CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 31-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2013 |
31-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9502 |
0.9520 |
0.0018 |
0.2% |
0.9612 |
| High |
0.9530 |
0.9540 |
0.0010 |
0.1% |
0.9641 |
| Low |
0.9489 |
0.9495 |
0.0006 |
0.1% |
0.9508 |
| Close |
0.9518 |
0.9503 |
-0.0015 |
-0.2% |
0.9515 |
| Range |
0.0041 |
0.0045 |
0.0004 |
9.8% |
0.0133 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
56,245 |
35,832 |
-20,413 |
-36.3% |
166,347 |
|
| Daily Pivots for day following 31-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9648 |
0.9620 |
0.9528 |
|
| R3 |
0.9603 |
0.9575 |
0.9515 |
|
| R2 |
0.9558 |
0.9558 |
0.9511 |
|
| R1 |
0.9530 |
0.9530 |
0.9507 |
0.9522 |
| PP |
0.9513 |
0.9513 |
0.9513 |
0.9508 |
| S1 |
0.9485 |
0.9485 |
0.9499 |
0.9477 |
| S2 |
0.9468 |
0.9468 |
0.9495 |
|
| S3 |
0.9423 |
0.9440 |
0.9491 |
|
| S4 |
0.9378 |
0.9395 |
0.9478 |
|
|
| 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 |
0.9608 |
0.9489 |
0.0119 |
1.3% |
0.0043 |
0.5% |
12% |
False |
False |
43,630 |
| 10 |
0.9793 |
0.9489 |
0.0304 |
3.2% |
0.0067 |
0.7% |
5% |
False |
False |
75,523 |
| 20 |
0.9845 |
0.9489 |
0.0356 |
3.7% |
0.0077 |
0.8% |
4% |
False |
False |
68,806 |
| 40 |
1.0250 |
0.9489 |
0.0761 |
8.0% |
0.0073 |
0.8% |
2% |
False |
False |
34,887 |
| 60 |
1.0358 |
0.9489 |
0.0869 |
9.1% |
0.0068 |
0.7% |
2% |
False |
False |
23,292 |
| 80 |
1.0358 |
0.9489 |
0.0869 |
9.1% |
0.0067 |
0.7% |
2% |
False |
False |
17,490 |
| 100 |
1.0398 |
0.9489 |
0.0909 |
9.6% |
0.0058 |
0.6% |
2% |
False |
False |
13,993 |
| 120 |
1.0398 |
0.9489 |
0.0909 |
9.6% |
0.0051 |
0.5% |
2% |
False |
False |
11,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9731 |
|
2.618 |
0.9658 |
|
1.618 |
0.9613 |
|
1.000 |
0.9585 |
|
0.618 |
0.9568 |
|
HIGH |
0.9540 |
|
0.618 |
0.9523 |
|
0.500 |
0.9518 |
|
0.382 |
0.9512 |
|
LOW |
0.9495 |
|
0.618 |
0.9467 |
|
1.000 |
0.9450 |
|
1.618 |
0.9422 |
|
2.618 |
0.9377 |
|
4.250 |
0.9304 |
|
|
| Fisher Pivots for day following 31-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9518 |
0.9524 |
| PP |
0.9513 |
0.9517 |
| S1 |
0.9508 |
0.9510 |
|