CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 03-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9727 |
0.9744 |
0.0017 |
0.2% |
0.9843 |
| High |
0.9727 |
0.9782 |
0.0055 |
0.6% |
0.9891 |
| Low |
0.9704 |
0.9744 |
0.0040 |
0.4% |
0.9773 |
| Close |
0.9712 |
0.9782 |
0.0070 |
0.7% |
0.9773 |
| Range |
0.0023 |
0.0038 |
0.0015 |
65.2% |
0.0118 |
| ATR |
0.0046 |
0.0048 |
0.0002 |
3.6% |
0.0000 |
| Volume |
14 |
3 |
-11 |
-78.6% |
37 |
|
| Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9883 |
0.9871 |
0.9803 |
|
| R3 |
0.9845 |
0.9833 |
0.9792 |
|
| R2 |
0.9807 |
0.9807 |
0.9789 |
|
| R1 |
0.9795 |
0.9795 |
0.9785 |
0.9801 |
| PP |
0.9769 |
0.9769 |
0.9769 |
0.9773 |
| S1 |
0.9757 |
0.9757 |
0.9779 |
0.9763 |
| S2 |
0.9731 |
0.9731 |
0.9775 |
|
| S3 |
0.9693 |
0.9719 |
0.9772 |
|
| S4 |
0.9655 |
0.9681 |
0.9761 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0166 |
1.0088 |
0.9838 |
|
| R3 |
1.0048 |
0.9970 |
0.9805 |
|
| R2 |
0.9930 |
0.9930 |
0.9795 |
|
| R1 |
0.9852 |
0.9852 |
0.9784 |
0.9832 |
| PP |
0.9812 |
0.9812 |
0.9812 |
0.9803 |
| S1 |
0.9734 |
0.9734 |
0.9762 |
0.9714 |
| S2 |
0.9694 |
0.9694 |
0.9751 |
|
| S3 |
0.9576 |
0.9616 |
0.9741 |
|
| S4 |
0.9458 |
0.9498 |
0.9708 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9891 |
0.9704 |
0.0187 |
1.9% |
0.0026 |
0.3% |
42% |
False |
False |
8 |
| 10 |
1.0050 |
0.9704 |
0.0346 |
3.5% |
0.0030 |
0.3% |
23% |
False |
False |
6 |
| 20 |
1.0232 |
0.9704 |
0.0528 |
5.4% |
0.0022 |
0.2% |
15% |
False |
False |
4 |
| 40 |
1.0336 |
0.9704 |
0.0632 |
6.5% |
0.0013 |
0.1% |
12% |
False |
False |
3 |
| 60 |
1.0343 |
0.9704 |
0.0639 |
6.5% |
0.0009 |
0.1% |
12% |
False |
False |
4 |
| 80 |
1.0372 |
0.9704 |
0.0668 |
6.8% |
0.0008 |
0.1% |
12% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9944 |
|
2.618 |
0.9881 |
|
1.618 |
0.9843 |
|
1.000 |
0.9820 |
|
0.618 |
0.9805 |
|
HIGH |
0.9782 |
|
0.618 |
0.9767 |
|
0.500 |
0.9763 |
|
0.382 |
0.9759 |
|
LOW |
0.9744 |
|
0.618 |
0.9721 |
|
1.000 |
0.9706 |
|
1.618 |
0.9683 |
|
2.618 |
0.9645 |
|
4.250 |
0.9583 |
|
|
| Fisher Pivots for day following 03-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9776 |
0.9769 |
| PP |
0.9769 |
0.9756 |
| S1 |
0.9763 |
0.9743 |
|