CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 04-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2013 |
04-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9744 |
0.9746 |
0.0002 |
0.0% |
0.9843 |
| High |
0.9782 |
0.9803 |
0.0021 |
0.2% |
0.9891 |
| Low |
0.9744 |
0.9746 |
0.0002 |
0.0% |
0.9773 |
| Close |
0.9782 |
0.9803 |
0.0021 |
0.2% |
0.9773 |
| Range |
0.0038 |
0.0057 |
0.0019 |
50.0% |
0.0118 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
1.3% |
0.0000 |
| Volume |
3 |
1 |
-2 |
-66.7% |
37 |
|
| Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9955 |
0.9936 |
0.9834 |
|
| R3 |
0.9898 |
0.9879 |
0.9819 |
|
| R2 |
0.9841 |
0.9841 |
0.9813 |
|
| R1 |
0.9822 |
0.9822 |
0.9808 |
0.9832 |
| PP |
0.9784 |
0.9784 |
0.9784 |
0.9789 |
| S1 |
0.9765 |
0.9765 |
0.9798 |
0.9775 |
| S2 |
0.9727 |
0.9727 |
0.9793 |
|
| S3 |
0.9670 |
0.9708 |
0.9787 |
|
| S4 |
0.9613 |
0.9651 |
0.9772 |
|
|
| 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 |
0.9873 |
0.9704 |
0.0169 |
1.7% |
0.0037 |
0.4% |
59% |
False |
False |
8 |
| 10 |
1.0005 |
0.9704 |
0.0301 |
3.1% |
0.0030 |
0.3% |
33% |
False |
False |
6 |
| 20 |
1.0232 |
0.9704 |
0.0528 |
5.4% |
0.0025 |
0.3% |
19% |
False |
False |
4 |
| 40 |
1.0305 |
0.9704 |
0.0601 |
6.1% |
0.0015 |
0.1% |
16% |
False |
False |
3 |
| 60 |
1.0343 |
0.9704 |
0.0639 |
6.5% |
0.0010 |
0.1% |
15% |
False |
False |
4 |
| 80 |
1.0343 |
0.9704 |
0.0639 |
6.5% |
0.0009 |
0.1% |
15% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0045 |
|
2.618 |
0.9952 |
|
1.618 |
0.9895 |
|
1.000 |
0.9860 |
|
0.618 |
0.9838 |
|
HIGH |
0.9803 |
|
0.618 |
0.9781 |
|
0.500 |
0.9775 |
|
0.382 |
0.9768 |
|
LOW |
0.9746 |
|
0.618 |
0.9711 |
|
1.000 |
0.9689 |
|
1.618 |
0.9654 |
|
2.618 |
0.9597 |
|
4.250 |
0.9504 |
|
|
| Fisher Pivots for day following 04-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9794 |
0.9787 |
| PP |
0.9784 |
0.9770 |
| S1 |
0.9775 |
0.9754 |
|