CME Japanese Yen Future June 2014
Trading Metrics calculated at close of trading on 09-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.9828 |
0.9709 |
-0.0119 |
-1.2% |
0.9727 |
High |
0.9828 |
0.9709 |
-0.0119 |
-1.2% |
0.9846 |
Low |
0.9728 |
0.9698 |
-0.0030 |
-0.3% |
0.9704 |
Close |
0.9728 |
0.9698 |
-0.0030 |
-0.3% |
0.9728 |
Range |
0.0100 |
0.0011 |
-0.0089 |
-89.0% |
0.0142 |
ATR |
0.0053 |
0.0052 |
-0.0002 |
-3.1% |
0.0000 |
Volume |
8 |
13 |
5 |
62.5% |
39 |
|
Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9735 |
0.9727 |
0.9704 |
|
R3 |
0.9724 |
0.9716 |
0.9701 |
|
R2 |
0.9713 |
0.9713 |
0.9700 |
|
R1 |
0.9705 |
0.9705 |
0.9699 |
0.9704 |
PP |
0.9702 |
0.9702 |
0.9702 |
0.9701 |
S1 |
0.9694 |
0.9694 |
0.9697 |
0.9693 |
S2 |
0.9691 |
0.9691 |
0.9696 |
|
S3 |
0.9680 |
0.9683 |
0.9695 |
|
S4 |
0.9669 |
0.9672 |
0.9692 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0185 |
1.0099 |
0.9806 |
|
R3 |
1.0043 |
0.9957 |
0.9767 |
|
R2 |
0.9901 |
0.9901 |
0.9754 |
|
R1 |
0.9815 |
0.9815 |
0.9741 |
0.9858 |
PP |
0.9759 |
0.9759 |
0.9759 |
0.9781 |
S1 |
0.9673 |
0.9673 |
0.9715 |
0.9716 |
S2 |
0.9617 |
0.9617 |
0.9702 |
|
S3 |
0.9475 |
0.9531 |
0.9689 |
|
S4 |
0.9333 |
0.9389 |
0.9650 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9846 |
0.9698 |
0.0148 |
1.5% |
0.0050 |
0.5% |
0% |
False |
True |
7 |
10 |
0.9891 |
0.9698 |
0.0193 |
2.0% |
0.0037 |
0.4% |
0% |
False |
True |
8 |
20 |
1.0103 |
0.9698 |
0.0405 |
4.2% |
0.0027 |
0.3% |
0% |
False |
True |
5 |
40 |
1.0293 |
0.9698 |
0.0595 |
6.1% |
0.0016 |
0.2% |
0% |
False |
True |
4 |
60 |
1.0343 |
0.9698 |
0.0645 |
6.7% |
0.0012 |
0.1% |
0% |
False |
True |
4 |
80 |
1.0343 |
0.9698 |
0.0645 |
6.7% |
0.0011 |
0.1% |
0% |
False |
True |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9756 |
2.618 |
0.9738 |
1.618 |
0.9727 |
1.000 |
0.9720 |
0.618 |
0.9716 |
HIGH |
0.9709 |
0.618 |
0.9705 |
0.500 |
0.9704 |
0.382 |
0.9702 |
LOW |
0.9698 |
0.618 |
0.9691 |
1.000 |
0.9687 |
1.618 |
0.9680 |
2.618 |
0.9669 |
4.250 |
0.9651 |
|
|
Fisher Pivots for day following 09-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9704 |
0.9772 |
PP |
0.9702 |
0.9747 |
S1 |
0.9700 |
0.9723 |
|