CME Japanese Yen Future June 2014
Trading Metrics calculated at close of trading on 10-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.9709 |
0.9692 |
-0.0017 |
-0.2% |
0.9727 |
High |
0.9709 |
0.9754 |
0.0045 |
0.5% |
0.9846 |
Low |
0.9698 |
0.9681 |
-0.0017 |
-0.2% |
0.9704 |
Close |
0.9698 |
0.9747 |
0.0049 |
0.5% |
0.9728 |
Range |
0.0011 |
0.0073 |
0.0062 |
563.6% |
0.0142 |
ATR |
0.0052 |
0.0053 |
0.0002 |
2.9% |
0.0000 |
Volume |
13 |
4 |
-9 |
-69.2% |
39 |
|
Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9946 |
0.9920 |
0.9787 |
|
R3 |
0.9873 |
0.9847 |
0.9767 |
|
R2 |
0.9800 |
0.9800 |
0.9760 |
|
R1 |
0.9774 |
0.9774 |
0.9754 |
0.9787 |
PP |
0.9727 |
0.9727 |
0.9727 |
0.9734 |
S1 |
0.9701 |
0.9701 |
0.9740 |
0.9714 |
S2 |
0.9654 |
0.9654 |
0.9734 |
|
S3 |
0.9581 |
0.9628 |
0.9727 |
|
S4 |
0.9508 |
0.9555 |
0.9707 |
|
|
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 |
0.9681 |
0.0165 |
1.7% |
0.0057 |
0.6% |
40% |
False |
True |
7 |
10 |
0.9891 |
0.9681 |
0.0210 |
2.2% |
0.0042 |
0.4% |
31% |
False |
True |
8 |
20 |
1.0078 |
0.9681 |
0.0397 |
4.1% |
0.0030 |
0.3% |
17% |
False |
True |
5 |
40 |
1.0293 |
0.9681 |
0.0612 |
6.3% |
0.0018 |
0.2% |
11% |
False |
True |
4 |
60 |
1.0343 |
0.9681 |
0.0662 |
6.8% |
0.0014 |
0.1% |
10% |
False |
True |
4 |
80 |
1.0343 |
0.9681 |
0.0662 |
6.8% |
0.0012 |
0.1% |
10% |
False |
True |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0064 |
2.618 |
0.9945 |
1.618 |
0.9872 |
1.000 |
0.9827 |
0.618 |
0.9799 |
HIGH |
0.9754 |
0.618 |
0.9726 |
0.500 |
0.9718 |
0.382 |
0.9709 |
LOW |
0.9681 |
0.618 |
0.9636 |
1.000 |
0.9608 |
1.618 |
0.9563 |
2.618 |
0.9490 |
4.250 |
0.9371 |
|
|
Fisher Pivots for day following 10-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9737 |
0.9755 |
PP |
0.9727 |
0.9752 |
S1 |
0.9718 |
0.9750 |
|