CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 13-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9758 |
0.9668 |
-0.0090 |
-0.9% |
0.9709 |
| High |
0.9763 |
0.9711 |
-0.0052 |
-0.5% |
0.9788 |
| Low |
0.9694 |
0.9655 |
-0.0039 |
-0.4% |
0.9655 |
| Close |
0.9695 |
0.9702 |
0.0007 |
0.1% |
0.9702 |
| Range |
0.0069 |
0.0056 |
-0.0013 |
-18.8% |
0.0133 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.3% |
0.0000 |
| Volume |
36 |
54 |
18 |
50.0% |
180 |
|
| Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9857 |
0.9836 |
0.9733 |
|
| R3 |
0.9801 |
0.9780 |
0.9717 |
|
| R2 |
0.9745 |
0.9745 |
0.9712 |
|
| R1 |
0.9724 |
0.9724 |
0.9707 |
0.9735 |
| PP |
0.9689 |
0.9689 |
0.9689 |
0.9695 |
| S1 |
0.9668 |
0.9668 |
0.9697 |
0.9679 |
| S2 |
0.9633 |
0.9633 |
0.9692 |
|
| S3 |
0.9577 |
0.9612 |
0.9687 |
|
| S4 |
0.9521 |
0.9556 |
0.9671 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0114 |
1.0041 |
0.9775 |
|
| R3 |
0.9981 |
0.9908 |
0.9739 |
|
| R2 |
0.9848 |
0.9848 |
0.9726 |
|
| R1 |
0.9775 |
0.9775 |
0.9714 |
0.9745 |
| PP |
0.9715 |
0.9715 |
0.9715 |
0.9700 |
| S1 |
0.9642 |
0.9642 |
0.9690 |
0.9612 |
| S2 |
0.9582 |
0.9582 |
0.9678 |
|
| S3 |
0.9449 |
0.9509 |
0.9665 |
|
| S4 |
0.9316 |
0.9376 |
0.9629 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9788 |
0.9655 |
0.0133 |
1.4% |
0.0048 |
0.5% |
35% |
False |
True |
36 |
| 10 |
0.9846 |
0.9655 |
0.0191 |
2.0% |
0.0050 |
0.5% |
25% |
False |
True |
21 |
| 20 |
1.0050 |
0.9655 |
0.0395 |
4.1% |
0.0038 |
0.4% |
12% |
False |
True |
13 |
| 40 |
1.0293 |
0.9655 |
0.0638 |
6.6% |
0.0022 |
0.2% |
7% |
False |
True |
8 |
| 60 |
1.0343 |
0.9655 |
0.0688 |
7.1% |
0.0016 |
0.2% |
7% |
False |
True |
6 |
| 80 |
1.0343 |
0.9655 |
0.0688 |
7.1% |
0.0014 |
0.1% |
7% |
False |
True |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9949 |
|
2.618 |
0.9858 |
|
1.618 |
0.9802 |
|
1.000 |
0.9767 |
|
0.618 |
0.9746 |
|
HIGH |
0.9711 |
|
0.618 |
0.9690 |
|
0.500 |
0.9683 |
|
0.382 |
0.9676 |
|
LOW |
0.9655 |
|
0.618 |
0.9620 |
|
1.000 |
0.9599 |
|
1.618 |
0.9564 |
|
2.618 |
0.9508 |
|
4.250 |
0.9417 |
|
|
| Fisher Pivots for day following 13-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9696 |
0.9722 |
| PP |
0.9689 |
0.9715 |
| S1 |
0.9683 |
0.9709 |
|