CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 18-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9719 |
0.9728 |
0.0009 |
0.1% |
0.9709 |
| High |
0.9758 |
0.9770 |
0.0012 |
0.1% |
0.9788 |
| Low |
0.9719 |
0.9620 |
-0.0099 |
-1.0% |
0.9655 |
| Close |
0.9751 |
0.9671 |
-0.0080 |
-0.8% |
0.9702 |
| Range |
0.0039 |
0.0150 |
0.0111 |
284.6% |
0.0133 |
| ATR |
0.0051 |
0.0058 |
0.0007 |
13.8% |
0.0000 |
| Volume |
365 |
17 |
-348 |
-95.3% |
180 |
|
| Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0137 |
1.0054 |
0.9754 |
|
| R3 |
0.9987 |
0.9904 |
0.9712 |
|
| R2 |
0.9837 |
0.9837 |
0.9699 |
|
| R1 |
0.9754 |
0.9754 |
0.9685 |
0.9721 |
| PP |
0.9687 |
0.9687 |
0.9687 |
0.9670 |
| S1 |
0.9604 |
0.9604 |
0.9657 |
0.9571 |
| S2 |
0.9537 |
0.9537 |
0.9644 |
|
| S3 |
0.9387 |
0.9454 |
0.9630 |
|
| S4 |
0.9237 |
0.9304 |
0.9589 |
|
|
| 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 |
0.9770 |
0.9620 |
0.0150 |
1.6% |
0.0067 |
0.7% |
34% |
True |
True |
97 |
| 10 |
0.9846 |
0.9620 |
0.0226 |
2.3% |
0.0060 |
0.6% |
23% |
False |
True |
60 |
| 20 |
1.0005 |
0.9620 |
0.0385 |
4.0% |
0.0045 |
0.5% |
13% |
False |
True |
33 |
| 40 |
1.0293 |
0.9620 |
0.0673 |
7.0% |
0.0027 |
0.3% |
8% |
False |
True |
17 |
| 60 |
1.0343 |
0.9620 |
0.0723 |
7.5% |
0.0020 |
0.2% |
7% |
False |
True |
13 |
| 80 |
1.0343 |
0.9620 |
0.0723 |
7.5% |
0.0016 |
0.2% |
7% |
False |
True |
11 |
| 100 |
1.0410 |
0.9620 |
0.0790 |
8.2% |
0.0013 |
0.1% |
6% |
False |
True |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0408 |
|
2.618 |
1.0163 |
|
1.618 |
1.0013 |
|
1.000 |
0.9920 |
|
0.618 |
0.9863 |
|
HIGH |
0.9770 |
|
0.618 |
0.9713 |
|
0.500 |
0.9695 |
|
0.382 |
0.9677 |
|
LOW |
0.9620 |
|
0.618 |
0.9527 |
|
1.000 |
0.9470 |
|
1.618 |
0.9377 |
|
2.618 |
0.9227 |
|
4.250 |
0.8983 |
|
|
| Fisher Pivots for day following 18-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9695 |
0.9695 |
| PP |
0.9687 |
0.9687 |
| S1 |
0.9679 |
0.9679 |
|