CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 19-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9728 |
0.9598 |
-0.0130 |
-1.3% |
0.9709 |
| High |
0.9770 |
0.9625 |
-0.0145 |
-1.5% |
0.9788 |
| Low |
0.9620 |
0.9596 |
-0.0024 |
-0.2% |
0.9655 |
| Close |
0.9671 |
0.9611 |
-0.0060 |
-0.6% |
0.9702 |
| Range |
0.0150 |
0.0029 |
-0.0121 |
-80.7% |
0.0133 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
2.1% |
0.0000 |
| Volume |
17 |
108 |
91 |
535.3% |
180 |
|
| Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9698 |
0.9683 |
0.9627 |
|
| R3 |
0.9669 |
0.9654 |
0.9619 |
|
| R2 |
0.9640 |
0.9640 |
0.9616 |
|
| R1 |
0.9625 |
0.9625 |
0.9614 |
0.9633 |
| PP |
0.9611 |
0.9611 |
0.9611 |
0.9614 |
| S1 |
0.9596 |
0.9596 |
0.9608 |
0.9604 |
| S2 |
0.9582 |
0.9582 |
0.9606 |
|
| S3 |
0.9553 |
0.9567 |
0.9603 |
|
| S4 |
0.9524 |
0.9538 |
0.9595 |
|
|
| 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 |
0.9596 |
0.0174 |
1.8% |
0.0059 |
0.6% |
9% |
False |
True |
112 |
| 10 |
0.9828 |
0.9596 |
0.0232 |
2.4% |
0.0058 |
0.6% |
6% |
False |
True |
69 |
| 20 |
0.9977 |
0.9596 |
0.0381 |
4.0% |
0.0046 |
0.5% |
4% |
False |
True |
38 |
| 40 |
1.0290 |
0.9596 |
0.0694 |
7.2% |
0.0028 |
0.3% |
2% |
False |
True |
20 |
| 60 |
1.0343 |
0.9596 |
0.0747 |
7.8% |
0.0020 |
0.2% |
2% |
False |
True |
14 |
| 80 |
1.0343 |
0.9596 |
0.0747 |
7.8% |
0.0017 |
0.2% |
2% |
False |
True |
12 |
| 100 |
1.0410 |
0.9596 |
0.0814 |
8.5% |
0.0013 |
0.1% |
2% |
False |
True |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9748 |
|
2.618 |
0.9701 |
|
1.618 |
0.9672 |
|
1.000 |
0.9654 |
|
0.618 |
0.9643 |
|
HIGH |
0.9625 |
|
0.618 |
0.9614 |
|
0.500 |
0.9611 |
|
0.382 |
0.9607 |
|
LOW |
0.9596 |
|
0.618 |
0.9578 |
|
1.000 |
0.9567 |
|
1.618 |
0.9549 |
|
2.618 |
0.9520 |
|
4.250 |
0.9473 |
|
|
| Fisher Pivots for day following 19-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9611 |
0.9683 |
| PP |
0.9611 |
0.9659 |
| S1 |
0.9611 |
0.9635 |
|