CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 26-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2013 |
26-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9593 |
0.9554 |
-0.0039 |
-0.4% |
0.9733 |
| High |
0.9602 |
0.9559 |
-0.0043 |
-0.4% |
0.9770 |
| Low |
0.9593 |
0.9554 |
-0.0039 |
-0.4% |
0.9568 |
| Close |
0.9600 |
0.9559 |
-0.0041 |
-0.4% |
0.9622 |
| Range |
0.0009 |
0.0005 |
-0.0004 |
-44.4% |
0.0202 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
36 |
14 |
-22 |
-61.1% |
688 |
|
| Daily Pivots for day following 26-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9572 |
0.9571 |
0.9562 |
|
| R3 |
0.9567 |
0.9566 |
0.9560 |
|
| R2 |
0.9562 |
0.9562 |
0.9560 |
|
| R1 |
0.9561 |
0.9561 |
0.9559 |
0.9562 |
| PP |
0.9557 |
0.9557 |
0.9557 |
0.9558 |
| S1 |
0.9556 |
0.9556 |
0.9559 |
0.9557 |
| S2 |
0.9552 |
0.9552 |
0.9558 |
|
| S3 |
0.9547 |
0.9551 |
0.9558 |
|
| S4 |
0.9542 |
0.9546 |
0.9556 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0259 |
1.0143 |
0.9733 |
|
| R3 |
1.0057 |
0.9941 |
0.9678 |
|
| R2 |
0.9855 |
0.9855 |
0.9659 |
|
| R1 |
0.9739 |
0.9739 |
0.9641 |
0.9696 |
| PP |
0.9653 |
0.9653 |
0.9653 |
0.9632 |
| S1 |
0.9537 |
0.9537 |
0.9603 |
0.9494 |
| S2 |
0.9451 |
0.9451 |
0.9585 |
|
| S3 |
0.9249 |
0.9335 |
0.9566 |
|
| S4 |
0.9047 |
0.9133 |
0.9511 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9631 |
0.9554 |
0.0077 |
0.8% |
0.0023 |
0.2% |
6% |
False |
True |
83 |
| 10 |
0.9770 |
0.9554 |
0.0216 |
2.3% |
0.0045 |
0.5% |
2% |
False |
True |
90 |
| 20 |
0.9873 |
0.9554 |
0.0319 |
3.3% |
0.0045 |
0.5% |
2% |
False |
True |
52 |
| 40 |
1.0232 |
0.9554 |
0.0678 |
7.1% |
0.0030 |
0.3% |
1% |
False |
True |
27 |
| 60 |
1.0343 |
0.9554 |
0.0789 |
8.3% |
0.0022 |
0.2% |
1% |
False |
True |
19 |
| 80 |
1.0343 |
0.9554 |
0.0789 |
8.3% |
0.0017 |
0.2% |
1% |
False |
True |
16 |
| 100 |
1.0410 |
0.9554 |
0.0856 |
9.0% |
0.0014 |
0.1% |
1% |
False |
True |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9580 |
|
2.618 |
0.9572 |
|
1.618 |
0.9567 |
|
1.000 |
0.9564 |
|
0.618 |
0.9562 |
|
HIGH |
0.9559 |
|
0.618 |
0.9557 |
|
0.500 |
0.9557 |
|
0.382 |
0.9556 |
|
LOW |
0.9554 |
|
0.618 |
0.9551 |
|
1.000 |
0.9549 |
|
1.618 |
0.9546 |
|
2.618 |
0.9541 |
|
4.250 |
0.9533 |
|
|
| Fisher Pivots for day following 26-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9558 |
0.9593 |
| PP |
0.9557 |
0.9581 |
| S1 |
0.9557 |
0.9570 |
|