CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 03-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9719 |
0.9752 |
0.0033 |
0.3% |
0.9857 |
| High |
0.9719 |
0.9790 |
0.0071 |
0.7% |
0.9899 |
| Low |
0.9719 |
0.9749 |
0.0030 |
0.3% |
0.9780 |
| Close |
0.9719 |
0.9790 |
0.0071 |
0.7% |
0.9780 |
| Range |
0.0000 |
0.0041 |
0.0041 |
|
0.0119 |
| ATR |
0.0041 |
0.0044 |
0.0002 |
5.1% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
4 |
|
| Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9899 |
0.9886 |
0.9813 |
|
| R3 |
0.9858 |
0.9845 |
0.9801 |
|
| R2 |
0.9817 |
0.9817 |
0.9798 |
|
| R1 |
0.9804 |
0.9804 |
0.9794 |
0.9811 |
| PP |
0.9776 |
0.9776 |
0.9776 |
0.9780 |
| S1 |
0.9763 |
0.9763 |
0.9786 |
0.9770 |
| S2 |
0.9735 |
0.9735 |
0.9782 |
|
| S3 |
0.9694 |
0.9722 |
0.9779 |
|
| S4 |
0.9653 |
0.9681 |
0.9767 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0177 |
1.0097 |
0.9845 |
|
| R3 |
1.0058 |
0.9978 |
0.9813 |
|
| R2 |
0.9939 |
0.9939 |
0.9802 |
|
| R1 |
0.9859 |
0.9859 |
0.9791 |
0.9840 |
| PP |
0.9820 |
0.9820 |
0.9820 |
0.9810 |
| S1 |
0.9740 |
0.9740 |
0.9769 |
0.9721 |
| S2 |
0.9701 |
0.9701 |
0.9758 |
|
| S3 |
0.9582 |
0.9621 |
0.9747 |
|
| S4 |
0.9463 |
0.9502 |
0.9715 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9964 |
|
2.618 |
0.9897 |
|
1.618 |
0.9856 |
|
1.000 |
0.9831 |
|
0.618 |
0.9815 |
|
HIGH |
0.9790 |
|
0.618 |
0.9774 |
|
0.500 |
0.9770 |
|
0.382 |
0.9765 |
|
LOW |
0.9749 |
|
0.618 |
0.9724 |
|
1.000 |
0.9708 |
|
1.618 |
0.9683 |
|
2.618 |
0.9642 |
|
4.250 |
0.9575 |
|
|
| Fisher Pivots for day following 03-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9783 |
0.9778 |
| PP |
0.9776 |
0.9766 |
| S1 |
0.9770 |
0.9755 |
|