CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 05-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9763 |
0.9774 |
0.0011 |
0.1% |
0.9875 |
| High |
0.9823 |
0.9841 |
0.0018 |
0.2% |
0.9889 |
| Low |
0.9725 |
0.9762 |
0.0037 |
0.4% |
0.9746 |
| Close |
0.9791 |
0.9834 |
0.0043 |
0.4% |
0.9761 |
| Range |
0.0098 |
0.0079 |
-0.0019 |
-19.4% |
0.0143 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
176,403 |
141,513 |
-34,890 |
-19.8% |
398,072 |
|
| Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0049 |
1.0021 |
0.9877 |
|
| R3 |
0.9970 |
0.9942 |
0.9856 |
|
| R2 |
0.9891 |
0.9891 |
0.9848 |
|
| R1 |
0.9863 |
0.9863 |
0.9841 |
0.9877 |
| PP |
0.9812 |
0.9812 |
0.9812 |
0.9820 |
| S1 |
0.9784 |
0.9784 |
0.9827 |
0.9798 |
| S2 |
0.9733 |
0.9733 |
0.9820 |
|
| S3 |
0.9654 |
0.9705 |
0.9812 |
|
| S4 |
0.9575 |
0.9626 |
0.9791 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0228 |
1.0137 |
0.9840 |
|
| R3 |
1.0085 |
0.9994 |
0.9800 |
|
| R2 |
0.9942 |
0.9942 |
0.9787 |
|
| R1 |
0.9851 |
0.9851 |
0.9774 |
0.9825 |
| PP |
0.9799 |
0.9799 |
0.9799 |
0.9786 |
| S1 |
0.9708 |
0.9708 |
0.9748 |
0.9682 |
| S2 |
0.9656 |
0.9656 |
0.9735 |
|
| S3 |
0.9513 |
0.9565 |
0.9722 |
|
| S4 |
0.9370 |
0.9422 |
0.9682 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9841 |
0.9674 |
0.0167 |
1.7% |
0.0092 |
0.9% |
96% |
True |
False |
140,695 |
| 10 |
0.9998 |
0.9674 |
0.0324 |
3.3% |
0.0084 |
0.9% |
49% |
False |
False |
122,844 |
| 20 |
1.0246 |
0.9674 |
0.0572 |
5.8% |
0.0083 |
0.8% |
28% |
False |
False |
127,866 |
| 40 |
1.0318 |
0.9674 |
0.0644 |
6.5% |
0.0076 |
0.8% |
25% |
False |
False |
115,752 |
| 60 |
1.0357 |
0.9674 |
0.0683 |
6.9% |
0.0080 |
0.8% |
23% |
False |
False |
116,557 |
| 80 |
1.0357 |
0.9674 |
0.0683 |
6.9% |
0.0084 |
0.9% |
23% |
False |
False |
89,995 |
| 100 |
1.0442 |
0.9674 |
0.0768 |
7.8% |
0.0087 |
0.9% |
21% |
False |
False |
72,039 |
| 120 |
1.0598 |
0.9674 |
0.0924 |
9.4% |
0.0091 |
0.9% |
17% |
False |
False |
60,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0177 |
|
2.618 |
1.0048 |
|
1.618 |
0.9969 |
|
1.000 |
0.9920 |
|
0.618 |
0.9890 |
|
HIGH |
0.9841 |
|
0.618 |
0.9811 |
|
0.500 |
0.9802 |
|
0.382 |
0.9792 |
|
LOW |
0.9762 |
|
0.618 |
0.9713 |
|
1.000 |
0.9683 |
|
1.618 |
0.9634 |
|
2.618 |
0.9555 |
|
4.250 |
0.9426 |
|
|
| Fisher Pivots for day following 05-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9823 |
0.9809 |
| PP |
0.9812 |
0.9783 |
| S1 |
0.9802 |
0.9758 |
|