CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 06-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9774 |
0.9824 |
0.0050 |
0.5% |
0.9756 |
| High |
0.9841 |
0.9839 |
-0.0002 |
0.0% |
0.9841 |
| Low |
0.9762 |
0.9712 |
-0.0050 |
-0.5% |
0.9674 |
| Close |
0.9834 |
0.9717 |
-0.0117 |
-1.2% |
0.9717 |
| Range |
0.0079 |
0.0127 |
0.0048 |
60.8% |
0.0167 |
| ATR |
0.0080 |
0.0084 |
0.0003 |
4.2% |
0.0000 |
| Volume |
141,513 |
178,994 |
37,481 |
26.5% |
774,105 |
|
| Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0137 |
1.0054 |
0.9787 |
|
| R3 |
1.0010 |
0.9927 |
0.9752 |
|
| R2 |
0.9883 |
0.9883 |
0.9740 |
|
| R1 |
0.9800 |
0.9800 |
0.9729 |
0.9778 |
| PP |
0.9756 |
0.9756 |
0.9756 |
0.9745 |
| S1 |
0.9673 |
0.9673 |
0.9705 |
0.9651 |
| S2 |
0.9629 |
0.9629 |
0.9694 |
|
| S3 |
0.9502 |
0.9546 |
0.9682 |
|
| S4 |
0.9375 |
0.9419 |
0.9647 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0245 |
1.0148 |
0.9809 |
|
| R3 |
1.0078 |
0.9981 |
0.9763 |
|
| R2 |
0.9911 |
0.9911 |
0.9748 |
|
| R1 |
0.9814 |
0.9814 |
0.9732 |
0.9779 |
| PP |
0.9744 |
0.9744 |
0.9744 |
0.9727 |
| S1 |
0.9647 |
0.9647 |
0.9702 |
0.9612 |
| S2 |
0.9577 |
0.9577 |
0.9686 |
|
| S3 |
0.9410 |
0.9480 |
0.9671 |
|
| S4 |
0.9243 |
0.9313 |
0.9625 |
|
|
| 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% |
0.0105 |
1.1% |
26% |
False |
False |
154,821 |
| 10 |
0.9907 |
0.9674 |
0.0233 |
2.4% |
0.0085 |
0.9% |
18% |
False |
False |
127,098 |
| 20 |
1.0218 |
0.9674 |
0.0544 |
5.6% |
0.0081 |
0.8% |
8% |
False |
False |
123,528 |
| 40 |
1.0318 |
0.9674 |
0.0644 |
6.6% |
0.0077 |
0.8% |
7% |
False |
False |
117,076 |
| 60 |
1.0357 |
0.9674 |
0.0683 |
7.0% |
0.0080 |
0.8% |
6% |
False |
False |
117,963 |
| 80 |
1.0357 |
0.9674 |
0.0683 |
7.0% |
0.0085 |
0.9% |
6% |
False |
False |
92,225 |
| 100 |
1.0442 |
0.9674 |
0.0768 |
7.9% |
0.0088 |
0.9% |
6% |
False |
False |
73,827 |
| 120 |
1.0540 |
0.9674 |
0.0866 |
8.9% |
0.0091 |
0.9% |
5% |
False |
False |
61,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0379 |
|
2.618 |
1.0171 |
|
1.618 |
1.0044 |
|
1.000 |
0.9966 |
|
0.618 |
0.9917 |
|
HIGH |
0.9839 |
|
0.618 |
0.9790 |
|
0.500 |
0.9776 |
|
0.382 |
0.9761 |
|
LOW |
0.9712 |
|
0.618 |
0.9634 |
|
1.000 |
0.9585 |
|
1.618 |
0.9507 |
|
2.618 |
0.9380 |
|
4.250 |
0.9172 |
|
|
| Fisher Pivots for day following 06-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9776 |
0.9777 |
| PP |
0.9756 |
0.9757 |
| S1 |
0.9737 |
0.9737 |
|