CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 12-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9722 |
0.9758 |
0.0036 |
0.4% |
0.9756 |
| High |
0.9791 |
0.9765 |
-0.0026 |
-0.3% |
0.9841 |
| Low |
0.9714 |
0.9666 |
-0.0048 |
-0.5% |
0.9674 |
| Close |
0.9748 |
0.9684 |
-0.0064 |
-0.7% |
0.9717 |
| Range |
0.0077 |
0.0099 |
0.0022 |
28.6% |
0.0167 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
1.7% |
0.0000 |
| Volume |
216,333 |
183,251 |
-33,082 |
-15.3% |
774,105 |
|
| Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0002 |
0.9942 |
0.9738 |
|
| R3 |
0.9903 |
0.9843 |
0.9711 |
|
| R2 |
0.9804 |
0.9804 |
0.9702 |
|
| R1 |
0.9744 |
0.9744 |
0.9693 |
0.9725 |
| PP |
0.9705 |
0.9705 |
0.9705 |
0.9695 |
| S1 |
0.9645 |
0.9645 |
0.9675 |
0.9626 |
| S2 |
0.9606 |
0.9606 |
0.9666 |
|
| S3 |
0.9507 |
0.9546 |
0.9657 |
|
| S4 |
0.9408 |
0.9447 |
0.9630 |
|
|
| 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 |
0.9839 |
0.9666 |
0.0173 |
1.8% |
0.0084 |
0.9% |
10% |
False |
True |
165,769 |
| 10 |
0.9841 |
0.9666 |
0.0175 |
1.8% |
0.0088 |
0.9% |
10% |
False |
True |
153,232 |
| 20 |
1.0089 |
0.9666 |
0.0423 |
4.4% |
0.0080 |
0.8% |
4% |
False |
True |
132,663 |
| 40 |
1.0318 |
0.9666 |
0.0652 |
6.7% |
0.0078 |
0.8% |
3% |
False |
True |
123,635 |
| 60 |
1.0357 |
0.9666 |
0.0691 |
7.1% |
0.0080 |
0.8% |
3% |
False |
True |
121,172 |
| 80 |
1.0357 |
0.9666 |
0.0691 |
7.1% |
0.0083 |
0.9% |
3% |
False |
True |
100,323 |
| 100 |
1.0442 |
0.9666 |
0.0776 |
8.0% |
0.0087 |
0.9% |
2% |
False |
True |
80,319 |
| 120 |
1.0442 |
0.9666 |
0.0776 |
8.0% |
0.0088 |
0.9% |
2% |
False |
True |
66,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0186 |
|
2.618 |
1.0024 |
|
1.618 |
0.9925 |
|
1.000 |
0.9864 |
|
0.618 |
0.9826 |
|
HIGH |
0.9765 |
|
0.618 |
0.9727 |
|
0.500 |
0.9716 |
|
0.382 |
0.9704 |
|
LOW |
0.9666 |
|
0.618 |
0.9605 |
|
1.000 |
0.9567 |
|
1.618 |
0.9506 |
|
2.618 |
0.9407 |
|
4.250 |
0.9245 |
|
|
| Fisher Pivots for day following 12-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9716 |
0.9729 |
| PP |
0.9705 |
0.9714 |
| S1 |
0.9695 |
0.9699 |
|