CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 16-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9655 |
0.9695 |
0.0040 |
0.4% |
0.9700 |
| High |
0.9710 |
0.9739 |
0.0029 |
0.3% |
0.9791 |
| Low |
0.9623 |
0.9684 |
0.0061 |
0.6% |
0.9623 |
| Close |
0.9691 |
0.9707 |
0.0016 |
0.2% |
0.9691 |
| Range |
0.0087 |
0.0055 |
-0.0032 |
-36.8% |
0.0168 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
48,871 |
7,171 |
-41,700 |
-85.3% |
698,726 |
|
| Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9875 |
0.9846 |
0.9737 |
|
| R3 |
0.9820 |
0.9791 |
0.9722 |
|
| R2 |
0.9765 |
0.9765 |
0.9717 |
|
| R1 |
0.9736 |
0.9736 |
0.9712 |
0.9751 |
| PP |
0.9710 |
0.9710 |
0.9710 |
0.9717 |
| S1 |
0.9681 |
0.9681 |
0.9702 |
0.9696 |
| S2 |
0.9655 |
0.9655 |
0.9697 |
|
| S3 |
0.9600 |
0.9626 |
0.9692 |
|
| S4 |
0.9545 |
0.9571 |
0.9677 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0206 |
1.0116 |
0.9783 |
|
| R3 |
1.0038 |
0.9948 |
0.9737 |
|
| R2 |
0.9870 |
0.9870 |
0.9722 |
|
| R1 |
0.9780 |
0.9780 |
0.9706 |
0.9741 |
| PP |
0.9702 |
0.9702 |
0.9702 |
0.9682 |
| S1 |
0.9612 |
0.9612 |
0.9676 |
0.9573 |
| S2 |
0.9534 |
0.9534 |
0.9660 |
|
| S3 |
0.9366 |
0.9444 |
0.9645 |
|
| S4 |
0.9198 |
0.9276 |
0.9599 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9791 |
0.9623 |
0.0168 |
1.7% |
0.0079 |
0.8% |
50% |
False |
False |
121,461 |
| 10 |
0.9841 |
0.9623 |
0.0218 |
2.2% |
0.0087 |
0.9% |
39% |
False |
False |
135,992 |
| 20 |
1.0045 |
0.9623 |
0.0422 |
4.3% |
0.0079 |
0.8% |
20% |
False |
False |
122,169 |
| 40 |
1.0318 |
0.9623 |
0.0695 |
7.2% |
0.0076 |
0.8% |
12% |
False |
False |
119,285 |
| 60 |
1.0357 |
0.9623 |
0.0734 |
7.6% |
0.0078 |
0.8% |
11% |
False |
False |
117,791 |
| 80 |
1.0357 |
0.9623 |
0.0734 |
7.6% |
0.0083 |
0.9% |
11% |
False |
False |
101,010 |
| 100 |
1.0442 |
0.9623 |
0.0819 |
8.4% |
0.0086 |
0.9% |
10% |
False |
False |
80,878 |
| 120 |
1.0442 |
0.9623 |
0.0819 |
8.4% |
0.0088 |
0.9% |
10% |
False |
False |
67,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9973 |
|
2.618 |
0.9883 |
|
1.618 |
0.9828 |
|
1.000 |
0.9794 |
|
0.618 |
0.9773 |
|
HIGH |
0.9739 |
|
0.618 |
0.9718 |
|
0.500 |
0.9712 |
|
0.382 |
0.9705 |
|
LOW |
0.9684 |
|
0.618 |
0.9650 |
|
1.000 |
0.9629 |
|
1.618 |
0.9595 |
|
2.618 |
0.9540 |
|
4.250 |
0.9450 |
|
|
| Fisher Pivots for day following 16-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9712 |
0.9703 |
| PP |
0.9710 |
0.9698 |
| S1 |
0.9709 |
0.9694 |
|