CME Japanese Yen Future March 2014
| 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 |
0.9779 |
0.9830 |
0.0051 |
0.5% |
0.9757 |
| High |
0.9845 |
0.9843 |
-0.0002 |
0.0% |
0.9845 |
| Low |
0.9770 |
0.9720 |
-0.0050 |
-0.5% |
0.9680 |
| Close |
0.9840 |
0.9723 |
-0.0117 |
-1.2% |
0.9723 |
| Range |
0.0075 |
0.0123 |
0.0048 |
64.0% |
0.0165 |
| ATR |
0.0076 |
0.0079 |
0.0003 |
4.4% |
0.0000 |
| Volume |
6,823 |
36,201 |
29,378 |
430.6% |
57,737 |
|
| Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0131 |
1.0050 |
0.9791 |
|
| R3 |
1.0008 |
0.9927 |
0.9757 |
|
| R2 |
0.9885 |
0.9885 |
0.9746 |
|
| R1 |
0.9804 |
0.9804 |
0.9734 |
0.9783 |
| PP |
0.9762 |
0.9762 |
0.9762 |
0.9752 |
| S1 |
0.9681 |
0.9681 |
0.9712 |
0.9660 |
| S2 |
0.9639 |
0.9639 |
0.9700 |
|
| S3 |
0.9516 |
0.9558 |
0.9689 |
|
| S4 |
0.9393 |
0.9435 |
0.9655 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0244 |
1.0149 |
0.9814 |
|
| R3 |
1.0079 |
0.9984 |
0.9768 |
|
| R2 |
0.9914 |
0.9914 |
0.9753 |
|
| R1 |
0.9819 |
0.9819 |
0.9738 |
0.9784 |
| PP |
0.9749 |
0.9749 |
0.9749 |
0.9732 |
| S1 |
0.9654 |
0.9654 |
0.9708 |
0.9619 |
| S2 |
0.9584 |
0.9584 |
0.9693 |
|
| S3 |
0.9419 |
0.9489 |
0.9678 |
|
| S4 |
0.9254 |
0.9324 |
0.9632 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9845 |
0.9680 |
0.0165 |
1.7% |
0.0102 |
1.1% |
26% |
False |
False |
11,547 |
| 10 |
0.9910 |
0.9680 |
0.0230 |
2.4% |
0.0083 |
0.9% |
19% |
False |
False |
6,711 |
| 20 |
1.0210 |
0.9680 |
0.0530 |
5.5% |
0.0076 |
0.8% |
8% |
False |
False |
3,577 |
| 40 |
1.0318 |
0.9680 |
0.0638 |
6.6% |
0.0068 |
0.7% |
7% |
False |
False |
1,840 |
| 60 |
1.0358 |
0.9680 |
0.0678 |
7.0% |
0.0068 |
0.7% |
6% |
False |
False |
1,265 |
| 80 |
1.0358 |
0.9680 |
0.0678 |
7.0% |
0.0058 |
0.6% |
6% |
False |
False |
950 |
| 100 |
1.0398 |
0.9680 |
0.0718 |
7.4% |
0.0050 |
0.5% |
6% |
False |
False |
761 |
| 120 |
1.0500 |
0.9680 |
0.0820 |
8.4% |
0.0047 |
0.5% |
5% |
False |
False |
636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0366 |
|
2.618 |
1.0165 |
|
1.618 |
1.0042 |
|
1.000 |
0.9966 |
|
0.618 |
0.9919 |
|
HIGH |
0.9843 |
|
0.618 |
0.9796 |
|
0.500 |
0.9782 |
|
0.382 |
0.9767 |
|
LOW |
0.9720 |
|
0.618 |
0.9644 |
|
1.000 |
0.9597 |
|
1.618 |
0.9521 |
|
2.618 |
0.9398 |
|
4.250 |
0.9197 |
|
|
| Fisher Pivots for day following 06-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9782 |
0.9783 |
| PP |
0.9762 |
0.9763 |
| S1 |
0.9743 |
0.9743 |
|