CME Japanese Yen Future March 2014
Trading Metrics calculated at close of trading on 17-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2013 |
17-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.9701 |
0.9707 |
0.0006 |
0.1% |
0.9705 |
High |
0.9748 |
0.9762 |
0.0014 |
0.1% |
0.9796 |
Low |
0.9688 |
0.9702 |
0.0014 |
0.1% |
0.9628 |
Close |
0.9715 |
0.9745 |
0.0030 |
0.3% |
0.9696 |
Range |
0.0060 |
0.0060 |
0.0000 |
0.0% |
0.0168 |
ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
108,705 |
88,490 |
-20,215 |
-18.6% |
459,312 |
|
Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9916 |
0.9891 |
0.9778 |
|
R3 |
0.9856 |
0.9831 |
0.9762 |
|
R2 |
0.9796 |
0.9796 |
0.9756 |
|
R1 |
0.9771 |
0.9771 |
0.9751 |
0.9784 |
PP |
0.9736 |
0.9736 |
0.9736 |
0.9743 |
S1 |
0.9711 |
0.9711 |
0.9740 |
0.9724 |
S2 |
0.9676 |
0.9676 |
0.9734 |
|
S3 |
0.9616 |
0.9651 |
0.9729 |
|
S4 |
0.9556 |
0.9591 |
0.9712 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0211 |
1.0121 |
0.9788 |
|
R3 |
1.0043 |
0.9953 |
0.9742 |
|
R2 |
0.9875 |
0.9875 |
0.9727 |
|
R1 |
0.9785 |
0.9785 |
0.9711 |
0.9746 |
PP |
0.9707 |
0.9707 |
0.9707 |
0.9687 |
S1 |
0.9617 |
0.9617 |
0.9681 |
0.9578 |
S2 |
0.9539 |
0.9539 |
0.9665 |
|
S3 |
0.9371 |
0.9449 |
0.9650 |
|
S4 |
0.9203 |
0.9281 |
0.9604 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9796 |
0.9628 |
0.0168 |
1.7% |
0.0076 |
0.8% |
70% |
False |
False |
118,731 |
10 |
0.9845 |
0.9628 |
0.0217 |
2.2% |
0.0079 |
0.8% |
54% |
False |
False |
70,547 |
20 |
1.0050 |
0.9628 |
0.0422 |
4.3% |
0.0077 |
0.8% |
28% |
False |
False |
36,256 |
40 |
1.0318 |
0.9628 |
0.0690 |
7.1% |
0.0069 |
0.7% |
17% |
False |
False |
18,232 |
60 |
1.0358 |
0.9628 |
0.0730 |
7.5% |
0.0068 |
0.7% |
16% |
False |
False |
12,192 |
80 |
1.0358 |
0.9628 |
0.0730 |
7.5% |
0.0064 |
0.7% |
16% |
False |
False |
9,157 |
100 |
1.0398 |
0.9628 |
0.0770 |
7.9% |
0.0053 |
0.5% |
15% |
False |
False |
7,326 |
120 |
1.0398 |
0.9628 |
0.0770 |
7.9% |
0.0048 |
0.5% |
15% |
False |
False |
6,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0017 |
2.618 |
0.9919 |
1.618 |
0.9859 |
1.000 |
0.9822 |
0.618 |
0.9799 |
HIGH |
0.9762 |
0.618 |
0.9739 |
0.500 |
0.9732 |
0.382 |
0.9725 |
LOW |
0.9702 |
0.618 |
0.9665 |
1.000 |
0.9642 |
1.618 |
0.9605 |
2.618 |
0.9545 |
4.250 |
0.9447 |
|
|
Fisher Pivots for day following 17-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9741 |
0.9728 |
PP |
0.9736 |
0.9712 |
S1 |
0.9732 |
0.9695 |
|