CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 05-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9746 |
0.9806 |
0.0060 |
0.6% |
0.9843 |
| High |
0.9803 |
0.9846 |
0.0043 |
0.4% |
0.9891 |
| Low |
0.9746 |
0.9800 |
0.0054 |
0.6% |
0.9773 |
| Close |
0.9803 |
0.9846 |
0.0043 |
0.4% |
0.9773 |
| Range |
0.0057 |
0.0046 |
-0.0011 |
-19.3% |
0.0118 |
| ATR |
0.0049 |
0.0048 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
1 |
13 |
12 |
1,200.0% |
37 |
|
| Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9969 |
0.9953 |
0.9871 |
|
| R3 |
0.9923 |
0.9907 |
0.9859 |
|
| R2 |
0.9877 |
0.9877 |
0.9854 |
|
| R1 |
0.9861 |
0.9861 |
0.9850 |
0.9869 |
| PP |
0.9831 |
0.9831 |
0.9831 |
0.9835 |
| S1 |
0.9815 |
0.9815 |
0.9842 |
0.9823 |
| S2 |
0.9785 |
0.9785 |
0.9838 |
|
| S3 |
0.9739 |
0.9769 |
0.9833 |
|
| S4 |
0.9693 |
0.9723 |
0.9821 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0166 |
1.0088 |
0.9838 |
|
| R3 |
1.0048 |
0.9970 |
0.9805 |
|
| R2 |
0.9930 |
0.9930 |
0.9795 |
|
| R1 |
0.9852 |
0.9852 |
0.9784 |
0.9832 |
| PP |
0.9812 |
0.9812 |
0.9812 |
0.9803 |
| S1 |
0.9734 |
0.9734 |
0.9762 |
0.9714 |
| S2 |
0.9694 |
0.9694 |
0.9751 |
|
| S3 |
0.9576 |
0.9616 |
0.9741 |
|
| S4 |
0.9458 |
0.9498 |
0.9708 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9846 |
0.9704 |
0.0142 |
1.4% |
0.0033 |
0.3% |
100% |
True |
False |
9 |
| 10 |
0.9977 |
0.9704 |
0.0273 |
2.8% |
0.0035 |
0.4% |
52% |
False |
False |
7 |
| 20 |
1.0232 |
0.9704 |
0.0528 |
5.4% |
0.0027 |
0.3% |
27% |
False |
False |
4 |
| 40 |
1.0293 |
0.9704 |
0.0589 |
6.0% |
0.0015 |
0.2% |
24% |
False |
False |
3 |
| 60 |
1.0343 |
0.9704 |
0.0639 |
6.5% |
0.0011 |
0.1% |
22% |
False |
False |
4 |
| 80 |
1.0343 |
0.9704 |
0.0639 |
6.5% |
0.0009 |
0.1% |
22% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0042 |
|
2.618 |
0.9966 |
|
1.618 |
0.9920 |
|
1.000 |
0.9892 |
|
0.618 |
0.9874 |
|
HIGH |
0.9846 |
|
0.618 |
0.9828 |
|
0.500 |
0.9823 |
|
0.382 |
0.9818 |
|
LOW |
0.9800 |
|
0.618 |
0.9772 |
|
1.000 |
0.9754 |
|
1.618 |
0.9726 |
|
2.618 |
0.9680 |
|
4.250 |
0.9605 |
|
|
| Fisher Pivots for day following 05-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9838 |
0.9829 |
| PP |
0.9831 |
0.9812 |
| S1 |
0.9823 |
0.9795 |
|