CME Japanese Yen Future June 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 |
0.9806 |
0.9828 |
0.0022 |
0.2% |
0.9727 |
| High |
0.9846 |
0.9828 |
-0.0018 |
-0.2% |
0.9846 |
| Low |
0.9800 |
0.9728 |
-0.0072 |
-0.7% |
0.9704 |
| Close |
0.9846 |
0.9728 |
-0.0118 |
-1.2% |
0.9728 |
| Range |
0.0046 |
0.0100 |
0.0054 |
117.4% |
0.0142 |
| ATR |
0.0048 |
0.0053 |
0.0005 |
10.2% |
0.0000 |
| Volume |
13 |
8 |
-5 |
-38.5% |
39 |
|
| Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0061 |
0.9995 |
0.9783 |
|
| R3 |
0.9961 |
0.9895 |
0.9756 |
|
| R2 |
0.9861 |
0.9861 |
0.9746 |
|
| R1 |
0.9795 |
0.9795 |
0.9737 |
0.9778 |
| PP |
0.9761 |
0.9761 |
0.9761 |
0.9753 |
| S1 |
0.9695 |
0.9695 |
0.9719 |
0.9678 |
| S2 |
0.9661 |
0.9661 |
0.9710 |
|
| S3 |
0.9561 |
0.9595 |
0.9701 |
|
| S4 |
0.9461 |
0.9495 |
0.9673 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0185 |
1.0099 |
0.9806 |
|
| R3 |
1.0043 |
0.9957 |
0.9767 |
|
| R2 |
0.9901 |
0.9901 |
0.9754 |
|
| R1 |
0.9815 |
0.9815 |
0.9741 |
0.9858 |
| PP |
0.9759 |
0.9759 |
0.9759 |
0.9781 |
| S1 |
0.9673 |
0.9673 |
0.9715 |
0.9716 |
| S2 |
0.9617 |
0.9617 |
0.9702 |
|
| S3 |
0.9475 |
0.9531 |
0.9689 |
|
| S4 |
0.9333 |
0.9389 |
0.9650 |
|
|
| 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 |
1.5% |
0.0053 |
0.5% |
17% |
False |
False |
7 |
| 10 |
0.9902 |
0.9704 |
0.0198 |
2.0% |
0.0038 |
0.4% |
12% |
False |
False |
7 |
| 20 |
1.0103 |
0.9704 |
0.0399 |
4.1% |
0.0027 |
0.3% |
6% |
False |
False |
5 |
| 40 |
1.0293 |
0.9704 |
0.0589 |
6.1% |
0.0016 |
0.2% |
4% |
False |
False |
3 |
| 60 |
1.0343 |
0.9704 |
0.0639 |
6.6% |
0.0012 |
0.1% |
4% |
False |
False |
4 |
| 80 |
1.0343 |
0.9704 |
0.0639 |
6.6% |
0.0011 |
0.1% |
4% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0253 |
|
2.618 |
1.0090 |
|
1.618 |
0.9990 |
|
1.000 |
0.9928 |
|
0.618 |
0.9890 |
|
HIGH |
0.9828 |
|
0.618 |
0.9790 |
|
0.500 |
0.9778 |
|
0.382 |
0.9766 |
|
LOW |
0.9728 |
|
0.618 |
0.9666 |
|
1.000 |
0.9628 |
|
1.618 |
0.9566 |
|
2.618 |
0.9466 |
|
4.250 |
0.9303 |
|
|
| Fisher Pivots for day following 06-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9778 |
0.9787 |
| PP |
0.9761 |
0.9767 |
| S1 |
0.9745 |
0.9748 |
|