CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 11-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9692 |
0.9781 |
0.0089 |
0.9% |
0.9727 |
| High |
0.9754 |
0.9788 |
0.0034 |
0.3% |
0.9846 |
| Low |
0.9681 |
0.9757 |
0.0076 |
0.8% |
0.9704 |
| Close |
0.9747 |
0.9760 |
0.0013 |
0.1% |
0.9728 |
| Range |
0.0073 |
0.0031 |
-0.0042 |
-57.5% |
0.0142 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
4 |
73 |
69 |
1,725.0% |
39 |
|
| Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9861 |
0.9842 |
0.9777 |
|
| R3 |
0.9830 |
0.9811 |
0.9769 |
|
| R2 |
0.9799 |
0.9799 |
0.9766 |
|
| R1 |
0.9780 |
0.9780 |
0.9763 |
0.9774 |
| PP |
0.9768 |
0.9768 |
0.9768 |
0.9766 |
| S1 |
0.9749 |
0.9749 |
0.9757 |
0.9743 |
| S2 |
0.9737 |
0.9737 |
0.9754 |
|
| S3 |
0.9706 |
0.9718 |
0.9751 |
|
| S4 |
0.9675 |
0.9687 |
0.9743 |
|
|
| 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 |
0.9681 |
0.0165 |
1.7% |
0.0052 |
0.5% |
48% |
False |
False |
22 |
| 10 |
0.9873 |
0.9681 |
0.0192 |
2.0% |
0.0045 |
0.5% |
41% |
False |
False |
15 |
| 20 |
1.0078 |
0.9681 |
0.0397 |
4.1% |
0.0032 |
0.3% |
20% |
False |
False |
9 |
| 40 |
1.0293 |
0.9681 |
0.0612 |
6.3% |
0.0019 |
0.2% |
13% |
False |
False |
5 |
| 60 |
1.0343 |
0.9681 |
0.0662 |
6.8% |
0.0014 |
0.1% |
12% |
False |
False |
5 |
| 80 |
1.0343 |
0.9681 |
0.0662 |
6.8% |
0.0012 |
0.1% |
12% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9920 |
|
2.618 |
0.9869 |
|
1.618 |
0.9838 |
|
1.000 |
0.9819 |
|
0.618 |
0.9807 |
|
HIGH |
0.9788 |
|
0.618 |
0.9776 |
|
0.500 |
0.9773 |
|
0.382 |
0.9769 |
|
LOW |
0.9757 |
|
0.618 |
0.9738 |
|
1.000 |
0.9726 |
|
1.618 |
0.9707 |
|
2.618 |
0.9676 |
|
4.250 |
0.9625 |
|
|
| Fisher Pivots for day following 11-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9773 |
0.9752 |
| PP |
0.9768 |
0.9743 |
| S1 |
0.9764 |
0.9735 |
|