CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 12-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9781 |
0.9758 |
-0.0023 |
-0.2% |
0.9727 |
| High |
0.9788 |
0.9763 |
-0.0025 |
-0.3% |
0.9846 |
| Low |
0.9757 |
0.9694 |
-0.0063 |
-0.6% |
0.9704 |
| Close |
0.9760 |
0.9695 |
-0.0065 |
-0.7% |
0.9728 |
| Range |
0.0031 |
0.0069 |
0.0038 |
122.6% |
0.0142 |
| ATR |
0.0052 |
0.0054 |
0.0001 |
2.3% |
0.0000 |
| Volume |
73 |
36 |
-37 |
-50.7% |
39 |
|
| Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9924 |
0.9879 |
0.9733 |
|
| R3 |
0.9855 |
0.9810 |
0.9714 |
|
| R2 |
0.9786 |
0.9786 |
0.9708 |
|
| R1 |
0.9741 |
0.9741 |
0.9701 |
0.9729 |
| PP |
0.9717 |
0.9717 |
0.9717 |
0.9712 |
| S1 |
0.9672 |
0.9672 |
0.9689 |
0.9660 |
| S2 |
0.9648 |
0.9648 |
0.9682 |
|
| S3 |
0.9579 |
0.9603 |
0.9676 |
|
| S4 |
0.9510 |
0.9534 |
0.9657 |
|
|
| 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 |
0.9828 |
0.9681 |
0.0147 |
1.5% |
0.0057 |
0.6% |
10% |
False |
False |
26 |
| 10 |
0.9846 |
0.9681 |
0.0165 |
1.7% |
0.0045 |
0.5% |
8% |
False |
False |
17 |
| 20 |
1.0050 |
0.9681 |
0.0369 |
3.8% |
0.0035 |
0.4% |
4% |
False |
False |
10 |
| 40 |
1.0293 |
0.9681 |
0.0612 |
6.3% |
0.0021 |
0.2% |
2% |
False |
False |
6 |
| 60 |
1.0343 |
0.9681 |
0.0662 |
6.8% |
0.0015 |
0.2% |
2% |
False |
False |
5 |
| 80 |
1.0343 |
0.9681 |
0.0662 |
6.8% |
0.0013 |
0.1% |
2% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0056 |
|
2.618 |
0.9944 |
|
1.618 |
0.9875 |
|
1.000 |
0.9832 |
|
0.618 |
0.9806 |
|
HIGH |
0.9763 |
|
0.618 |
0.9737 |
|
0.500 |
0.9729 |
|
0.382 |
0.9720 |
|
LOW |
0.9694 |
|
0.618 |
0.9651 |
|
1.000 |
0.9625 |
|
1.618 |
0.9582 |
|
2.618 |
0.9513 |
|
4.250 |
0.9401 |
|
|
| Fisher Pivots for day following 12-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9729 |
0.9735 |
| PP |
0.9717 |
0.9721 |
| S1 |
0.9706 |
0.9708 |
|