CME Japanese Yen Future June 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 |
0.9733 |
0.9719 |
-0.0014 |
-0.1% |
0.9709 |
| High |
0.9733 |
0.9758 |
0.0025 |
0.3% |
0.9788 |
| Low |
0.9711 |
0.9719 |
0.0008 |
0.1% |
0.9655 |
| Close |
0.9721 |
0.9751 |
0.0030 |
0.3% |
0.9702 |
| Range |
0.0022 |
0.0039 |
0.0017 |
77.3% |
0.0133 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
17 |
365 |
348 |
2,047.1% |
180 |
|
| Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9860 |
0.9844 |
0.9772 |
|
| R3 |
0.9821 |
0.9805 |
0.9762 |
|
| R2 |
0.9782 |
0.9782 |
0.9758 |
|
| R1 |
0.9766 |
0.9766 |
0.9755 |
0.9774 |
| PP |
0.9743 |
0.9743 |
0.9743 |
0.9747 |
| S1 |
0.9727 |
0.9727 |
0.9747 |
0.9735 |
| S2 |
0.9704 |
0.9704 |
0.9744 |
|
| S3 |
0.9665 |
0.9688 |
0.9740 |
|
| S4 |
0.9626 |
0.9649 |
0.9730 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0114 |
1.0041 |
0.9775 |
|
| R3 |
0.9981 |
0.9908 |
0.9739 |
|
| R2 |
0.9848 |
0.9848 |
0.9726 |
|
| R1 |
0.9775 |
0.9775 |
0.9714 |
0.9745 |
| PP |
0.9715 |
0.9715 |
0.9715 |
0.9700 |
| S1 |
0.9642 |
0.9642 |
0.9690 |
0.9612 |
| S2 |
0.9582 |
0.9582 |
0.9678 |
|
| S3 |
0.9449 |
0.9509 |
0.9665 |
|
| S4 |
0.9316 |
0.9376 |
0.9629 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9788 |
0.9655 |
0.0133 |
1.4% |
0.0043 |
0.4% |
72% |
False |
False |
109 |
| 10 |
0.9846 |
0.9655 |
0.0191 |
2.0% |
0.0050 |
0.5% |
50% |
False |
False |
58 |
| 20 |
1.0050 |
0.9655 |
0.0395 |
4.1% |
0.0040 |
0.4% |
24% |
False |
False |
32 |
| 40 |
1.0293 |
0.9655 |
0.0638 |
6.5% |
0.0024 |
0.2% |
15% |
False |
False |
17 |
| 60 |
1.0343 |
0.9655 |
0.0688 |
7.1% |
0.0017 |
0.2% |
14% |
False |
False |
12 |
| 80 |
1.0343 |
0.9655 |
0.0688 |
7.1% |
0.0014 |
0.1% |
14% |
False |
False |
11 |
| 100 |
1.0410 |
0.9655 |
0.0755 |
7.7% |
0.0012 |
0.1% |
13% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9924 |
|
2.618 |
0.9860 |
|
1.618 |
0.9821 |
|
1.000 |
0.9797 |
|
0.618 |
0.9782 |
|
HIGH |
0.9758 |
|
0.618 |
0.9743 |
|
0.500 |
0.9739 |
|
0.382 |
0.9734 |
|
LOW |
0.9719 |
|
0.618 |
0.9695 |
|
1.000 |
0.9680 |
|
1.618 |
0.9656 |
|
2.618 |
0.9617 |
|
4.250 |
0.9553 |
|
|
| Fisher Pivots for day following 17-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9747 |
0.9736 |
| PP |
0.9743 |
0.9721 |
| S1 |
0.9739 |
0.9707 |
|