CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 23-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2013 |
23-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9588 |
0.9618 |
0.0030 |
0.3% |
0.9733 |
| High |
0.9624 |
0.9631 |
0.0007 |
0.1% |
0.9770 |
| Low |
0.9568 |
0.9616 |
0.0048 |
0.5% |
0.9568 |
| Close |
0.9622 |
0.9616 |
-0.0006 |
-0.1% |
0.9622 |
| Range |
0.0056 |
0.0015 |
-0.0041 |
-73.2% |
0.0202 |
| ATR |
0.0059 |
0.0056 |
-0.0003 |
-5.3% |
0.0000 |
| Volume |
181 |
77 |
-104 |
-57.5% |
688 |
|
| Daily Pivots for day following 23-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9666 |
0.9656 |
0.9624 |
|
| R3 |
0.9651 |
0.9641 |
0.9620 |
|
| R2 |
0.9636 |
0.9636 |
0.9619 |
|
| R1 |
0.9626 |
0.9626 |
0.9617 |
0.9624 |
| PP |
0.9621 |
0.9621 |
0.9621 |
0.9620 |
| S1 |
0.9611 |
0.9611 |
0.9615 |
0.9609 |
| S2 |
0.9606 |
0.9606 |
0.9613 |
|
| S3 |
0.9591 |
0.9596 |
0.9612 |
|
| S4 |
0.9576 |
0.9581 |
0.9608 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0259 |
1.0143 |
0.9733 |
|
| R3 |
1.0057 |
0.9941 |
0.9678 |
|
| R2 |
0.9855 |
0.9855 |
0.9659 |
|
| R1 |
0.9739 |
0.9739 |
0.9641 |
0.9696 |
| PP |
0.9653 |
0.9653 |
0.9653 |
0.9632 |
| S1 |
0.9537 |
0.9537 |
0.9603 |
0.9494 |
| S2 |
0.9451 |
0.9451 |
0.9585 |
|
| S3 |
0.9249 |
0.9335 |
0.9566 |
|
| S4 |
0.9047 |
0.9133 |
0.9511 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9770 |
0.9568 |
0.0202 |
2.1% |
0.0058 |
0.6% |
24% |
False |
False |
149 |
| 10 |
0.9788 |
0.9568 |
0.0220 |
2.3% |
0.0054 |
0.6% |
22% |
False |
False |
93 |
| 20 |
0.9891 |
0.9568 |
0.0323 |
3.4% |
0.0045 |
0.5% |
15% |
False |
False |
51 |
| 40 |
1.0255 |
0.9568 |
0.0687 |
7.1% |
0.0030 |
0.3% |
7% |
False |
False |
26 |
| 60 |
1.0343 |
0.9568 |
0.0775 |
8.1% |
0.0021 |
0.2% |
6% |
False |
False |
19 |
| 80 |
1.0343 |
0.9568 |
0.0775 |
8.1% |
0.0017 |
0.2% |
6% |
False |
False |
15 |
| 100 |
1.0410 |
0.9568 |
0.0842 |
8.8% |
0.0014 |
0.1% |
6% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9695 |
|
2.618 |
0.9670 |
|
1.618 |
0.9655 |
|
1.000 |
0.9646 |
|
0.618 |
0.9640 |
|
HIGH |
0.9631 |
|
0.618 |
0.9625 |
|
0.500 |
0.9624 |
|
0.382 |
0.9622 |
|
LOW |
0.9616 |
|
0.618 |
0.9607 |
|
1.000 |
0.9601 |
|
1.618 |
0.9592 |
|
2.618 |
0.9577 |
|
4.250 |
0.9552 |
|
|
| Fisher Pivots for day following 23-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9624 |
0.9611 |
| PP |
0.9621 |
0.9605 |
| S1 |
0.9619 |
0.9600 |
|