CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 24-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2013 |
24-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9618 |
0.9593 |
-0.0025 |
-0.3% |
0.9733 |
| High |
0.9631 |
0.9602 |
-0.0029 |
-0.3% |
0.9770 |
| Low |
0.9616 |
0.9593 |
-0.0023 |
-0.2% |
0.9568 |
| Close |
0.9616 |
0.9600 |
-0.0016 |
-0.2% |
0.9622 |
| Range |
0.0015 |
0.0009 |
-0.0006 |
-40.0% |
0.0202 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-4.2% |
0.0000 |
| Volume |
77 |
36 |
-41 |
-53.2% |
688 |
|
| Daily Pivots for day following 24-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9625 |
0.9622 |
0.9605 |
|
| R3 |
0.9616 |
0.9613 |
0.9602 |
|
| R2 |
0.9607 |
0.9607 |
0.9602 |
|
| R1 |
0.9604 |
0.9604 |
0.9601 |
0.9606 |
| PP |
0.9598 |
0.9598 |
0.9598 |
0.9599 |
| S1 |
0.9595 |
0.9595 |
0.9599 |
0.9597 |
| S2 |
0.9589 |
0.9589 |
0.9598 |
|
| S3 |
0.9580 |
0.9586 |
0.9598 |
|
| S4 |
0.9571 |
0.9577 |
0.9595 |
|
|
| 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% |
0.0052 |
0.5% |
16% |
False |
False |
83 |
| 10 |
0.9788 |
0.9568 |
0.0220 |
2.3% |
0.0048 |
0.5% |
15% |
False |
False |
96 |
| 20 |
0.9891 |
0.9568 |
0.0323 |
3.4% |
0.0045 |
0.5% |
10% |
False |
False |
52 |
| 40 |
1.0232 |
0.9568 |
0.0664 |
6.9% |
0.0030 |
0.3% |
5% |
False |
False |
27 |
| 60 |
1.0343 |
0.9568 |
0.0775 |
8.1% |
0.0021 |
0.2% |
4% |
False |
False |
19 |
| 80 |
1.0343 |
0.9568 |
0.0775 |
8.1% |
0.0017 |
0.2% |
4% |
False |
False |
16 |
| 100 |
1.0410 |
0.9568 |
0.0842 |
8.8% |
0.0014 |
0.1% |
4% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9640 |
|
2.618 |
0.9626 |
|
1.618 |
0.9617 |
|
1.000 |
0.9611 |
|
0.618 |
0.9608 |
|
HIGH |
0.9602 |
|
0.618 |
0.9599 |
|
0.500 |
0.9598 |
|
0.382 |
0.9596 |
|
LOW |
0.9593 |
|
0.618 |
0.9587 |
|
1.000 |
0.9584 |
|
1.618 |
0.9578 |
|
2.618 |
0.9569 |
|
4.250 |
0.9555 |
|
|
| Fisher Pivots for day following 24-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9599 |
0.9600 |
| PP |
0.9598 |
0.9600 |
| S1 |
0.9598 |
0.9600 |
|