CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 16-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9709 |
0.9749 |
0.0040 |
0.4% |
0.9706 |
| High |
0.9709 |
0.9749 |
0.0040 |
0.4% |
0.9800 |
| Low |
0.9709 |
0.9728 |
0.0019 |
0.2% |
0.9702 |
| Close |
0.9709 |
0.9728 |
0.0019 |
0.2% |
0.9709 |
| Range |
0.0000 |
0.0021 |
0.0021 |
|
0.0098 |
| ATR |
0.0046 |
0.0045 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
5 |
5 |
0 |
0.0% |
13 |
|
| Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9798 |
0.9784 |
0.9740 |
|
| R3 |
0.9777 |
0.9763 |
0.9734 |
|
| R2 |
0.9756 |
0.9756 |
0.9732 |
|
| R1 |
0.9742 |
0.9742 |
0.9730 |
0.9739 |
| PP |
0.9735 |
0.9735 |
0.9735 |
0.9733 |
| S1 |
0.9721 |
0.9721 |
0.9726 |
0.9718 |
| S2 |
0.9714 |
0.9714 |
0.9724 |
|
| S3 |
0.9693 |
0.9700 |
0.9722 |
|
| S4 |
0.9672 |
0.9679 |
0.9716 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0031 |
0.9968 |
0.9763 |
|
| R3 |
0.9933 |
0.9870 |
0.9736 |
|
| R2 |
0.9835 |
0.9835 |
0.9727 |
|
| R1 |
0.9772 |
0.9772 |
0.9718 |
0.9804 |
| PP |
0.9737 |
0.9737 |
0.9737 |
0.9753 |
| S1 |
0.9674 |
0.9674 |
0.9700 |
0.9706 |
| S2 |
0.9639 |
0.9639 |
0.9691 |
|
| S3 |
0.9541 |
0.9576 |
0.9682 |
|
| S4 |
0.9443 |
0.9478 |
0.9655 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9838 |
|
2.618 |
0.9804 |
|
1.618 |
0.9783 |
|
1.000 |
0.9770 |
|
0.618 |
0.9762 |
|
HIGH |
0.9749 |
|
0.618 |
0.9741 |
|
0.500 |
0.9739 |
|
0.382 |
0.9736 |
|
LOW |
0.9728 |
|
0.618 |
0.9715 |
|
1.000 |
0.9707 |
|
1.618 |
0.9694 |
|
2.618 |
0.9673 |
|
4.250 |
0.9639 |
|
|
| Fisher Pivots for day following 16-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9739 |
0.9727 |
| PP |
0.9735 |
0.9726 |
| S1 |
0.9732 |
0.9726 |
|