CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 01-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2013 |
01-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0159 |
1.0165 |
0.0006 |
0.1% |
1.0247 |
| High |
1.0198 |
1.0227 |
0.0029 |
0.3% |
1.0274 |
| Low |
1.0146 |
1.0117 |
-0.0029 |
-0.3% |
1.0117 |
| Close |
1.0172 |
1.0127 |
-0.0045 |
-0.4% |
1.0127 |
| Range |
0.0052 |
0.0110 |
0.0058 |
111.5% |
0.0157 |
| ATR |
0.0076 |
0.0078 |
0.0002 |
3.2% |
0.0000 |
| Volume |
121,597 |
134,838 |
13,241 |
10.9% |
544,239 |
|
| Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0487 |
1.0417 |
1.0188 |
|
| R3 |
1.0377 |
1.0307 |
1.0157 |
|
| R2 |
1.0267 |
1.0267 |
1.0147 |
|
| R1 |
1.0197 |
1.0197 |
1.0137 |
1.0177 |
| PP |
1.0157 |
1.0157 |
1.0157 |
1.0147 |
| S1 |
1.0087 |
1.0087 |
1.0117 |
1.0067 |
| S2 |
1.0047 |
1.0047 |
1.0107 |
|
| S3 |
0.9937 |
0.9977 |
1.0097 |
|
| S4 |
0.9827 |
0.9867 |
1.0067 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0644 |
1.0542 |
1.0213 |
|
| R3 |
1.0487 |
1.0385 |
1.0170 |
|
| R2 |
1.0330 |
1.0330 |
1.0156 |
|
| R1 |
1.0228 |
1.0228 |
1.0141 |
1.0201 |
| PP |
1.0173 |
1.0173 |
1.0173 |
1.0159 |
| S1 |
1.0071 |
1.0071 |
1.0113 |
1.0044 |
| S2 |
1.0016 |
1.0016 |
1.0098 |
|
| S3 |
0.9859 |
0.9914 |
1.0084 |
|
| S4 |
0.9702 |
0.9757 |
1.0041 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0274 |
1.0117 |
0.0157 |
1.6% |
0.0072 |
0.7% |
6% |
False |
True |
108,847 |
| 10 |
1.0318 |
1.0117 |
0.0201 |
2.0% |
0.0069 |
0.7% |
5% |
False |
True |
106,590 |
| 20 |
1.0357 |
1.0104 |
0.0253 |
2.5% |
0.0075 |
0.7% |
9% |
False |
False |
107,060 |
| 40 |
1.0357 |
0.9943 |
0.0414 |
4.1% |
0.0082 |
0.8% |
44% |
False |
False |
108,566 |
| 60 |
1.0423 |
0.9943 |
0.0480 |
4.7% |
0.0087 |
0.9% |
38% |
False |
False |
72,995 |
| 80 |
1.0442 |
0.9925 |
0.0517 |
5.1% |
0.0090 |
0.9% |
39% |
False |
False |
54,795 |
| 100 |
1.0670 |
0.9860 |
0.0810 |
8.0% |
0.0097 |
1.0% |
33% |
False |
False |
43,871 |
| 120 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0101 |
1.0% |
45% |
False |
False |
36,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0695 |
|
2.618 |
1.0515 |
|
1.618 |
1.0405 |
|
1.000 |
1.0337 |
|
0.618 |
1.0295 |
|
HIGH |
1.0227 |
|
0.618 |
1.0185 |
|
0.500 |
1.0172 |
|
0.382 |
1.0159 |
|
LOW |
1.0117 |
|
0.618 |
1.0049 |
|
1.000 |
1.0007 |
|
1.618 |
0.9939 |
|
2.618 |
0.9829 |
|
4.250 |
0.9650 |
|
|
| Fisher Pivots for day following 01-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0172 |
1.0172 |
| PP |
1.0157 |
1.0157 |
| S1 |
1.0142 |
1.0142 |
|