CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 04-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2013 |
04-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0165 |
1.0131 |
-0.0034 |
-0.3% |
1.0247 |
| High |
1.0227 |
1.0151 |
-0.0076 |
-0.7% |
1.0274 |
| Low |
1.0117 |
1.0118 |
0.0001 |
0.0% |
1.0117 |
| Close |
1.0127 |
1.0149 |
0.0022 |
0.2% |
1.0127 |
| Range |
0.0110 |
0.0033 |
-0.0077 |
-70.0% |
0.0157 |
| ATR |
0.0078 |
0.0075 |
-0.0003 |
-4.1% |
0.0000 |
| Volume |
134,838 |
63,326 |
-71,512 |
-53.0% |
544,239 |
|
| Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0238 |
1.0227 |
1.0167 |
|
| R3 |
1.0205 |
1.0194 |
1.0158 |
|
| R2 |
1.0172 |
1.0172 |
1.0155 |
|
| R1 |
1.0161 |
1.0161 |
1.0152 |
1.0167 |
| PP |
1.0139 |
1.0139 |
1.0139 |
1.0142 |
| S1 |
1.0128 |
1.0128 |
1.0146 |
1.0134 |
| S2 |
1.0106 |
1.0106 |
1.0143 |
|
| S3 |
1.0073 |
1.0095 |
1.0140 |
|
| S4 |
1.0040 |
1.0062 |
1.0131 |
|
|
| 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 |
1.0263 |
1.0117 |
0.0146 |
1.4% |
0.0070 |
0.7% |
22% |
False |
False |
108,315 |
| 10 |
1.0318 |
1.0117 |
0.0201 |
2.0% |
0.0068 |
0.7% |
16% |
False |
False |
106,255 |
| 20 |
1.0357 |
1.0104 |
0.0253 |
2.5% |
0.0072 |
0.7% |
18% |
False |
False |
105,025 |
| 40 |
1.0357 |
0.9943 |
0.0414 |
4.1% |
0.0081 |
0.8% |
50% |
False |
False |
109,570 |
| 60 |
1.0423 |
0.9943 |
0.0480 |
4.7% |
0.0086 |
0.8% |
43% |
False |
False |
74,046 |
| 80 |
1.0442 |
0.9925 |
0.0517 |
5.1% |
0.0090 |
0.9% |
43% |
False |
False |
55,584 |
| 100 |
1.0636 |
0.9860 |
0.0776 |
7.6% |
0.0095 |
0.9% |
37% |
False |
False |
44,503 |
| 120 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0101 |
1.0% |
48% |
False |
False |
37,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0291 |
|
2.618 |
1.0237 |
|
1.618 |
1.0204 |
|
1.000 |
1.0184 |
|
0.618 |
1.0171 |
|
HIGH |
1.0151 |
|
0.618 |
1.0138 |
|
0.500 |
1.0135 |
|
0.382 |
1.0131 |
|
LOW |
1.0118 |
|
0.618 |
1.0098 |
|
1.000 |
1.0085 |
|
1.618 |
1.0065 |
|
2.618 |
1.0032 |
|
4.250 |
0.9978 |
|
|
| Fisher Pivots for day following 04-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0144 |
1.0172 |
| PP |
1.0139 |
1.0164 |
| S1 |
1.0135 |
1.0157 |
|