CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 05-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0131 |
1.0139 |
0.0008 |
0.1% |
1.0247 |
| High |
1.0151 |
1.0189 |
0.0038 |
0.4% |
1.0274 |
| Low |
1.0118 |
1.0137 |
0.0019 |
0.2% |
1.0117 |
| Close |
1.0149 |
1.0145 |
-0.0004 |
0.0% |
1.0127 |
| Range |
0.0033 |
0.0052 |
0.0019 |
57.6% |
0.0157 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
63,326 |
105,934 |
42,608 |
67.3% |
544,239 |
|
| Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0313 |
1.0281 |
1.0174 |
|
| R3 |
1.0261 |
1.0229 |
1.0159 |
|
| R2 |
1.0209 |
1.0209 |
1.0155 |
|
| R1 |
1.0177 |
1.0177 |
1.0150 |
1.0193 |
| PP |
1.0157 |
1.0157 |
1.0157 |
1.0165 |
| S1 |
1.0125 |
1.0125 |
1.0140 |
1.0141 |
| S2 |
1.0105 |
1.0105 |
1.0135 |
|
| S3 |
1.0053 |
1.0073 |
1.0131 |
|
| S4 |
1.0001 |
1.0021 |
1.0116 |
|
|
| 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 |
1.0227 |
1.0117 |
0.0110 |
1.1% |
0.0063 |
0.6% |
25% |
False |
False |
107,651 |
| 10 |
1.0318 |
1.0117 |
0.0201 |
2.0% |
0.0066 |
0.7% |
14% |
False |
False |
103,906 |
| 20 |
1.0333 |
1.0104 |
0.0229 |
2.3% |
0.0071 |
0.7% |
18% |
False |
False |
104,678 |
| 40 |
1.0357 |
0.9943 |
0.0414 |
4.1% |
0.0079 |
0.8% |
49% |
False |
False |
110,793 |
| 60 |
1.0357 |
0.9943 |
0.0414 |
4.1% |
0.0085 |
0.8% |
49% |
False |
False |
75,807 |
| 80 |
1.0442 |
0.9925 |
0.0517 |
5.1% |
0.0089 |
0.9% |
43% |
False |
False |
56,907 |
| 100 |
1.0629 |
0.9860 |
0.0769 |
7.6% |
0.0094 |
0.9% |
37% |
False |
False |
45,559 |
| 120 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0102 |
1.0% |
47% |
False |
False |
37,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0410 |
|
2.618 |
1.0325 |
|
1.618 |
1.0273 |
|
1.000 |
1.0241 |
|
0.618 |
1.0221 |
|
HIGH |
1.0189 |
|
0.618 |
1.0169 |
|
0.500 |
1.0163 |
|
0.382 |
1.0157 |
|
LOW |
1.0137 |
|
0.618 |
1.0105 |
|
1.000 |
1.0085 |
|
1.618 |
1.0053 |
|
2.618 |
1.0001 |
|
4.250 |
0.9916 |
|
|
| Fisher Pivots for day following 05-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0163 |
1.0172 |
| PP |
1.0157 |
1.0163 |
| S1 |
1.0151 |
1.0154 |
|