CME Japanese Yen Future December 2013
Trading Metrics calculated at close of trading on 06-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1.0139 |
1.0149 |
0.0010 |
0.1% |
1.0247 |
High |
1.0189 |
1.0164 |
-0.0025 |
-0.2% |
1.0274 |
Low |
1.0137 |
1.0128 |
-0.0009 |
-0.1% |
1.0117 |
Close |
1.0145 |
1.0135 |
-0.0010 |
-0.1% |
1.0127 |
Range |
0.0052 |
0.0036 |
-0.0016 |
-30.8% |
0.0157 |
ATR |
0.0073 |
0.0071 |
-0.0003 |
-3.6% |
0.0000 |
Volume |
105,934 |
94,055 |
-11,879 |
-11.2% |
544,239 |
|
Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0250 |
1.0229 |
1.0155 |
|
R3 |
1.0214 |
1.0193 |
1.0145 |
|
R2 |
1.0178 |
1.0178 |
1.0142 |
|
R1 |
1.0157 |
1.0157 |
1.0138 |
1.0150 |
PP |
1.0142 |
1.0142 |
1.0142 |
1.0139 |
S1 |
1.0121 |
1.0121 |
1.0132 |
1.0114 |
S2 |
1.0106 |
1.0106 |
1.0128 |
|
S3 |
1.0070 |
1.0085 |
1.0125 |
|
S4 |
1.0034 |
1.0049 |
1.0115 |
|
|
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% |
0.0057 |
0.6% |
16% |
False |
False |
103,950 |
10 |
1.0318 |
1.0117 |
0.0201 |
2.0% |
0.0059 |
0.6% |
9% |
False |
False |
99,893 |
20 |
1.0318 |
1.0104 |
0.0214 |
2.1% |
0.0069 |
0.7% |
14% |
False |
False |
103,638 |
40 |
1.0357 |
1.0006 |
0.0351 |
3.5% |
0.0078 |
0.8% |
37% |
False |
False |
110,903 |
60 |
1.0357 |
0.9943 |
0.0414 |
4.1% |
0.0084 |
0.8% |
46% |
False |
False |
77,371 |
80 |
1.0442 |
0.9925 |
0.0517 |
5.1% |
0.0088 |
0.9% |
41% |
False |
False |
58,082 |
100 |
1.0598 |
0.9860 |
0.0738 |
7.3% |
0.0093 |
0.9% |
37% |
False |
False |
46,498 |
120 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0101 |
1.0% |
46% |
False |
False |
38,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0317 |
2.618 |
1.0258 |
1.618 |
1.0222 |
1.000 |
1.0200 |
0.618 |
1.0186 |
HIGH |
1.0164 |
0.618 |
1.0150 |
0.500 |
1.0146 |
0.382 |
1.0142 |
LOW |
1.0128 |
0.618 |
1.0106 |
1.000 |
1.0092 |
1.618 |
1.0070 |
2.618 |
1.0034 |
4.250 |
0.9975 |
|
|
Fisher Pivots for day following 06-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0146 |
1.0154 |
PP |
1.0142 |
1.0147 |
S1 |
1.0139 |
1.0141 |
|