CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 07-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0149 |
1.0138 |
-0.0011 |
-0.1% |
1.0247 |
| High |
1.0164 |
1.0246 |
0.0082 |
0.8% |
1.0274 |
| Low |
1.0128 |
1.0060 |
-0.0068 |
-0.7% |
1.0117 |
| Close |
1.0135 |
1.0218 |
0.0083 |
0.8% |
1.0127 |
| Range |
0.0036 |
0.0186 |
0.0150 |
416.7% |
0.0157 |
| ATR |
0.0071 |
0.0079 |
0.0008 |
11.7% |
0.0000 |
| Volume |
94,055 |
265,745 |
171,690 |
182.5% |
544,239 |
|
| Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0733 |
1.0661 |
1.0320 |
|
| R3 |
1.0547 |
1.0475 |
1.0269 |
|
| R2 |
1.0361 |
1.0361 |
1.0252 |
|
| R1 |
1.0289 |
1.0289 |
1.0235 |
1.0325 |
| PP |
1.0175 |
1.0175 |
1.0175 |
1.0193 |
| S1 |
1.0103 |
1.0103 |
1.0201 |
1.0139 |
| S2 |
0.9989 |
0.9989 |
1.0184 |
|
| S3 |
0.9803 |
0.9917 |
1.0167 |
|
| S4 |
0.9617 |
0.9731 |
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 |
1.0246 |
1.0060 |
0.0186 |
1.8% |
0.0083 |
0.8% |
85% |
True |
True |
132,779 |
| 10 |
1.0318 |
1.0060 |
0.0258 |
2.5% |
0.0073 |
0.7% |
61% |
False |
True |
117,588 |
| 20 |
1.0318 |
1.0060 |
0.0258 |
2.5% |
0.0073 |
0.7% |
61% |
False |
True |
110,624 |
| 40 |
1.0357 |
1.0007 |
0.0350 |
3.4% |
0.0080 |
0.8% |
60% |
False |
False |
115,180 |
| 60 |
1.0357 |
0.9943 |
0.0414 |
4.1% |
0.0086 |
0.8% |
66% |
False |
False |
81,791 |
| 80 |
1.0442 |
0.9925 |
0.0517 |
5.1% |
0.0089 |
0.9% |
57% |
False |
False |
61,401 |
| 100 |
1.0540 |
0.9860 |
0.0680 |
6.7% |
0.0094 |
0.9% |
53% |
False |
False |
49,155 |
| 120 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0103 |
1.0% |
55% |
False |
False |
40,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1037 |
|
2.618 |
1.0733 |
|
1.618 |
1.0547 |
|
1.000 |
1.0432 |
|
0.618 |
1.0361 |
|
HIGH |
1.0246 |
|
0.618 |
1.0175 |
|
0.500 |
1.0153 |
|
0.382 |
1.0131 |
|
LOW |
1.0060 |
|
0.618 |
0.9945 |
|
1.000 |
0.9874 |
|
1.618 |
0.9759 |
|
2.618 |
0.9573 |
|
4.250 |
0.9270 |
|
|
| Fisher Pivots for day following 07-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0196 |
1.0196 |
| PP |
1.0175 |
1.0175 |
| S1 |
1.0153 |
1.0153 |
|