CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 11-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0188 |
1.0084 |
-0.0104 |
-1.0% |
1.0131 |
| High |
1.0218 |
1.0110 |
-0.0108 |
-1.1% |
1.0246 |
| Low |
1.0080 |
1.0071 |
-0.0009 |
-0.1% |
1.0060 |
| Close |
1.0087 |
1.0078 |
-0.0009 |
-0.1% |
1.0087 |
| Range |
0.0138 |
0.0039 |
-0.0099 |
-71.7% |
0.0186 |
| ATR |
0.0083 |
0.0080 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
182,837 |
56,964 |
-125,873 |
-68.8% |
711,897 |
|
| Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0203 |
1.0180 |
1.0099 |
|
| R3 |
1.0164 |
1.0141 |
1.0089 |
|
| R2 |
1.0125 |
1.0125 |
1.0085 |
|
| R1 |
1.0102 |
1.0102 |
1.0082 |
1.0094 |
| PP |
1.0086 |
1.0086 |
1.0086 |
1.0083 |
| S1 |
1.0063 |
1.0063 |
1.0074 |
1.0055 |
| S2 |
1.0047 |
1.0047 |
1.0071 |
|
| S3 |
1.0008 |
1.0024 |
1.0067 |
|
| S4 |
0.9969 |
0.9985 |
1.0057 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0689 |
1.0574 |
1.0189 |
|
| R3 |
1.0503 |
1.0388 |
1.0138 |
|
| R2 |
1.0317 |
1.0317 |
1.0121 |
|
| R1 |
1.0202 |
1.0202 |
1.0104 |
1.0167 |
| PP |
1.0131 |
1.0131 |
1.0131 |
1.0113 |
| S1 |
1.0016 |
1.0016 |
1.0070 |
0.9981 |
| S2 |
0.9945 |
0.9945 |
1.0053 |
|
| S3 |
0.9759 |
0.9830 |
1.0036 |
|
| S4 |
0.9573 |
0.9644 |
0.9985 |
|
|
| 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% |
0.0090 |
0.9% |
10% |
False |
False |
141,107 |
| 10 |
1.0263 |
1.0060 |
0.0203 |
2.0% |
0.0080 |
0.8% |
9% |
False |
False |
124,711 |
| 20 |
1.0318 |
1.0060 |
0.0258 |
2.6% |
0.0076 |
0.8% |
7% |
False |
False |
115,164 |
| 40 |
1.0357 |
1.0037 |
0.0320 |
3.2% |
0.0081 |
0.8% |
13% |
False |
False |
115,695 |
| 60 |
1.0357 |
0.9943 |
0.0414 |
4.1% |
0.0085 |
0.8% |
33% |
False |
False |
85,771 |
| 80 |
1.0442 |
0.9943 |
0.0499 |
5.0% |
0.0089 |
0.9% |
27% |
False |
False |
64,395 |
| 100 |
1.0442 |
0.9860 |
0.0582 |
5.8% |
0.0091 |
0.9% |
37% |
False |
False |
51,551 |
| 120 |
1.0670 |
0.9697 |
0.0973 |
9.7% |
0.0103 |
1.0% |
39% |
False |
False |
42,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0276 |
|
2.618 |
1.0212 |
|
1.618 |
1.0173 |
|
1.000 |
1.0149 |
|
0.618 |
1.0134 |
|
HIGH |
1.0110 |
|
0.618 |
1.0095 |
|
0.500 |
1.0091 |
|
0.382 |
1.0086 |
|
LOW |
1.0071 |
|
0.618 |
1.0047 |
|
1.000 |
1.0032 |
|
1.618 |
1.0008 |
|
2.618 |
0.9969 |
|
4.250 |
0.9905 |
|
|
| Fisher Pivots for day following 11-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0091 |
1.0153 |
| PP |
1.0086 |
1.0128 |
| S1 |
1.0082 |
1.0103 |
|