CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 12-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0084 |
1.0085 |
0.0001 |
0.0% |
1.0131 |
| High |
1.0110 |
1.0092 |
-0.0018 |
-0.2% |
1.0246 |
| Low |
1.0071 |
1.0021 |
-0.0050 |
-0.5% |
1.0060 |
| Close |
1.0078 |
1.0034 |
-0.0044 |
-0.4% |
1.0087 |
| Range |
0.0039 |
0.0071 |
0.0032 |
82.1% |
0.0186 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
56,964 |
125,712 |
68,748 |
120.7% |
711,897 |
|
| Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0262 |
1.0219 |
1.0073 |
|
| R3 |
1.0191 |
1.0148 |
1.0054 |
|
| R2 |
1.0120 |
1.0120 |
1.0047 |
|
| R1 |
1.0077 |
1.0077 |
1.0041 |
1.0063 |
| PP |
1.0049 |
1.0049 |
1.0049 |
1.0042 |
| S1 |
1.0006 |
1.0006 |
1.0027 |
0.9992 |
| S2 |
0.9978 |
0.9978 |
1.0021 |
|
| S3 |
0.9907 |
0.9935 |
1.0014 |
|
| S4 |
0.9836 |
0.9864 |
0.9995 |
|
|
| 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 |
1.0021 |
0.0225 |
2.2% |
0.0094 |
0.9% |
6% |
False |
True |
145,062 |
| 10 |
1.0246 |
1.0021 |
0.0225 |
2.2% |
0.0079 |
0.8% |
6% |
False |
True |
126,357 |
| 20 |
1.0318 |
1.0021 |
0.0297 |
3.0% |
0.0077 |
0.8% |
4% |
False |
True |
116,116 |
| 40 |
1.0357 |
1.0021 |
0.0336 |
3.3% |
0.0082 |
0.8% |
4% |
False |
True |
116,951 |
| 60 |
1.0357 |
0.9943 |
0.0414 |
4.1% |
0.0085 |
0.8% |
22% |
False |
False |
87,858 |
| 80 |
1.0442 |
0.9943 |
0.0499 |
5.0% |
0.0089 |
0.9% |
18% |
False |
False |
65,966 |
| 100 |
1.0442 |
0.9860 |
0.0582 |
5.8% |
0.0091 |
0.9% |
30% |
False |
False |
52,804 |
| 120 |
1.0670 |
0.9775 |
0.0895 |
8.9% |
0.0102 |
1.0% |
29% |
False |
False |
44,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0394 |
|
2.618 |
1.0278 |
|
1.618 |
1.0207 |
|
1.000 |
1.0163 |
|
0.618 |
1.0136 |
|
HIGH |
1.0092 |
|
0.618 |
1.0065 |
|
0.500 |
1.0057 |
|
0.382 |
1.0048 |
|
LOW |
1.0021 |
|
0.618 |
0.9977 |
|
1.000 |
0.9950 |
|
1.618 |
0.9906 |
|
2.618 |
0.9835 |
|
4.250 |
0.9719 |
|
|
| Fisher Pivots for day following 12-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0057 |
1.0120 |
| PP |
1.0049 |
1.0091 |
| S1 |
1.0042 |
1.0063 |
|