CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 15-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0072 |
0.9995 |
-0.0077 |
-0.8% |
1.0084 |
| High |
1.0089 |
1.0007 |
-0.0082 |
-0.8% |
1.0110 |
| Low |
0.9985 |
0.9957 |
-0.0028 |
-0.3% |
0.9957 |
| Close |
0.9996 |
0.9979 |
-0.0017 |
-0.2% |
0.9979 |
| Range |
0.0104 |
0.0050 |
-0.0054 |
-51.9% |
0.0153 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
164,035 |
101,890 |
-62,145 |
-37.9% |
550,242 |
|
| Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0131 |
1.0105 |
1.0007 |
|
| R3 |
1.0081 |
1.0055 |
0.9993 |
|
| R2 |
1.0031 |
1.0031 |
0.9988 |
|
| R1 |
1.0005 |
1.0005 |
0.9984 |
0.9993 |
| PP |
0.9981 |
0.9981 |
0.9981 |
0.9975 |
| S1 |
0.9955 |
0.9955 |
0.9974 |
0.9943 |
| S2 |
0.9931 |
0.9931 |
0.9970 |
|
| S3 |
0.9881 |
0.9905 |
0.9965 |
|
| S4 |
0.9831 |
0.9855 |
0.9952 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0474 |
1.0380 |
1.0063 |
|
| R3 |
1.0321 |
1.0227 |
1.0021 |
|
| R2 |
1.0168 |
1.0168 |
1.0007 |
|
| R1 |
1.0074 |
1.0074 |
0.9993 |
1.0045 |
| PP |
1.0015 |
1.0015 |
1.0015 |
1.0001 |
| S1 |
0.9921 |
0.9921 |
0.9965 |
0.9892 |
| S2 |
0.9862 |
0.9862 |
0.9951 |
|
| S3 |
0.9709 |
0.9768 |
0.9937 |
|
| S4 |
0.9556 |
0.9615 |
0.9895 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0110 |
0.9957 |
0.0153 |
1.5% |
0.0066 |
0.7% |
14% |
False |
True |
110,048 |
| 10 |
1.0246 |
0.9957 |
0.0289 |
2.9% |
0.0077 |
0.8% |
8% |
False |
True |
126,213 |
| 20 |
1.0318 |
0.9957 |
0.0361 |
3.6% |
0.0073 |
0.7% |
6% |
False |
True |
116,402 |
| 40 |
1.0357 |
0.9957 |
0.0400 |
4.0% |
0.0078 |
0.8% |
6% |
False |
True |
115,603 |
| 60 |
1.0357 |
0.9943 |
0.0414 |
4.1% |
0.0084 |
0.8% |
9% |
False |
False |
93,956 |
| 80 |
1.0442 |
0.9943 |
0.0499 |
5.0% |
0.0088 |
0.9% |
7% |
False |
False |
70,555 |
| 100 |
1.0442 |
0.9860 |
0.0582 |
5.8% |
0.0090 |
0.9% |
20% |
False |
False |
56,472 |
| 120 |
1.0670 |
0.9860 |
0.0810 |
8.1% |
0.0101 |
1.0% |
15% |
False |
False |
47,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0220 |
|
2.618 |
1.0138 |
|
1.618 |
1.0088 |
|
1.000 |
1.0057 |
|
0.618 |
1.0038 |
|
HIGH |
1.0007 |
|
0.618 |
0.9988 |
|
0.500 |
0.9982 |
|
0.382 |
0.9976 |
|
LOW |
0.9957 |
|
0.618 |
0.9926 |
|
1.000 |
0.9907 |
|
1.618 |
0.9876 |
|
2.618 |
0.9826 |
|
4.250 |
0.9745 |
|
|
| Fisher Pivots for day following 15-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9982 |
1.0028 |
| PP |
0.9981 |
1.0011 |
| S1 |
0.9980 |
0.9995 |
|