CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 19-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9974 |
1.0006 |
0.0032 |
0.3% |
1.0084 |
| High |
1.0022 |
1.0045 |
0.0023 |
0.2% |
1.0110 |
| Low |
0.9962 |
0.9975 |
0.0013 |
0.1% |
0.9957 |
| Close |
0.9995 |
0.9982 |
-0.0013 |
-0.1% |
0.9979 |
| Range |
0.0060 |
0.0070 |
0.0010 |
16.7% |
0.0153 |
| ATR |
0.0077 |
0.0076 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
90,055 |
106,306 |
16,251 |
18.0% |
550,242 |
|
| Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0211 |
1.0166 |
1.0021 |
|
| R3 |
1.0141 |
1.0096 |
1.0001 |
|
| R2 |
1.0071 |
1.0071 |
0.9995 |
|
| R1 |
1.0026 |
1.0026 |
0.9988 |
1.0014 |
| PP |
1.0001 |
1.0001 |
1.0001 |
0.9994 |
| S1 |
0.9956 |
0.9956 |
0.9976 |
0.9944 |
| S2 |
0.9931 |
0.9931 |
0.9969 |
|
| S3 |
0.9861 |
0.9886 |
0.9963 |
|
| S4 |
0.9791 |
0.9816 |
0.9944 |
|
|
| 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 |
1.0098 |
0.9957 |
0.0141 |
1.4% |
0.0070 |
0.7% |
18% |
False |
False |
112,785 |
| 10 |
1.0246 |
0.9957 |
0.0289 |
2.9% |
0.0082 |
0.8% |
9% |
False |
False |
128,924 |
| 20 |
1.0318 |
0.9957 |
0.0361 |
3.6% |
0.0074 |
0.7% |
7% |
False |
False |
116,415 |
| 40 |
1.0357 |
0.9957 |
0.0400 |
4.0% |
0.0078 |
0.8% |
6% |
False |
False |
115,993 |
| 60 |
1.0357 |
0.9943 |
0.0414 |
4.1% |
0.0084 |
0.8% |
9% |
False |
False |
97,202 |
| 80 |
1.0442 |
0.9943 |
0.0499 |
5.0% |
0.0087 |
0.9% |
8% |
False |
False |
73,005 |
| 100 |
1.0442 |
0.9860 |
0.0582 |
5.8% |
0.0090 |
0.9% |
21% |
False |
False |
58,433 |
| 120 |
1.0670 |
0.9860 |
0.0810 |
8.1% |
0.0101 |
1.0% |
15% |
False |
False |
48,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0343 |
|
2.618 |
1.0228 |
|
1.618 |
1.0158 |
|
1.000 |
1.0115 |
|
0.618 |
1.0088 |
|
HIGH |
1.0045 |
|
0.618 |
1.0018 |
|
0.500 |
1.0010 |
|
0.382 |
1.0002 |
|
LOW |
0.9975 |
|
0.618 |
0.9932 |
|
1.000 |
0.9905 |
|
1.618 |
0.9862 |
|
2.618 |
0.9792 |
|
4.250 |
0.9678 |
|
|
| Fisher Pivots for day following 19-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0010 |
1.0001 |
| PP |
1.0001 |
0.9995 |
| S1 |
0.9991 |
0.9988 |
|