CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 20-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0006 |
0.9983 |
-0.0023 |
-0.2% |
1.0084 |
| High |
1.0045 |
1.0023 |
-0.0022 |
-0.2% |
1.0110 |
| Low |
0.9975 |
0.9976 |
0.0001 |
0.0% |
0.9957 |
| Close |
0.9982 |
0.9992 |
0.0010 |
0.1% |
0.9979 |
| Range |
0.0070 |
0.0047 |
-0.0023 |
-32.9% |
0.0153 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
106,306 |
133,704 |
27,398 |
25.8% |
550,242 |
|
| Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0138 |
1.0112 |
1.0018 |
|
| R3 |
1.0091 |
1.0065 |
1.0005 |
|
| R2 |
1.0044 |
1.0044 |
1.0001 |
|
| R1 |
1.0018 |
1.0018 |
0.9996 |
1.0031 |
| PP |
0.9997 |
0.9997 |
0.9997 |
1.0004 |
| S1 |
0.9971 |
0.9971 |
0.9988 |
0.9984 |
| S2 |
0.9950 |
0.9950 |
0.9983 |
|
| S3 |
0.9903 |
0.9924 |
0.9979 |
|
| S4 |
0.9856 |
0.9877 |
0.9966 |
|
|
| 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 |
1.0089 |
0.9957 |
0.0132 |
1.3% |
0.0066 |
0.7% |
27% |
False |
False |
119,198 |
| 10 |
1.0246 |
0.9957 |
0.0289 |
2.9% |
0.0083 |
0.8% |
12% |
False |
False |
132,888 |
| 20 |
1.0318 |
0.9957 |
0.0361 |
3.6% |
0.0071 |
0.7% |
10% |
False |
False |
116,391 |
| 40 |
1.0357 |
0.9957 |
0.0400 |
4.0% |
0.0078 |
0.8% |
9% |
False |
False |
117,044 |
| 60 |
1.0357 |
0.9943 |
0.0414 |
4.1% |
0.0082 |
0.8% |
12% |
False |
False |
99,419 |
| 80 |
1.0442 |
0.9943 |
0.0499 |
5.0% |
0.0087 |
0.9% |
10% |
False |
False |
74,675 |
| 100 |
1.0442 |
0.9860 |
0.0582 |
5.8% |
0.0090 |
0.9% |
23% |
False |
False |
59,769 |
| 120 |
1.0670 |
0.9860 |
0.0810 |
8.1% |
0.0100 |
1.0% |
16% |
False |
False |
49,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0223 |
|
2.618 |
1.0146 |
|
1.618 |
1.0099 |
|
1.000 |
1.0070 |
|
0.618 |
1.0052 |
|
HIGH |
1.0023 |
|
0.618 |
1.0005 |
|
0.500 |
1.0000 |
|
0.382 |
0.9994 |
|
LOW |
0.9976 |
|
0.618 |
0.9947 |
|
1.000 |
0.9929 |
|
1.618 |
0.9900 |
|
2.618 |
0.9853 |
|
4.250 |
0.9776 |
|
|
| Fisher Pivots for day following 20-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0000 |
1.0004 |
| PP |
0.9997 |
1.0000 |
| S1 |
0.9995 |
0.9996 |
|